The behavior of Indonesian stock market: structural breaks and nonlinearity
This study empirically examines the behaviour of Indonesian stock market under the efficient market hypothesis framework by emphasizing on the random walk behaviour and nonlinearity over the period of April 1983 - December 2010. In the first step, the standard linear unit root test, namely the augme...
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| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2011
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/13306/7/FMI_Indonesia.pdf http://irep.iium.edu.my/13306/ |
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