A new variance ratio test of random walk in emerging markets: A revisit

by Al-Khazali, O., DING, David K., Pyun, C.S.
Published 2007

A New Nonparametric Variance Ratio Test of Random Walk: Evidence from Emerging Markets

by Al-Khazali, O., DING, David K., Pyun, C.S.
Published 2005

Random Walk in Emerging Markets by Nonparametric Variance Ratio Test: Evidence from Middle East and North Africa Stock Market

by Al-Khazali, O., DING, David K., Pyun, C.S.
Published 2005