Testing market efficiency on the Johannesburg Stock Exchange using the overlapping serial test

DOI10.1007/S10479-014-1751-YzbMath1348.62243OpenAlexW1975855381MaRDI QIDQ338927

Kanshukan Rajaratnam, Michael A. Noakes

Publication date: 7 November 2016

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-014-1751-y

zbMATH Keywords

market efficiencyOR application in financeoverlapping serial test

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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Cites Work

• Patterns in stock market movements tested as random number generators
• Unnamed Item

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