Variance–ratio tests- Finance assignment- Report

Internal code- MAS3791

Finance assignment

Question- Write a report on any one of the two given below articles- 1. Kim, J. H., Shamsuddin, A., 2008, Are Asian Stock Markets Efficient? Evidence from New Multiple Variance Ratio Tests. Journal of Empirical Finance, 15, 3, 518-532: 2. Datafile: Kimweekly.wf1 Wright, J.H., 2000. Alternative variance–ratio tests using ranks and signs. Journal of Business & Economic Statistics 18, 1–9.