Are Chinese stock markets efficient? further evidence from a battery of nonlinearity tests

Given that the efficiency of the Chinese stock markets was empirically examined in extant literature using statistical tests that are designed to uncover linear correlations of price changes, the obtained statistical inferences of efficiency/inefficiency are on very shaky grounds as highlighted in a...

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Bibliographische Detailangaben
Veröffentlicht in:Applied financial economics
1. Verfasser: Lim, Kian-Ping (VerfasserIn)
Weitere Verfasser: Brooks, Robert (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2009
Schlagworte:
Aktienmarkt > Effizienzmarkthypothese > Noise Trading > Börsenhandel > China > Aufsatz in Zeitschrift
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