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On the Efficiency of the Markets for Gold and Silver
5 references·16 citing·45 second hop
On the Efficiency of the Markets for Gold and Silver (1981)On the Efficiency of the Markets for Gold…Predictability of Stock Market Prices. (1971)Predictability of Stock Marke…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Filter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…The financial economics of white precious metals — A survey (2017)The financial economics of wh…Will precious metals shine? A market efficiency perspective (2015)Will precious metals shine? A…Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence (2015)Forecasting volatility in gol…Are gold and silver a hedge against inflation? 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A co-integration and causality analysis in the presence of structural breaks (2014)Is gold investment a hedge ag…Volatility persistence in metal returns: A FIGARCH approach (2012)Volatility persistence in met…Gold as an inflation hedge in a time-varying coefficient framework (2012)Gold as an inflation hedge in…Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns (2010)Skewness and leptokurtosis in…Seasonality, risk and return in daily COMEX gold and silver data 1982–2002 (2006)Seasonality, risk and return …The Profitability of Technical Analysis: A Review (2004)The Profitability of Technica…Gold factor exposures in international asset pricing (2003)Gold factor exposures in inte…Tests of the random walk hypothesis for London gold prices (2002)Tests of the random walk hypo…Do Gold Market Returns Have Long Memory? 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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1971Predictability of Stock Market Prices.247 cited

Cited by

  • 2012Gold as an inflation hedge in a time-varying coefficient framework213 cited
  • 2015Are gold and silver a hedge against inflation? A two century perspective182 cited
  • 1993Do Gold Market Returns Have Long Memory?109 cited
  • 2006Seasonality, risk and return in daily COMEX gold and silver data 1982–2002105 cited
  • 2017The financial economics of white precious metals — A survey95 cited
  • 2014On the efficiency of the gold market: Results of a real-time forecasting approach82 cited
  • 2004The Profitability of Technical Analysis: A Review80 cited
  • 1990Informational Efficiency of Markets for Stumpage79 cited
  • 2015Will precious metals shine? A market efficiency perspective75 cited
  • 2015Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence

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74 cited
  • 2012Volatility persistence in metal returns: A FIGARCH approach73 cited
  • 2010Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns67 cited
  • 2003Gold factor exposures in international asset pricing61 cited
  • 2014Is gold investment a hedge against inflation in Pakistan? A co-integration and causality analysis in the presence of structural breaks59 cited
  • 1991Conditional Dependence in Precious Metal Prices56 cited
  • 2002Tests of the random walk hypothesis for London gold prices53 cited