SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Efficiency tests of foreign exchange markets for four Asian Countries
16 references·6 citing·41 second hop
Efficiency tests of foreign exchange markets for four Asian Countries (2010)Efficiency tests of foreign exchange mark…Market efficiency in foreign exchange markets (2007)Market efficiency in foreign …A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit (2007)A New Variance Ratio Test of …A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets (2006)A comparison of variance rati…Tests of Weak‐Form Efficiency of the Dhaka Stock Exchange (2005)Tests of Weak‐Form Efficiency…Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore (2004)Tests of the random walk hypo…On Testing the Random‐Walk Hypothesis: A Model‐Comparison Approach (2000)On Testing the Random‐Walk Hy…Alternative Variance-Ratio Tests Using Ranks and Signs (2000)Alternative Variance-Ratio Te…A simple multiple variance ratio test (1993)A simple multiple variance ra…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEfficient Capital Markets: II (1991)Efficient Capital Markets: IIA Variance-Ratio Test of Random Walks in Foreign Exchange Rates (1991)A Variance-Ratio Test of Rand…A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks* (1991)A Test of Long‐run Purchasing…The size and power of the variance ratio test in finite samples (1989)The size and power of the var…The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation (1988)The Size and Power of the Var…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…Exchange rate regimes and price efficiency: Empirical examination of the impact of financial crisis (2021)Exchange rate regimes and pri…Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes (2019)Revisiting the weak-form effi…A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA (2019)A TEST OF THE EFFICIENCY OF T…Green energy companies: Stock performance and IPO returns (2016)Green energy companies: Stock…Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets: Evidence from the Asian Financial Crisis (2012)Realizing the volatility impa…Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes (2011)Are exchange rate movements p…Expectations and Exchange Rate Dynamics (1976)Asset Prices in an Exchange Economy (1978)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Have trading rule profits in the currency markets declined over time? (2003)Wild bootstrapping variance ratio tests (2006)Efficient market hypothesis in European stock markets (2010)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)The Efficient Market Hypothesis and Its Critics (2003)Emerging markets research: Trends, issues and future directions (2012)Efficient or adaptive markets? Evidence from major stock markets using very long run historic data (2013)Are stock markets really efficient? Evidence of the adaptive market hypothesis (2016)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)Are Asian stock markets efficient? Evidence from new multiple variance ratio tests (2007)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Price discovery of cryptocurrencies: Bitcoin and beyond (2018)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Drawing inferences from statistics based on multiyear asset returns (1989)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Specification Tests in Econometrics (1978)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)An Anatomy of Trading Strategies (1998)Inefficient Markets (2000)Short-sale constraints and stock returns (2002)It's SHO Time! Short‐Sale Price Tests and Market Quality (2009)Asset pricing: A tale of two days (2014)
this work references cited by second hop

References

  • 1991Efficient Capital Markets: II5,346 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1991Efficient Capital Markets: II1,271 cited
  • 1989The size and power of the variance ratio test in finite samples522 cited
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 1993A simple multiple variance ratio test496 cited
  • 1988The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation419 cited
  • 2000Alternative Variance-Ratio Tests Using Ranks and Signs394 cited
  • 1991A Variance-Ratio Test of Random Walks in Foreign Exchange Rates261 cited
  • 2006A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets224 cited
  • 2000On Testing the Random‐Walk Hypothesis: A Model‐Comparison Approach155 cited
  • 2007Market efficiency in foreign exchange markets133 cited
  • 2007A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit120 cited
  • 2004Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore106 cited
  • 1991A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks*

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

84 cited
  • 2005Tests of Weak‐Form Efficiency of the Dhaka Stock Exchange80 cited
  • Cited by

    • 2011Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes34 cited
    • 2019Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes32 cited
    • 2012Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets: Evidence from the Asian Financial Crisis31 cited
    • 2016Green energy companies: Stock performance and IPO returns30 cited
    • 2019A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA30 cited
    • 2021Exchange rate regimes and price efficiency: Empirical examination of the impact of financial crisis24 cited