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The prospects of BRIC countries: Testing weak-form market efficiency
16 references·9 citing·36 second hop
The prospects of BRIC countries: Testing weak-form market efficiency (2013)The prospects of BRIC countries: Testing …The Econometrics of Financial Markets (2012)The Econometrics of Financial…THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)THE EVOLUTION OF STOCK MARKET…Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis (2005)Reconciling Efficient Markets…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…Alternative Variance-Ratio Tests Using Ranks and Signs (2000)Alternative Variance-Ratio Te…The Econometrics of Financial Markets (1998)The Econometrics of Financial…Evidence on Weak Form Efficiency and Day of the Week Effect in the Indian Stock Market (1996)Evidence on Weak Form Efficie…Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)Anomalies or illusions? Evide…A simple multiple variance ratio test (1993)A simple multiple variance ra…A Variance-Ratio Test of Random Walks in Foreign Exchange Rates (1991)A Variance-Ratio Test of Rand…The size and power of the variance ratio test in finite samples (1989)The size and power of the var…An Examination of the Robustness of the Weekend Effect (1989)An Examination of the Robustn…The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation (1988)The Size and Power of the Var…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Spillover effects between fossil energy and green markets: Evidence from informational inefficiency (2024)Spillover effects between fos…Do the performance and efficiency of China’s carbon emission trading market change over time? 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References

  • 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
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
  • 1994Anomalies or illusions? Evidence from stock markets in eighteen countries543 cited
  • 2005Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis542 cited
  • 1989The size and power of the variance ratio test in finite samples522 cited
  • 1993A simple multiple variance ratio test496 cited
  • 1989An Examination of the Robustness of the Weekend Effect438 cited
  • 1988The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation419 cited
  • 2010THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE408 cited
  • 2000Alternative Variance-Ratio Tests Using Ranks and Signs394 cited
  • 1991A Variance-Ratio Test of Random Walks in Foreign Exchange Rates261 cited
  • 1998The Econometrics of Financial Markets

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239 cited
  • 1996Evidence on Weak Form Efficiency and Day of the Week Effect in the Indian Stock Market203 cited
  • Cited by

    • 2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices80 cited
    • 2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency77 cited
    • 2016Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets74 cited
    • 2019From efficient markets to adaptive markets: Evidence from the French stock exchange65 cited
    • 2014Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market?61 cited
    • 2020Do the performance and efficiency of China’s carbon emission trading market change over time?45 cited
    • 2014A note on the relationship between market efficiency and adaptability – New evidence from artificial stock markets38 cited
    • 2016The profitability of moving average trading rules in BRICS and emerging stock markets36 cited
    • 2015Consumption, wealth, stock and housing returns: Evidence from emerging markets28 cited