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Tests of random walks and market efficiency in Latin American stock markets: An empirical note
8 references·3 citing·38 second hop
Tests of random walks and market efficiency in Latin American stock markets: An empirical note (2003)Tests of random walks and market efficien…The Econometrics of Financial Markets (2012)The Econometrics of Financial…On the linkages between equity markets in Latin America (2000)On the linkages between equit…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…TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS (1995)TESTS OF RANDOM WALK AND MARK…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…Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon (2011)Stock exchange mergers and we…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)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)The relative importance of foreign and domestic disturbances for aggregate fluctuations in the open economy (1987)The Velocity of M1 in the 1980s: Evidence from a Multivariate Time Series Model (1991)Effect Of Macroeconomic Variables On Stock Market Returns For Four Emerging Economies: Brazil, Russia, India, And China (2011)An Econometric Analysis of the Impact of Macroeconomic Fundamentals on Stock Market Returns in Ghana (2014)Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages (2017)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)Random walks and market efficiency in European equity markets (2004)A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit (2007)Permanent and Temporary Components of Stock Prices (1988)The Econometrics of Financial Markets (1997)Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange (2003)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50 (2020)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)
this work references cited by second hop

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
  • 1999Random Walks and Market Efficiency Tests of Latin American Emerging Equity Markets: A Revisit160 cited
  • 1999Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets132 cited
  • 1999RANDOM WALK TESTS FOR LATIN AMERICAN EQUITY INDEXES AND INDIVIDUAL FIRMS125 cited
  • 2000On the linkages between equity markets in Latin America50 cited

Cited by

  • 2011Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon35 cited
  • 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

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