SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Emergent capital markets’ efficiency: The case of Romania
10 references·7 citing·37 second hop
Emergent capital markets’ efficiency: The case of Romania (2003)Emergent capital markets’ efficiency: The…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …Corporate finance theory (1997)Corporate finance theoryThe Noise Trader Approach to Finance (1990)The Noise Trader Approach to …The Determinants of the Variability of Stock Market Prices (1980)The Determinants of the Varia…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Filter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…The Analysis of Economic Time-Series-Part I: Prices (1953)The Analysis of Economic Time…IFRS adoption in developing countries: the case of Romania (2014)IFRS adoption in developing c…Global Crisis and Relative Efficiency: Empirical Evidence from Central and Eastern European Stock Markets (2012)Global Crisis and Relative Ef…IFRS and the value relevance of earnings: evidence from the emerging market of Romania (2010)IFRS and the value relevance …Unifractality and multifractality in the Italian stock market (2009)Unifractality and multifracta…THE DEVELOPMENT OF THE ROMANIAN CAPITAL MARKET: EVIDENCES ON INFORMATION EFFICIENCY (2009)THE DEVELOPMENT OF THE ROMANI…TESTING MARKET EFFICIENCY VIA DECOMPOSITION OF STOCK RETURN. APPLICATION TO ROMANIAN CAPITAL MARKET (2008)TESTING MARKET EFFICIENCY VIA…Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules (2008)Market efficiency of Brazilia…Dividend Policy, Growth, and the Valuation of Shares (1961)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Explaining the Variance of Price–Dividend Ratios (1992)ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)Stock market volatility around national elections (2008)The Behavior of Stock-Market Prices (1965)An Anatomy of Trading Strategies (1998)Using genetic algorithms to find technical trading rules (1999)The illusory nature of momentum profits (2003)Judgment under Uncertainty: Heuristics and Biases (1975)Continuous Auctions and Insider Trading (1985)The Impact of Social Structure on Economic Outcomes (2005)An Engine, Not a Camera (2006)The short of it: Investor sentiment and anomalies (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Rational Expectations and the Theory of Price Movements (1961)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)Rational Theory of Warrant Pricing (2015)Corporate Environmental Initiatives and Anticipated Firm Performance: The Differential Effects of Process-Driven Versus Product-Driven Greening Initiatives (2000)Instability in the dividend policy of the Istanbul Stock Exchange (ISE) corporations: evidence from an emerging market (2000)Corporate dividend policy revisited (2015)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1953The Analysis of Economic Time-Series-Part I: Prices831 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1980The Determinants of the Variability of Stock Market Prices511 cited
  • 1997Corporate finance theory261 cited

Cited by

  • 2009Unifractality and multifractality in the Italian stock market73 cited
  • 2008Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules37 cited
  • 2008TESTING MARKET EFFICIENCY VIA DECOMPOSITION OF STOCK RETURN. APPLICATION TO ROMANIAN CAPITAL MARKET35 cited

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

2009
THE DEVELOPMENT OF THE ROMANIAN CAPITAL MARKET: EVIDENCES ON INFORMATION EFFICIENCY
33 cited
  • 2012Global Crisis and Relative Efficiency: Empirical Evidence from Central and Eastern European Stock Markets25 cited
  • 2014IFRS adoption in developing countries: the case of Romania24 cited
  • 2010IFRS and the value relevance of earnings: evidence from the emerging market of Romania20 cited