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- W1569132997 abstract "Abstract This note examines the weak-form market efficiency of Latin American equity markets. Daily returns forArgentina, Brazil, Chile, Colombia, Mexico, Peru and Venezuela are examined for random walks using serialcorrelation coefficient and runs tests, Augmented Dickey-Fuller (ADF), Phillips-Perron (PP) andKwiatkowski, Phillips, Schmidt and Shin (KPSS) unit root tests and multiple variance ratio (MVR) tests. Theresults, which are in broad agreement across the approaches employed, indicate that none of the markets arecharacterised by random walks and hence are not weak-form efficient, even under some less stringent randomwalk criteria. Keywords Emerging markets, random walk hypothesis, market efficiency Publication Details This paper was originally published as Worthington, AC and Higgs, H, An empirical note on the random walkbehaviour and market efficiency of Latin American stock markets, Empirical Economics Letters, 2(5),September 2003, 183-97. Journal home page here. This journal article is available at Research Online: http://ro.uow.edu.au/commpapers/298" @default.
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- W1569132997 title "An empirical note on the random walk behaviour and market efficiency of Latin American stock markets" @default.
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