Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlund 's GARCH ‐based unit root...
Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlund 's GARCH ‐based unit root test
About this item
Full title
Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlund 's GARCH ‐based unit root test
Author / Creator
Journal title
International journal of finance and economics, 2024-01, Vol.29 (1), p.91-101
Language
English
Formats
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Scope and Contents
Contents
Stock market integration with efficiency is important in finance. This study therefore analyses the stock market efficiency in Vietnam and other Asian countries by using the recently developed Generalized Autoregressive Conditional Heteroscedasticity (GARCH)‐based unit root test of Narayan et al. to examine the stock market efficiency of Vietnam an...
Alternative Titles
Full title
Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlund 's GARCH ‐based unit root test
Authors, Artists and Contributors
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_crossref_primary_10_1002_ijfe_2676
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1002_ijfe_2676
Other Identifiers
ISSN
1076-9307
E-ISSN
1099-1158
DOI
10.1002/ijfe.2676
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