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• 2011Are GCC stock markets predictable?56 cited
• 2014Market efficiency in emerging stock markets: A case study of the Vietnamese stock market42 cited
• 2009The Weak-form Efficiency of Chinese Stock Markets39 cited
• 2010Efficiency tests of foreign exchange markets for four Asian Countries39 cited
• 2012NON‐LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS*36 cited
• 2006The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics27 cited
• 2016Time-varying return predictability in South Asian equity markets26 cited
• 2018Mean reversion in international markets: evidence from G.A.R.C.H. and half-life volatility models26 cited
• 2006TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA25 cited
• 2006Events that Shook the Market: An Insight from Nonlinear Serial Dependencies in Intraday Returns25 cited
• 2004Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market24 cited
• 2005Testing Predictability and Nonlinear Dependence in the Indian Stock Market20 cited
• 2016Weak Form of Efficient Market Hypothesis – Evidence from Pakistan16 cited
• 2012