Nonlinearity And The Random Walk Behaviour Of East Asian Stock Prices

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Nonlinearity And The Random Walk Behaviour Of East Asian Stock Prices

This study examines the price behaviour of East Asian stock markets and individual stocks listed on the Bursa Malaysia in the light of random walk hypothesis by utilizing the new and powerful statistical tool, namely the Brock-Dechert-Scheinkman (BDS) test and Hinich Bispectrum test. This study emph...

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Bibliographic Details
Main Author:	Vun, Methew Kien Chung
Format:	Thesis
Language:	English English
Published:	2007
Subjects:	Stocks - Prices - East Asia - Case studies Investment banking
Online Access:	http://psasir.upm.edu.my/id/eprint/5012/ http://psasir.upm.edu.my/id/eprint/5012/1/FEP_2007_2.pdf

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