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The Egyptian Stock Market: Efficiency Tests and Volatility Effects
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(1980)Bubbles, Rational Expectations and Financial Markets (1982)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Egypt (2009)Equity price bubbles in the Middle Eastern and North African Financial markets (2009)Comparisons of Asset Pricing Models in the Egyptian Stock Market (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Modelling the time‐varying volatility of equities returns in Kenya (2010)The Current State of the Financial Sector of Bangladesh: An Analysis (2011)Circuit breakers as market stability levers: A survey of research, praxis, and challenges (2018)Disclosure level and the cost of equity capital. 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  • 2007Time-varying volatility and equity returns in Bangladesh stock market46 cited
  • 2011Return behaviour in Africa's emerging equity markets43 cited
  • 2012Impact of market and organizational determinants on voluntary disclosure in Egyptian companies33 cited
  • 2011Voluntary disclosure and risk in an emerging market28 cited
  • 2012Middle Eastern stock markets: absolute, evolving and relative efficiency28 cited
  • 2007Go Long or Short in Pyramids? News from the Egyptian Stock Market27 cited
  • 2010Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions26 cited
  • 2009Stock market volatility and weak-form efficiency: evidence from an emerging market26 cited
  • 2009Day-of-the-Week and Month-of-the-Year Effect on the Kenyan Stock Market Returns24 cited
  • 2007An Empirical Re-Examination of the Weak Form Efficient Markets Hypothesis of the Ghana Stock Market Using Variance-Ratios Tests23 cited
  • 2007An emperical re-examination of the weak form efficient markets hypothesis of the Ghana Stock Market using variance-ratios tests23 cited
  • 2006Testing the Efficiency of African Markets23 cited
  • 2014The determinants of involuntary delisting rate in the Egyptian IPO equity market20 cited
  • 2020

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STOCK MARKET EFFICIENCY IN AFRICA: EVIDENCE FROM RANDOM WALK HYPOTHESIS
19 cited
  • 2002Efficiency tests and volatility effects: evidence from the Jordanian stock market19 cited
  • 2012The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt19 cited