Testing for Market Efficiency in Emerging Markets: A Case Study of the Karachi Stock Market
This paper investigates the efficiency of the Karachi stock exchange (KSE) with corrections for thin trading and non-linearity as suggested by Miller, Muthuswamy and Whaley (1994). Daily, weekly, and monthly data on stock prices from December 1991 to May 2003 have been used, with three non-overlapp...
Gorde:
| Egile Nagusiak: | , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Lahore School of Economics
2024-07-01
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| Saila: | Lahore Journal of Economics |
| Gaiak: | |
| Sarrera elektronikoa: | https://journals.lahoreschool.edu.pk/LJE/LJE/article/view/220 |
| Etiketak: |
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