References

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• 2004The Adaptive Markets Hypothesis1,708 cited
• 1993A simple multiple variance ratio test496 cited
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• 2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data357 cited
• 2007Are Asian stock markets efficient? Evidence from new multiple variance ratio tests311 cited
• 1994Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage‐induced or Statistical Illusion?303 cited
• 2006Wild bootstrapping variance ratio tests211 cited
• 1999Testing the random walk hypothesis for real exchange rates208 cited
• 2002Return predictability in African stock markets195 cited
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• 2005THE CHANGING EFFICIENCY OF AFRICAN STOCK MARKETS183 cited
• 2004Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions183 cited
• 2009Automatic variance ratio test under conditional heteroskedasticity