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Is the efficient market hypothesis day-of-the-week dependent? Evidence from the banking sector
16 references·1 citing·39 second hop
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  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
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  • 2001Market Liquidity and Trading Activity1,555 cited
  • 1997

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Multiple Trend Breaks and the Unit-Root Hypothesis
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  • 2015Malaysian finance sector weak-form efficiency: Heterogeneity, structural breaks, and cross-sectional dependence18 cited