Chong Soo Pyun

University of Memphis

Memphis, TN 38152

Memphis, TN usa 38152-3370

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit

Financial Review, Forthcoming
Number of pages: 28 Posted: 29 Aug 2006
Osamah M. Al-Khazali, David K. Ding and Chong Soo Pyun
American University of Sharjah - School of Business and Management, Singapore Management University - Lee Kong Chian School of Business and University of Memphis
Downloads 705 (36,011)

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Emerging stock markets, Random walk hypothesis, Middle East and North Africa (MENA) stock markets

A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit

The Financial Review, Vol. 42, No. 2, pp. 303-317, May 2007
Number of pages: 15 Posted: 04 Jun 2007
Osamah M. Al-Khazali, David K. Ding and Chong Soo Pyun
American University of Sharjah - School of Business and Management, Singapore Management University - Lee Kong Chian School of Business and University of Memphis
Downloads 28 (505,891)
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A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit

Financial Review, Vol. 42, No. 2, May 2007
Posted: 28 Apr 2007
Osamah M. Al-Khazali, David K. Ding and Chong Soo Pyun
American University of Sharjah - School of Business and Management, Singapore Management University - Lee Kong Chian School of Business and University of Memphis

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Emerging stock markets, random walk hypothesis, Middle East and North Africa

2.

Risk-Adjusted Long-Term Contrarian Profits: Evidence from Non-S&P 500 High Volume Stocks

Financial Review, Vol. 40, No. 3, August 2005
Posted: 23 May 2005
Udomsak Wongchoti and Chong Soo Pyun
Massey University - School of Economics and Finance and University of Memphis

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Stock-market anomalies, contrarian portfolios, winner-loser investment strategy, return