Are Asian stock markets efficient? Evidence from new multiple variance ratio tests

C-Tier

Journal: Journal of Empirical Finance

Year: 2008

Volume: 15

Issue: 3

Pages: 518-532

Authors (2)

Kim, Jae H. Shamsuddin, Abul (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count