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RECENT BEHAVIOUR OF STOCK MARKET PRICES IN GERMANY AND THE RANDOM WALK HYPOTHESIS
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RECENT BEHAVIOUR OF STOCK MARKET PRICES IN GERMANY AND THE RANDOM WALK HYPOTHESIS (1973)RECENT BEHAVIOUR OF STOCK MARKET PRICES I…International stock market efficiency and integration (2015)International stock market ef…The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics (2006)The Evolving and Relative Eff…Testing the Efficiency of African Markets (2006)Testing the Efficiency of Afr…The weak-form efficiency of the Taiwan share market (1996)The weak-form efficiency of t…Statistical models of German stock returns (1989)Statistical models of German …The behaviour of Hong Kong stock prices (1984)The behaviour of Hong Kong st…Random Walk and The Stock Exchange of Singapore (1980)Random Walk and The Stock Exc…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …The Distribution of Stock Market Returns: 1958-1973 (1978)The Distribution of Stock Mar…Time Series Analysis of the Term Structure of Australian Interest Rates* (1975)Time Series Analysis of the T…A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Adaptive Market Hypothesis (2019)How do investors behave in the context of a market crash? Evidence from India (2020)The Behavior of Stock-Market Prices (1965)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)EMPIRICAL ANALYSIS OF STOCK RETURNS AND VOLATILITY: EVIDENCE FROM ASIAN STOCK MARKETS (2016)Equity Market Integration and Portfolio Decisions: A Study of NASDAQ USA and MSCI Emerging Markets Asia Indexes (2021)Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures (2021)The Econometrics of Financial Markets (1997)STOCK MARKET EFFICIENCY IN AFRICA: EVIDENCE FROM RANDOM WALK HYPOTHESIS (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Using daily stock returns (1985)The Cross-Section of Expected Stock Returns (1992)R2 around the world: New theory and new tests☆ (2005)The Variation of Certain Speculative Prices (1963)Option pricing when underlying stock returns are discontinuous (1976)Survey Methods in Social Investigation. (1958)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices (1974)Spectral Methods in Econometrics (1969)Inflation and Stock Market Returns:Some Australian Evidence* (1981)Estimation of the term structure of interest rates: an international perspective (1998)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Tests of weak form efficiency in the Middle East emerging markets (2006)An empirical analysis of calendar anomalies in the Malaysian stock market (2009)Market efficiency in emerging stock markets: A case study of the Vietnamese stock market (2014)Some Tests of the Efficiency of the Emerging Financial Markets (2007)
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Cited by

  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1996The weak-form efficiency of the Taiwan share market47 cited
  • 2015International stock market efficiency and integration32 cited
  • 1984The behaviour of Hong Kong stock prices29 cited
  • 2006The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics27 cited
  • 2006Testing the Efficiency of African Markets23 cited
  • 1978The Distribution of Stock Market Returns: 1958-197319 cited
  • 1989Statistical models of German stock returns19 cited
  • 1980Random Walk and The Stock Exchange of Singapore19 cited
  • 1975Time Series Analysis of the Term Structure of Australian Interest Rates*13 cited

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