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Efficient markets hypothesis and daily variation in small Pacific‐basin stock markets
16 references·1 citing·43 second hop
Efficient markets hypothesis and daily variation in small Pacific‐basin stock markets (2010)Efficient markets hypothesis and daily va…Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Dynamic correlation analysis …Analysis of Financial Time Series (2006)Analysis of Financial Time Se…Analysis of Financial Time Series (2002)Analysis of Financial Time Se…Mean Reversion in Stock Prices (1996)Mean Reversion in Stock PricesPredictability of Stock Returns: Robustness and Economic Significance (1995)Predictability of Stock Retur…When Are Contrarian Profits Due to Stock Market Overreaction? (1990)When Are Contrarian Profits D…Economic Significance of Predictable Variations in Stock Index Returns (1989)Economic Significance of Pred…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…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 pricesMean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…Stock Returns and the Term Structure (1985)Stock Returns and the Term St…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Théorie de la spéculation (1900)Théorie de la spéculationFundamental Analysis VS Technical analysis: The Comparison of Two Analysis in Malaysia Stock Market (2018)Fundamental Analysis VS Techn…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)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)An Intertemporal Capital Asset Pricing Model (1973)A Theory of the Term Structure of Interest Rates (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Expected stock returns and volatility (1987)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)The arbitrage theory of capital asset pricing (1976)The relationship between return and market value of common stocks (1981)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)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)Multivariate GARCH models: a surveyThe Pricing of Options and Corporate Liabilities (1973)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Modeling Ordered Choices (2010)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Asset Prices in an Exchange Economy (1978)Does the Stock Market Overreact? (1985)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)Scaling behaviour in the dynamics of an economic index (1995)5 Stochastic volatility (1996)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Stock Prices, Earnings, and Expected Dividends (1988)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1900Théorie de la spéculation2,605 cited
  • 2006Analysis of Financial Time Series2,348 cited
  • 1985Stock Returns and the Term Structure2,260 cited
  • 1988Mean reversion in stock prices1,888 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 1990When Are Contrarian Profits Due to Stock Market Overreaction?1,707 cited
  • 1996Mean Reversion in Stock Prices1,083 cited
  • 1995Predictability of Stock Returns: Robustness and Economic Significance1,034 cited
  • 2002Analysis of Financial Time Series902 cited
  • 2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets896 cited
  • 1989Economic Significance of Predictable Variations in Stock Index Returns

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  • 2018Fundamental Analysis VS Technical analysis: The Comparison of Two Analysis in Malaysia Stock Market23 cited