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Do capital controls affect stock market efficiency? Lessons from Iceland
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References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1995Time-Varying World Market Integration2,280 cited
  • 2007Liquidity and Market Efficiency984 cited
  • 2001The portfolio flows of international investors956 cited
  • 1993A simple multiple variance ratio test496 cited
  • 2011What Segments Equity Markets?436 cited
  • 2002Foreign portfolio investors before and during a crisis413 cited
  • 2000Alternative Variance-Ratio Tests Using Ranks and Signs394 cited
  • 2012Do foreigners facilitate information transmission in emerging markets?312 cited
  • 2007Are Asian stock markets efficient? Evidence from new multiple variance ratio tests311 cited
  • 1997Price and volatility spillovers in Scandinavian stock markets304 cited
  • 2009What Segments Equity Markets?260 cited
  • 2007Financial crisis and stock market efficiency: Empirical evidence from Asian countries255 cited
  • 2004Financial liberalization and bank efficiency: a comparative analysis of India and Pakistan

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