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Weak-form market efficiency in European emerging and developed stock markets
16 references·2 citing·37 second hop
Weak-form market efficiency in European emerging and developed stock markets (2003)Weak-form market efficiency in European e…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange (2003)Testing weak-form market effi…Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets (2002)Testing the Random Walk Behav…Return predictability in African stock markets (2002)Return predictability in Afri…Korean stock prices under price limits: variance ratio tests of random walks (2002)Korean stock prices under pri…African stock markets: multiple variance ratio tests of random walks (2002)African stock markets: multip…STOCK RETURNS AND VOLATILITY ON CHINA'S STOCK MARKETS (2001)STOCK RETURNS AND VOLATILITY …The Evolution of Stock Markets in Transition Economies (2000)The Evolution of Stock Market…Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets (1999)Random Walks and Market Effic…Random Walks and Market Efficiency Tests of Latin American Emerging Equity Markets: A Revisit (1999)Random Walks and Market Effic…RANDOM WALK TESTS FOR LATIN AMERICAN EQUITY INDEXES AND INDIVIDUAL FIRMS (1999)RANDOM WALK TESTS FOR LATIN A…AN EMPIRICAL EXAMINATION OF FINANCIAL LIBERALIZATION AND THE EFFICIENCY OF EMERGING MARKET STOCK PRICES (1999)AN EMPIRICAL EXAMINATION OF F…TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS (1995)TESTS OF RANDOM WALK AND MARK…An application of variance ratio test to the Korean securities market (1994)An application of variance ra…A simple multiple variance ratio test (1993)A simple multiple variance ra…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Testing the Weak Form of Efficient Market Hypothesis: Empirical Evidence from Equity Markets (2020)Testing the Weak Form of Effi…The relationship between the adoption of Internet banking and electronic connectivity: - An international comparison (2004)The relationship between the …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing for predictability in emerging equity markets (2004)Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets (2011)Comparing the effectiveness of deep feedforward neural networks and shallow architectures for predicting stock price indices (2019)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Generalized autoregressive conditional heteroskedasticity (1986)Random walks and market efficiency in European equity markets (2004)Weak Form Efficiency In Indian Stock Markets (2011)Emission trading and carbon market performance in Shenzhen, China (2017)The Behavior of Stock-Market Prices (1965)Asset Prices in an Exchange Economy (1978)Tests of technical trading strategies in the emerging equity markets of Latin America and Asia (1999)Short-Run Pain, Long-Run Gain: The Effects of Financial Liberalization (2002)Relationship between Interest Rate and Stock Price: Empirical Evidence from Developed and Developing Countries (2009)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Politically connected CEOs, firm performance, and CEO pay (2018)The Econometrics of Financial Markets (1997)THE CHANGING EFFICIENCY OF AFRICAN STOCK MARKETS (2005)VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW (2009)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Are Asian stock markets efficient? Evidence from new multiple variance ratio tests (2007)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Price discovery of cryptocurrencies: Bitcoin and beyond (2018)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Weak-form market efficiency of an emerging Market: Evidence from Dhaka Stock Market of Bangladesh. 1 (2000)A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit (2007)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Efficiency in emerging markets—Evidence from the MENA region (2006)Testing the Weak Form of Efficient Market Hypothesis: Empirical Evidence from Asia-Pacific Markets (2017)
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References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1993A simple multiple variance ratio test496 cited
  • 1995TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS288 cited
  • 2002Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets203 cited
  • 2002Return predictability in African stock markets195 cited
  • 2002African stock markets: multiple variance ratio tests of random walks185 cited
  • 2001STOCK RETURNS AND VOLATILITY ON CHINA'S STOCK MARKETS166 cited
  • 1999Random Walks and Market Efficiency Tests of Latin American Emerging Equity Markets: A Revisit160 cited
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  • 2003Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange123 cited
  • 1994An application of variance ratio test to the Korean securities market122 cited
  • 1999AN EMPIRICAL EXAMINATION OF FINANCIAL LIBERALIZATION AND THE EFFICIENCY OF EMERGING MARKET STOCK PRICES106 cited
  • 2000

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The Evolution of Stock Markets in Transition Economies
106 cited
  • 2002Korean stock prices under price limits: variance ratio tests of random walks89 cited
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    • 2020Testing the Weak Form of Efficient Market Hypothesis: Empirical Evidence from Equity Markets27 cited
    • 2004The relationship between the adoption of Internet banking and electronic connectivity: - An international comparison12 cited