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Transition, the Evolution of Stock Market Efficiency and Entry into EU: The Case of Romania
16 references·2 citing·38 second hop
Transition, the Evolution of Stock Market Efficiency and Entry into EU: The Case of Romania (2004)Transition, the Evolution of Stock Market…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Financial Development and Economic Growth: Views and Agenda (1999)Financial Development and Eco…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Emerging equity market volatility (1997)Emerging equity market volati…Financial Dependence and Growth (1996)Financial Dependence and Grow…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…A monthly effect in stock returns (1987)A monthly effect in stock ret…A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)A Conditionally Heteroskedast…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Stock returns and the weekend effect (1980)Stock returns and the weekend…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Capital market seasonality: The case of stock returns (1976)Capital market seasonality: T…Financial Development and Economic Growth: Views and AgendaFinancial Development and Eco…IFRS adoption in developing countries: the case of Romania (2014)IFRS adoption in developing c…Forecasting volatility: Evidence from the Macedonian stock exchange (2007)Forecasting volatility: Evide…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Credit Rationing in Markets with Imperfect Information (1981)A Contribution to the Empirics of Economic Growth (1992)Financial intermediation and growth: Causality and causes (2000)Finance and Growth: Theory and Evidence (2004)Law, finance, and economic growth in China (2005)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)On the mechanics of economic development (1988)Law and Finance (1998)The World Price of Insider Trading (2002)Finance, inequality and the poor (2007)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)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Foreign Speculators and Emerging Equity Markets (2000)International Asset Allocation With Regime Shifts (2002)Does financial liberalization spur growth? (2005)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Finance and the sources of growth (2000)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
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References

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  • 1987A monthly effect in stock returns

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Cited by

  • 2007Forecasting volatility: Evidence from the Macedonian stock exchange32 cited
  • 2014IFRS adoption in developing countries: the case of Romania24 cited