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Efficiency in emerging markets—Evidence from the MENA region · Study

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ArticleEfficiency in emerging markets—Evidence from the MENA region

Thomas Lagoarde‐Segot2006

Article2006

Efficiency in emerging markets—Evidence from the MENA region

Thomas Lagoarde‐Segot · Brian M. Lucey

163 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Finance, Markets, and Regulation

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References

1992Testing the null hypothesis of stationarity against the alternative of a unit root 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 2008The law and economics of self-dealing 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 2005The Law and Economics of Self-Dealing 1993A simple multiple variance ratio test 2005Evidence on the speed of convergence to market efficiency 2000Alternative Variance-Ratio Tests Using Ranks and Signs

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2013Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries 2016A data analytic approach to forecasting daily stock returns in an emerging market 2021Corporate governance in the Middle East and North Africa: A systematic review of current trends and opportunities for future research 2009The efficiency of the crude oil markets: Evidence from variance ratio tests 2009Testing the evolving efficiency of Arab stock markets

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2012Hurst exponent behavior and assessment of the MENA stock markets efficiencyarticle · 6 shared references 2012Middle Eastern stock markets: absolute, evolving and relative efficiencyarticle · 6 shared references 2009Testing the evolving efficiency of Arab stock marketsarticle · 5 shared references 2008LIQUIDITY AND THE INFORMATIONAL EFFICIENCY OF AFRICAN STOCK MARKETSarticle · 5 shared references 2011Are GCC stock markets predictable?article · 5 shared references 2015Evolving efficiency of spot and futures energy markets: A rolling sample approacharticle · 5 shared references

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Year2006

Typearticle

Published2006-07-30

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations163

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.intfin.2006.06.003

openalex_workW1986943398

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2014

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