| Tài liệu tham khảo |
Loại |
Chi tiết |
| 1. Box, G.E, and Pierce, D.A (1970), Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models, Journal of the American Statistical Association 65, pp. 1509-1526 |
Sách, tạp chí |
| Tiêu đề: |
Journal of the American Statistical Association |
| Tác giả: |
Box, G.E, and Pierce, D.A |
| Năm: |
1970 |
|
| 2. Brock, W. A, Dechert W.D, and Scheinkman J.A (1987), A Test of Independence Based on the Correlation Dimension, SSRI Working Paper No |
Sách, tạp chí |
| Tiêu đề: |
SSRI Working Paper |
| Tác giả: |
Brock, W. A, Dechert W.D, and Scheinkman J.A |
| Năm: |
1987 |
|
| 3. Bui My Chau (2006),Testing the weak-form market efficiency of the Vietnamese stock market, A Dissertation presented in part consideration for the degree of the MA. Finance and Investment, Nottingham University |
Sách, tạp chí |
| Tiêu đề: |
A Dissertation presented in part consideration for the degree of the MA. Finance and Investment |
| Tác giả: |
Bui My Chau |
| Năm: |
2006 |
|
| 4. Campbell, J.Y, Lo, A.W, and MacKinlay, A.C (1997), The Econometrics of Financial Markets, Princeton University Press, New York |
Sách, tạp chí |
| Tiêu đề: |
The Econometrics of Financial Markets |
| Tác giả: |
Campbell, J.Y, Lo, A.W, and MacKinlay, A.C |
| Năm: |
1997 |
|
| 5. Dickey, D.A, and Fuller W.A (1979), Distribution of the Estimators for Autoregressive Time Series With a Unit Root, Journal of the American Statistical Association 74, pp. 427-431 |
Sách, tạp chí |
| Tiêu đề: |
Journal of the American Statistical Association |
| Tác giả: |
Dickey, D.A, and Fuller W.A |
| Năm: |
1979 |
|
| 6. Fama, E.F (1965), The Behaviour of Stock Market Prices, Journal of Business 38, p34-105 |
Sách, tạp chí |
| Tiêu đề: |
Journal of Business |
| Tác giả: |
Fama, E.F |
| Năm: |
1965 |
|
| 7. Fama, E.F (1970), Efficient Capital Markets: A Review of Theory and Empirical Works, Journal of Finance 25 No. 2, pp. 383-417 |
Sách, tạp chí |
| Tiêu đề: |
Journal of Finance |
| Tác giả: |
Fama, E.F |
| Năm: |
1970 |
|
| 8. Gujarati D.N (2003), Basic Econometrics 4/e, McGraw-Hill, New York |
Sách, tạp chí |
| Tiêu đề: |
Basic Econometrics |
| Tác giả: |
Gujarati D.N |
| Năm: |
2003 |
|
| 9. Huber, P. (1997), Stock Market Returns in Thin Markets: Evidence from the Vienna Stock Exchange, Applied Financial Economics 7, pp. 493-498 |
Sách, tạp chí |
| Tiêu đề: |
Applied Financial Economics |
| Tác giả: |
Huber, P |
| Năm: |
1997 |
|
| 10. Ljung, G.M, and Box., G.E (1978), On a Measure of Lack on Fit in Time Series Models, Biometrika 65, pp. 297-303 |
Sách, tạp chí |
| Tiêu đề: |
Biometrika |
| Tác giả: |
Ljung, G.M, and Box., G.E |
| Năm: |
1978 |
|
| 11. Lo, A.W, and MacKinlay, A.C (1988). Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test, Review of Finance Studies 1, pp. 41-66 |
Sách, tạp chí |
| Tiêu đề: |
Review of Finance Studies |
| Tác giả: |
Lo, A.W, and MacKinlay, A.C |
| Năm: |
1988 |
|
| 13. Taylor, S., (2000). Stock Index and Price Dynamics in the UK and the US: New Evidence from a Trading Rule and Statistical Analysis, The European Journal of Finance 6, pp. 39-69 |
Sách, tạp chí |
| Tiêu đề: |
The European Journal of Finance |
| Tác giả: |
Taylor, S |
| Năm: |
2000 |
|
| 14. Tsay R.S (2005), Analysis of Financial Time Series 2/e, Wiley, New York |
Sách, tạp chí |
| Tiêu đề: |
Analysis of Financial Time Series |
| Tác giả: |
Tsay R.S |
| Năm: |
2005 |
|
| 16. Worthington, Andrew and Higgs, Helen (2004) Random walks and market efficiency in European equity markets, Global Journal of Finance and Economics 1(1):pp. 59-78 |
Sách, tạp chí |
| Tiêu đề: |
Global Journal of Finance and Economics |
|
| 12. Mirah Putu Nikita, Subiakto Soekarno (2012), Testing on weak form market efficiency: The evidence from Indonesia stock market year 2008-2011, 2nd International Conference on Business, Economics, Management and Behavioral Sciences (BEMBS'2012) Oct. 13-14, 2012 Bali (Indonesia) |
Khác |
|
| 15. Worthington, Andrew and Higgs, Helen (2003) Test of random walks and market efficiency in Latin American stock markets: An empirical note. School of Economics and Finance, Queensland University of Technology, Brisbane, Australia |
Khác |
|
| 17. Xiaofeng Li (2008), Test of stock market efficiency of China and Japan, Master’s Thesis in Economics of Innovation and Growth in KTH Stockholm, April 2008 |
Khác |
|