Random walks and market efficiency in Chinese and Indian equity markets
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- Zhou, Zhongbao & Gao, Meng & Xiao, Helu & Wang, Rui & Liu, Wenbin, 2021. "Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources," Omega, Elsevier, vol. 104(C).
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This paper has been announced in the following NEP Reports:- NEP-FMK-2017-09-17 (Financial Markets)
- NEP-TRA-2017-09-17 (Transition Economics)
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