Randomness of stock market movement: a nonparametric approach

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Randomness of stock market movement: a nonparametric approach

In the weak form of the efficient market hypothesis (EMH), it is assumed that stock prices move in a random fashion. In this study, the focus is on the national stock indices rather than on the stock prices, and to determine whether the stock indices behave in a manner consistent with the random wal...

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Bibliographic Details
Main Author:	Othman Yong
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 1991
Online Access:	http://journalarticle.ukm.my/7935/ http://journalarticle.ukm.my/7935/1/762-1455-1-SM.pdf

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