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The prospects of BRIC countries: Testing weak-form market efficiency
Stockholm University, Faculty of Social Sciences, Stockholm Business School, Finance.
2014 (English)In: Research In International Business and Finance, ISSN 0275-5319, E-ISSN 1878-3384, Vol. 30, 217-232 p.Article in journal (Refereed) Published
Abstract [en]

The main purpose of the study is to determine whether the equity markets of Brazil, Russia, India and China (BRIC) may be considered weak-form efficient in recent years. The major findings using daily data and a bias-free statistical technique with a sample spanning from September 1995 to March 2010 indicate that the results from the last sub-periods, including the subprime crisis, support the belief that these markets may have been approaching a state of being fairly weak-form efficient, which reflects the future prospects of BRIC countries.

Place, publisher, year, edition, pages
2014. Vol. 30, 217-232 p.
Keyword [en]
BRIC, Weak-form market efficiency, Random walk hypothesis, Emerging markets
National Category
Economics
Identifiers
URN: urn:nbn:se:su:diva-93039DOI: 10.1016/j.ribaf.2013.06.004OAI: oai:DiVA.org:su-93039DiVA: diva2:644123
Available from: 2013-08-29 Created: 2013-08-29 Last updated: 2017-12-06Bibliographically approved

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