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Testing the evolving efficiency of Arab stock markets

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References

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394 cited

1994Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage‐induced or Statistical Illusion?303 cited

Cited by

2009Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets79 cited
2015Time varying market efficiency of the GCC stock markets66 cited
2012Hurst exponent behavior and assessment of the MENA stock markets efficiency63 cited
2014Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market?61 cited
2011Are GCC stock markets predictable?56 cited
2017Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis49 cited
2021Assessing market efficiency and liquidity: Evidence from China's emissions trading scheme pilots48 cited
2020Does the Adaptive Market Hypothesis explain the evolution of emerging markets efficiency? Evidence from the Moroccan financial market44 cited
2014Dependence patterns across Gulf Arab stock markets: A copula approach38 cited
2018The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets36 cited
2012Impact of market and organizational determinants on voluntary disclosure in Egyptian companies33 cited
2012Market efficiency in the ASEAN region: evidence from multivariate and cointegration tests29 cited
2015MENA stock market volatility persistence: Evidence before and after the financial crisis of 200829 cited
2012Middle Eastern stock markets: absolute, evolving and relative efficiency28 cited
2016Time-varying return predictability in South Asian equity markets26 cited
2018Perspective of corporate governance and ethical issues with profit sharing investment accounts in Islamic banks25 cited