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ArticleTesting the evolving efficiency of Arab stock markets

Walid Abdmoulah2009

Article2009

Testing the evolving efficiency of Arab stock markets

Walid Abdmoulah

93 citations·0/0 files stored·International Review of Financial Analysis

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1965The Behavior of Stock-Market Prices 1992ARCH modeling in finance 2003Modeling and Forecasting Realized Volatility

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2009Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets 2015Time varying market efficiency of the GCC stock markets 2012Hurst exponent behavior and assessment of the MENA stock markets efficiency 2014Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market?2011Are GCC stock markets predictable?2017

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2006The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statisticspreprint · 13 shared references 2012Middle Eastern stock markets: absolute, evolving and relative efficiencyarticle · 10 shared references 2009Modelling stock returns in Africa's emerging equity marketsarticle · 9 shared references 2015Time varying market efficiency of the GCC stock marketsarticle · 9 shared references 2013Financial liberalization and stock markets efficiency: New evidence from emerging economiesarticle · 9 shared references 2011Are GCC stock markets predictable?article · 9 shared references

Details

Year2009

Typearticle

Published2009-11-20

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations93

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.irfa.2009.11.004

openalex_workW1999840323

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