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Examination of the efficient market hypothesis—the case of post-crisis Asia Pacific countries
16 references·0 citing·48 second hop
Examination of the efficient market hypothesis—the case of post-crisis Asia Pacific countries (2007)Examination of the efficient market hypot…Stock market integration in ASEAN after the Asian financial crisis (2005)Stock market integration in A…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…The Return of Depression Economics (1999)The Return of Depression Econ…Lessons from the Asian Crisis (1999)Lessons from the Asian CrisisThe Onset of the East Asian Financial Crisis (1998)The Onset of the East Asian F…Paper Tigers? A Model of the Asian Crisis (1998)Paper Tigers? A Model of the …Contagious speculative attacks (1995)Contagious speculative attacksOn biases in the measurement of foreign exchange risk premiums (1993)On biases in the measurement …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Anomalies: Foreign Exchange (1990)Anomalies: Foreign ExchangeMarket efficiency and cointegration: an application to the sterling and deutschemark exchange markets (1989)Market efficiency and cointeg…Common Stochastic Trends in a System of Exchange Rates (1989)Common Stochastic Trends in a…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …A Model of Balance-of-Payments Crises (1979)Manias, Panics, and Crashes: A History of Financial Crises (1979)Currency crises and monetary policy in an economy with credit constraints (2001)Are Financial Assets Priced Locally or Globally? (2002)International Migration, Remittances and Household Investment: Evidence from Philippine Migrants’ Exchange Rate Shocks (2008)A Monetary History of the United States, 1867-1960 (2017)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Forward and spot exchange rates (1984)Continuous Auctions and Insider Trading (1985)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Carry Trades and Currency Crashes (2008)Carry Trades and Currency Crashes (2008)What do we learn from the price of crude oil futures? (2010)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Order Flow and Exchange Rate Dynamics (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Market stress and herding (2004)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Machine learning techniques and data for stock market forecasting: A literature review (2022)How Effective are Capital Controls? (1999)Globalization and its Discontents (2001)Monetary Policy and the Housing Bubble (2011)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Long memory processes and fractional integration in econometrics (1996)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 2003From Efficient Markets Theory to Behavioral Finance1,825 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 1998The Onset of the East Asian Financial Crisis705 cited
  • 1989Common Stochastic Trends in a System of Exchange Rates626 cited
  • 1999The Return of Depression Economics624 cited
  • 1998Paper Tigers? A Model of the Asian Crisis548 cited
  • 1989Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets408 cited
  • 1995Contagious speculative attacks401 cited
  • 1999Lessons from the Asian Crisis340 cited
  • 2005Stock market integration in ASEAN after the Asian financial crisis294 cited
  • 1993On biases in the measurement of foreign exchange risk premiums

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