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A note on the informational efficiency of emerging stock markets
14 references·8 citing·40 second hop
A note on the informational efficiency of emerging stock markets (1993)A note on the informational efficiency of…Stock Returns, Money, and Fiscal Deficits (1990)Stock Returns, Money, and Fis…Stock markets in developing countries : key issues and a research agenda (1990)Stock markets in developing c…The behavior of the stock market in a developing economy (1986)The behavior of the stock mar…Inefficiencies from Financial Liberalization in the Absence of Well-Functioning Equity Markets (1986)Inefficiencies from Financial…Comparing alternative tests of causality in temporal systems (1983)Comparing alternative tests o…An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy (1983)An integrated view of tests o…World stock markets: some random walk tests (1982)World stock markets: some ran…A Comparative Analysis of Stock Price Behavior on the Bombay, London, and New York Stock Exchanges (1977)A Comparative Analysis of Sto…Money and stock prices (1974)Money and stock pricesStock and Bond Issues and Capital Markets in Less Developed Countries (Emissions d'actions et d'obligations et marches des capitaux dans les pays peu developpes) (Las emisiones de acciones y bonos y los mercados del capital en los paises menos desarrollados) (1973)Stock and Bond Issues and Cap…THE SUPPLY OF MONEY AND COMMON STOCK PRICES (1971)THE SUPPLY OF MONEY AND COMMO…Efficient market hypothesis: A Review of Theory and Empirical Work (1970)Efficient market hypothesis: …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature (2019)Time-Varying Price–Volume Rel…Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data (2018)Time-varying efficiency of de…Credit default swaps and sovereign debt markets (2015)Credit default swaps and sove…The Extent of Efficiency in Central European Equity Markets (2010)The Extent of Efficiency in C…Efficient Market Hypothesis and Market Anomaly: Evidence from Day-of-the Week Effect of Malaysian Exchange (2010)Efficient Market Hypothesis a…Financial Integration and Market Efficiency: Some International Evidence from Cointegration Tests (1997)Financial Integration and Mar…A note on the efficiency of financial markets in a developing country (1997)A note on the efficiency of f…Informational Efficiency of the Istanbul Securities Exchange and Some Rationale for Public Regulation (1995)Informational Efficiency of t…MONEY, INCOME, AND CAUSALITY (1972)Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Oil and the Macroeconomy since World War II (1983)Measuring the Information Content of Stock Trades (1991)The Behavior of Stock-Market Prices (1965)The Random Character of Stock Market Prices (1968)Time Series Analysis: Forecasting and Control (1977)The behavior of stock prices on LDC markets (1985)Co-Movements of European Equity Markets Before and After the 1987 Crash (1997)Macroeconomic Factors and Pakistani Equity Market” (2004)Rational Expectations and the Theory of Price Movements (1961)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)The Reaction of Stock Prices to Unanticipated Changes in Money: A Note (1983)Macroeconomic variables and stock prices in a small open economy: The case of Singapore (1997)Economic variables and stock market returns: evidence from the Athens stock exchange (2006)Are Government Bonds Net Wealth? (1974)Dividend yields and expected stock returns (1988)Permanent and Temporary Components of Stock Prices (1988)Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia (2004)Does economic policy uncertainty drive CDS spreads? (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Some International Evidence on Output-Inflation Tradeoffs. (1973)Econometric policy evaluation: A critique (1976)Interest rates and risk premia in the stock market and in the foreign exchange market (1987)The integration of the real estate market and the stock market: Some preliminary evidence (1990)The effects of compulsory schooling on growth, income distribution and welfare (1994)Financial policies, growth, and efficiency (1989)Financial Crisis and Transformation of Korean Business Groups (2003)Bank competition, crisis and risk taking: Evidence from emerging markets in Asia (2012)Cyclical variations in the risk structure of interest rates (1975)MACRO ECONOMETRICS OF STOCK PRICE FLUCTUATIONS (1993)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Testing the weak‐form efficiency in African stock markets (2011)Stock Volatility Prediction Using Recurrent Neural Networks with Sentiment Analysis (2017)Measuring the efficiency of China’s carbon market: A comparison between efficient and fractal market hypotheses (2020)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1983Comparing alternative tests of causality in temporal systems631 cited
  • 1986Inefficiencies from Financial Liberalization in the Absence of Well-Functioning Equity Markets204 cited
  • 1974Money and stock prices194 cited
  • 1971THE SUPPLY OF MONEY AND COMMON STOCK PRICES173 cited
  • 1977A Comparative Analysis of Stock Price Behavior on the Bombay, London, and New York Stock Exchanges159 cited
  • 1970Efficient market hypothesis: A Review of Theory and Empirical Work125 cited
  • 1990Stock Returns, Money, and Fiscal Deficits115 cited
  • 1983An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy113 cited
  • 1982World stock markets: some random walk tests74 cited
  • 1986The behavior of the stock market in a developing economy64 cited
  • 1990Stock markets in developing countries : key issues and a research agenda60 cited
  • 1973Stock and Bond Issues and Capital Markets in Less Developed Countries (Emissions d'actions et d'obligations et marches des capitaux dans les pays peu developpes) (Las emisiones de acciones y bonos y los mercados del capital en los paises menos desarrollados)

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49 cited

Cited by

  • 1997Financial Integration and Market Efficiency: Some International Evidence from Cointegration Tests33 cited
  • 2010Efficient Market Hypothesis and Market Anomaly: Evidence from Day-of-the Week Effect of Malaysian Exchange32 cited
  • 2018Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data32 cited
  • 2015Credit default swaps and sovereign debt markets31 cited
  • 1995Informational Efficiency of the Istanbul Securities Exchange and Some Rationale for Public Regulation30 cited
  • 2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature29 cited
  • 1997A note on the efficiency of financial markets in a developing country26 cited
  • 2010The Extent of Efficiency in Central European Equity Markets22 cited