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- W2500258048 abstract "This chapter reviews the literature on market integration and market efficiency; we try to explore the interconnection between the two in this chapter and the next chapter. We assume emerging markets to be less integrated in the global market. Before testing market integration, we present empirical studies on the efficiency of some emerging markets, which has still not been widely tested. However, this chapter presents the empirical evidence of the evolution of weak-form efficiency in emerging markets in Africa and Central European countries, by testing the random walk hypothesis (RWH) through multi-approach, specifically unit root tests, autocorrelation test, runs test, variance ratio (VR), and Wright (2000) sign and rank tests conducted on the daily price indices in the African and Central European stock markets. The empirical results reject the RWH for all stock markets’ indices over the sample period with the exception of the crisis data for South Africa (2007–2009). Similarly, Central European countries are the most under-researched region in the area of efficient market hypothesis; therefore, this study also investigates the weak-form efficiency of Central European emerging stock markets on Morgan Stanley Capital International (MSCI) daily price indices over the period of 1990–2009 by testing the RWH through applying multi-approach econometric techniques." @default.
- W2500258048 created "2016-08-23" @default.
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- W2500258048 date "2016-01-01" @default.
- W2500258048 modified "2023-10-14" @default.
- W2500258048 title "Market Efficiency in Emerging Markets: Evidence from African and Central European Markets" @default.
- W2500258048 doi "https://doi.org/10.1057/9781137367549_2" @default.
- W2500258048 hasPublicationYear "2016" @default.
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