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...
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
Lahore School of Economics
2024-07-01
|
| Collection: | Lahore Journal of Economics |
| Sujets: | |
| Accès en ligne: | https://journals.lahoreschool.edu.pk/LJE/LJE/article/view/220 |
| Tags: |
Pas de tags, Soyez le premier à ajouter un tag!
|