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Global Crisis and Relative Efficiency: Empirical Evidence from Central and Eastern European Stock Markets
16 references·0 citing·48 second hop
Global Crisis and Relative Efficiency: Empirical Evidence from Central and Eastern European Stock Markets (2012)Global Crisis and Relative Efficiency: Em…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Small sample properties of alternative tests for martingale difference hypothesis (2010)Small sample properties of al…The informational efficiency: the emerging markets versus the developed markets (2008)The informational efficiency:…Financial crisis and stock market efficiency: Empirical evidence from Asian countries (2007)Financial crisis and stock ma…Are Asian stock markets efficient? Evidence from new multiple variance ratio tests (2007)Are Asian stock markets effic…Testing for predictability in equity returns for European transition markets (2006)Testing for predictability in…Ranking market efficiency for stock markets: A nonlinear perspective (2006)Ranking market efficiency for…A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets (2006)A comparison of variance rati…Generalized spectral tests for the martingale difference hypothesis (2005)Generalized spectral tests fo…The Asian crisis and calendar effects on stock returns in Thailand (2004)The Asian crisis and calendar…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…Ranking efficiency for emerging markets (2004)Ranking efficiency for emergi…Variance ratio tests of the random walk hypothesis for European emerging stock markets (2003)Variance ratio tests of the r…Emergent capital markets’ efficiency: The case of Romania (2003)Emergent capital markets’ eff…The Evolution of Stock Markets in Transition Economies (2000)The Evolution of Stock Market…Examining the first stages of market performance: a test for evolving market efficiency (1999)Examining the first stages of…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)The size and power of the variance ratio test in finite samples (1989)A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit (2007)The changing and relative efficiency of European emerging stock markets (2011)Are Islamic Equity Indices More Efficient Than Their Conventional Counterparts? 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References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
  • 2007Are Asian stock markets efficient? Evidence from new multiple variance ratio tests311 cited
  • 2007Financial crisis and stock market efficiency: Empirical evidence from Asian countries255 cited
  • 2006A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets224 cited
  • 2005Generalized spectral tests for the martingale difference hypothesis222 cited
  • 2004Ranking efficiency for emerging markets209 cited
  • 2006Ranking market efficiency for stock markets: A nonlinear perspective137 cited
  • 2003Variance ratio tests of the random walk hypothesis for European emerging stock markets132 cited
  • 2000The Evolution of Stock Markets in Transition Economies106 cited
  • 2010Small sample properties of alternative tests for martingale difference hypothesis104 cited
  • 1999Examining the first stages of market performance: a test for evolving market efficiency95 cited
  • 2004The Asian crisis and calendar effects on stock returns in Thailand80 cited
  • 2006Testing for predictability in equity returns for European transition markets77 cited
  • 2008The informational efficiency: the emerging markets versus the developed markets

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64 cited
  • 2003Emergent capital markets’ efficiency: The case of Romania59 cited
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