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Return Behavior in Emerging Stock Markets

6 references·16 citing·53 second hopsampled

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
1981The relationship between return and market value of common stocks5,928 cited
1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
1986Stock return variances1,813 cited
1995Market Integration and Investment Barriers in Emerging Equity Markets600 cited
1983Stock market seasonality573 cited

Cited by

1995The Risk Exposure of Emerging Equity Markets214 cited
2002Return predictability in African stock markets195 cited
2005The sovereign ceiling and emerging market corporate bond spreads173 cited
2003Testing for differences in the tails of stock-market returns164 cited
2002The explanatory power of political risk in emerging markets159 cited
2002Robustness of size and value effects in emerging equity markets, 1985–2000140 cited
2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic134 cited
2001A Time Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies133 cited

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1999

Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets

132 cited

2002How Efficient are Africa's Emerging Stock Markets?115 cited

2003The equity risk premium: emerging vs. developed markets114 cited

1999AN EMPIRICAL EXAMINATION OF FINANCIAL LIBERALIZATION AND THE EFFICIENCY OF EMERGING MARKET STOCK PRICES106 cited

2000The Evolution of Stock Markets in Transition Economies106 cited

2000Weak-form market efficiency of an emerging Market: Evidence from Dhaka Stock Market of Bangladesh. 1100 cited

2000The microstructure of the Chinese stock market93 cited

2003Stock Market Development and Long-Run Growth in Nigeria87 cited