SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Testing the Assertion that Emerging Asian Stock Markets are Becoming More Efficient
16 references·0 citing·35 second hop
Testing the Assertion that Emerging Asian Stock Markets are Becoming More Efficient (2006)Testing the Assertion that Emerging Asian…Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis (2005)Reconciling Efficient Markets…The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient (2004)The Hurst exponent over time:…The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective (2004)The Adaptive Markets Hypothes…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…Stock Market Openings: Experience of Emerging Economies (2000)Stock Market Openings: Experi…Nonlinear Time Series Models in Empirical Finance (2000)Nonlinear Time Series Models …A test for independence based on the correlation dimension (1996)A test for independence based…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1995)Autoregressive Conditional He…Modelling nonlinear economic relationships (1994)Modelling nonlinear economic …Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence. (1993)Nonlinear Dynamics, Chaos and…Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis" (1991)Naive Trading Rules in Financ…Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Chaos and Nonlinear Dynamics:…Nonlinear Dynamics and Stock Returns (1989)Nonlinear Dynamics and Stock …Evidence of Nonlinearity in Daily Stock Returns (1985)Evidence of Nonlinearity in D…DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)DIAGNOSTIC CHECKING ARMA TIME…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Bulls, bears and market sheep (1990)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Time Series Analysis: Forecasting and Control (1977)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)Dating the integration of world equity markets (2002)Capital Account Liberalization: Theory, Evidence, and Speculation (2007)Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)American Economic Review (2019)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Bayesian Analysis of Stochastic Volatility Models (1994)Parametric and Nonparametric Volatility Measurement (2010)Does realized skewness predict the cross-section of equity returns? (2015)Judgment under Uncertainty: Heuristics and Biases (1975)An Evolutionary Theory of Economic Change. (1983)Prospect theory: An analysis of decision under risk (1988)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)What happened to the quants in August 2007? Evidence from factors and transactions data (2010)Sustainable Development and Financial Markets (2015)Prospect Theory: An Analysis of Decision under Risk (1979)Institutional Investors and the Informational Efficiency of Prices (2009)Machine learning techniques and data for stock market forecasting: A literature review (2022)Econometric Analysis of Cross Section and Panel Data (2001)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Modeling and Forecasting Realized Volatility (2001)Idiosyncratic risk and the cross-section of expected stock returns (2008)Modeling the price dynamics of CO2 emission allowances (2008)CISS - A Composite Indicator of Systemic Stress in the Financial System (2010)Forecasting Stock Returns (2013)
this work references cited by second hop

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1,960 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
  • 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
  • 2000Nonlinear Time Series Models in Empirical Finance1,111 cited
  • 1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
  • 1989Nonlinear Dynamics and Stock Returns778 cited
  • 2000Stock Market Openings: Experience of Emerging Economies557 cited
  • 2005Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis542 cited
  • 1993Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.487 cited
  • 2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient411 cited
  • 1994Modelling nonlinear economic relationships296 cited
  • 2004The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective296 cited
  • 1985

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Evidence of Nonlinearity in Daily Stock Returns
289 cited
  • 1991Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis"270 cited
  • Cited by

    No citing works inside the corpus for this window.