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International stock market efficiency and integration
16 references·0 citing·42 second hop
International stock market efficiency and integration (2015)International stock market efficiency and…Weak Form Efficiency In Indian Stock Markets (2011)Weak Form Efficiency In India…Stock market integration and volatility spillover: India and its major Asian counterparts (2010)Stock market integration and …Interdependence of ASEAN-5 Stock Markets from the US and Japan (2008)Interdependence of ASEAN-5 St…Aggregate Economic Variables and Stock Markets in India (2008)Aggregate Economic Variables …Are Asian stock markets efficient? Evidence from new multiple variance ratio tests (2007)Are Asian stock markets effic…Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets (1999)Are Asian stock market fluctu…International Stock Market Efficiency and Integration: A Study of Eighteen Nations (1997)International Stock Market Ef…A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages (1997)A comparative analysis of the…Interdependence of stock markets: evidence from Europe during the 1920s and 1930s (1996)Interdependence of stock mark…Evidence on Weak Form Efficiency and Day of the Week Effect in the Indian Stock Market (1996)Evidence on Weak Form Efficie…Testing the random walk hypothesis on Swedish stock prices: 1919–1990 (1993)Testing the random walk hypot…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…An Empirical Analysis of Stock Prices in Major Asian Markets and the United States (1992)An Empirical Analysis of Stoc…International Transmission of Stock Market Movements (1989)International Transmission of…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A transaction data study of weekly and intradaily patterns in stock returns (1986)Efficient Capital Markets: II (1991)Weak-form market efficiency of an emerging Market: Evidence from Dhaka Stock Market of Bangladesh. 1 (2000)Tests of Weak‐Form Efficiency of the Dhaka Stock Exchange (2005)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Stock market integration and financial crises: the case of Asia (2003)Stock market integration in ASEAN after the Asian financial crisis (2005)Energy consumption and economic growth: A causality analysis for Greece (2009)Time Series Regression with a Unit Root (1987)International portfolio diversification: US and Central European equity markets (2002)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Continuous Auctions and Insider Trading (1985)Generalized autoregressive conditional heteroskedasticity (1986)Does volatility spillover among stock markets varies from normal to turbulent periods? Evidence from emerging markets of Asia (2017)Comparing COVID-19 with the GFC: A shockwave analysis of currency markets (2020)Realized higher-order moments spillovers between commodity and stock markets: Evidence from China (2022)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market underreaction to open market share repurchases (1995)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Common stochastic trends in international stock markets (1992)A New Approach to Measuring Financial Contagion (2003)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Financial crisis and stock market efficiency: Empirical evidence from Asian countries (2007)Efficient market hypothesis in European stock markets (2010)Bridging the divide in financial market forecasting: machine learners vs. financial economists (2016)Specification Tests in Econometrics (1978)Multifactor Explanations of Asset Pricing Anomalies (1996)Interrelationships among regional stock indices (2002)A guide to using event study methods in multi‐country settings (2004)International equity market integration: Theory, evidence and implications (2004)
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References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1989International Transmission of Stock Market Movements1,412 cited
  • 1999Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets339 cited
  • 2007Are Asian stock markets efficient? Evidence from new multiple variance ratio tests311 cited
  • 1992An Empirical Analysis of Stock Prices in Major Asian Markets and the United States280 cited
  • 1997International Stock Market Efficiency and Integration: A Study of Eighteen Nations268 cited
  • 1996Evidence on Weak Form Efficiency and Day of the Week Effect in the Indian Stock Market203 cited
  • 2010Stock market integration and volatility spillover: India and its major Asian counterparts132 cited
  • 1997A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages119 cited
  • 2011Weak Form Efficiency In Indian Stock Markets116 cited
  • 1993Testing the random walk hypothesis on Swedish stock prices: 1919–199094 cited
  • 2008Aggregate Economic Variables and Stock Markets in India

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94 cited
  • 2008Interdependence of ASEAN-5 Stock Markets from the US and Japan86 cited
  • 1996Interdependence of stock markets: evidence from Europe during the 1920s and 1930s80 cited
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