SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Testing the Efficiency of African Markets
16 references·1 citing·43 second hop
Testing the Efficiency of African Markets (2006)Testing the Efficiency of African MarketsAfrican stock markets: multiple variance ratio tests of random walks (2002)African stock markets: multip…Weak Form Efficiency of the Nigerian Stock Market: Further Evidence (1999)Weak Form Efficiency of the N…The Egyptian Stock Market: Efficiency Tests and Volatility Effects (1999)The Egyptian Stock Market: Ef…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Evidence on Weak Form Efficiency and Day of the Week Effect in the Indian Stock Market (1996)Evidence on Weak Form Efficie…TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS (1995)TESTS OF RANDOM WALK AND MARK…Return Behavior in Emerging Stock Markets (1995)Return Behavior in Emerging S…A simple multiple variance ratio test (1993)A simple multiple variance ra…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test (1987)Stock Market Prices Do Not Fo…Weak-form efficiency in the Kuala Lumpur and Singapore stock markets (1986)Weak-form efficiency in the K…Thin Trading and Stock Market Efficiency: the Case of the Kuala Lumpur Stock Exchange (1986)Thin Trading and Stock Market…Does the Stock Market Rationally Reflect Fundamental Values? (1986)Does the Stock Market Rationa…RECENT BEHAVIOUR OF STOCK MARKET PRICES IN GERMANY AND THE RANDOM WALK HYPOTHESIS (1973)RECENT BEHAVIOUR OF STOCK MAR…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …STOCK MARKET EFFICIENCY IN AFRICA: EVIDENCE FROM RANDOM WALK HYPOTHESIS (2020)STOCK MARKET EFFICIENCY IN AF…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)Relationship between Interest Rate and Stock Price: Empirical Evidence from Developed and Developing Countries (2009)Weak Form Efficiency In Indian Stock Markets (2011)The relationship between return and market value of common stocks (1981)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Development and Financial Intermediaries: Stylized Facts (1996)Emerging equity market volatility (1997)Stock Market Openings: Experience of Emerging Economies (2000)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 (2003)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)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 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)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)The Framing of Decisions and the Psychology of Choice (1981)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Variance Decomposition for Stock Returns (1990)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Determining the Number of Factors in Approximate Factor Models (2002)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

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1965The Behavior of Stock-Market Prices8,772 cited
  • 1997The Econometrics of Financial Markets5,048 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1986Does the Stock Market Rationally Reflect Fundamental Values?1,149 cited
  • 1987Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test750 cited
  • 1993A simple multiple variance ratio test496 cited
  • 1995TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS288 cited
  • 1995Return Behavior in Emerging Stock Markets256 cited
  • 1996Evidence on Weak Form Efficiency and Day of the Week Effect in the Indian Stock Market203 cited
  • 2002African stock markets: multiple variance ratio tests of random walks185 cited
  • 1986Thin Trading and Stock Market Efficiency: the Case of the Kuala Lumpur Stock Exchange139 cited
  • 1999Weak Form Efficiency of the Nigerian Stock Market: Further Evidence86 cited
  • 1986Weak-form efficiency in the Kuala Lumpur and Singapore stock markets78 cited
  • 1999The Egyptian Stock Market: Efficiency Tests and Volatility Effects

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

54 cited
  • 1973RECENT BEHAVIOUR OF STOCK MARKET PRICES IN GERMANY AND THE RANDOM WALK HYPOTHESIS48 cited
  • Cited by

    • 2020STOCK MARKET EFFICIENCY IN AFRICA: EVIDENCE FROM RANDOM WALK HYPOTHESIS19 cited