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Tests of weak form efficiency in the Middle East emerging markets
16 references·12 citing·37 second hopsampled
Tests of weak form efficiency in the Middle East emerging markets (2006)Tests of weak form efficiency in the Midd…Mean Reversion in Stock Prices (1996)Mean Reversion in Stock PricesMarket Integration and Investment Barriers in Emerging Equity Markets (1995)Market Integration and Invest…The Political economy of policy reform (1994)The Political economy of poli…The size and power of the variance ratio test in finite samples (1989)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…Mean reversion in stock prices (1988)Mean reversion in stock pricesHow Big Is the Random Walk in GNP? (1988)How Big Is the Random Walk in…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…The Week-End Effect in Common Stock Returns: The International Evidence (1985)The Week-End Effect in Common…Stock market seasonality (1983)Stock market seasonalityDay of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Stock returns and the weekend effect (1980)Stock returns and the weekend…Capital market seasonality: The case of stock returns (1976)Capital market seasonality: T…The Behavior of Stock Prices on Fridays and Mondays (1973)The Behavior of Stock Prices …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Revisiting efficiency in MENA stock markets during political shocks: evidence from a multi-step approach (2021)Revisiting efficiency in MENA…STOCK MARKET EFFICIENCY IN AFRICA: EVIDENCE FROM RANDOM WALK HYPOTHESIS (2020)STOCK MARKET EFFICIENCY IN AF…International stock market efficiency and integration (2015)International stock market ef…The importance of using a test of weak-form market efficiency that does not require investigating the data first (2014)The importance of using a tes…Market efficiency in emerging stock markets: A case study of the Vietnamese stock market (2014)Market efficiency in emerging…A study on weak form of market efficiency during the period of global financial crisis in the form of random walk on Indian capital market (2013)A study on weak form of marke…Middle Eastern stock markets: absolute, evolving and relative efficiency (2012)Middle Eastern stock markets:…An Empirical Study on Weak-Form of Market Efficiency of Selected Asian Stock Markets (2012)An Empirical Study on Weak-Fo…Testing the Week Form Efficiency of Pakistani Stock Market (2000-2010) (2011)Testing the Week Form Efficie…Testing the Weak-Form Efficiency of the Palestinian Securities Market (2009)Testing the Weak-Form Efficie…The impact of thin trading on day‐of‐the‐week effect (2008)The impact of thin trading on…Investment and the stock market: evidence from Arab firm-level panel data (2005)Investment and the stock mark…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)Time to Build and Aggregate Fluctuations (1982)A Model of Growth Through Creative Destruction (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Statistical principles in experimental design. 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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,759 cited
  • 1980Stock returns and the weekend effect2,015 cited
  • 1988Mean reversion in stock prices1,896 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1976Capital market seasonality: The case of stock returns1,252 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1996Mean Reversion in Stock Prices1,122 cited
  • 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
  • 1985The Week-End Effect in Common Stock Returns: The International Evidence775 cited
  • 1994The Political economy of policy reform610 cited
  • 1995Market Integration and Investment Barriers in Emerging Equity Markets600 cited
  • 1983Stock market seasonality590 cited
  • 1989The size and power of the variance ratio test in finite samples

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522 cited

Cited by

  • 2014Market efficiency in emerging stock markets: A case study of the Vietnamese stock market42 cited
  • 2015International stock market efficiency and integration32 cited
  • 2012An Empirical Study on Weak-Form of Market Efficiency of Selected Asian Stock Markets32 cited
  • 2005Investment and the stock market: evidence from Arab firm-level panel data31 cited
  • 2009Testing the Weak-Form Efficiency of the Palestinian Securities Market31 cited
  • 2012Middle Eastern stock markets: absolute, evolving and relative efficiency28 cited
  • 2008The impact of thin trading on day‐of‐the‐week effect27 cited
  • 2021Revisiting efficiency in MENA stock markets during political shocks: evidence from a multi-step approach23 cited
  • 2013A study on weak form of market efficiency during the period of global financial crisis in the form of random walk on Indian capital market21 cited
  • 2011Testing the Week Form Efficiency of Pakistani Stock Market (2000-2010)21 cited
  • 2020STOCK MARKET EFFICIENCY IN AFRICA: EVIDENCE FROM RANDOM WALK HYPOTHESIS19 cited
  • 2014The importance of using a test of weak-form market efficiency that does not require investigating the data first17 cited