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Thin Trading and Stock Market Efficiency: the Case of the Kuala Lumpur Stock Exchange
3 references·16 citing·47 second hop
Thin Trading and Stock Market Efficiency: the Case of the Kuala Lumpur Stock Exchange (1986)Thin Trading and Stock Market Efficiency:…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …International Capital Markets. (1976)International Capital Markets.SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES (1963)SPECTRAL ANALYSIS OF NEW YORK…Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic (2021)Analysis of stock market effi…Bitcoin and the day-of-the-week effect (2018)Bitcoin and the day-of-the-we…Behavioural finance perspectives on Malaysian stock market efficiency (2016)Behavioural finance perspecti…Stock market efficiency and liquidity: The Indonesia Stock Exchange merger (2015)Stock market efficiency and l…Market efficiency in emerging stock markets: A case study of the Vietnamese stock market (2014)Market efficiency in emerging…Are GCC stock markets predictable? 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this work references cited by second hop

References

  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1963SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES383 cited
  • 1976International Capital Markets.202 cited

Cited by

  • 2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic134 cited
  • 2007A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit120 cited
  • 2018Bitcoin and the day-of-the-week effect116 cited
  • 2007The efficient market hypothesis: Evidence from ten African stock markets89 cited
  • 2008Market Efficiency in Emerging Stock Market75 cited
  • 2016Behavioural finance perspectives on Malaysian stock market efficiency73 cited
  • 2001A multivariate test for stock market efficiency: the case of ASE68 cited
  • 2011Are GCC stock markets predictable?56 cited
  • 1995Chapter 17 On the predictability of common stock returns: World-wide evidence56 cited
  • 1999An Application of Variance-Ratio Test of Five Asian Stock Markets49 cited
  • 2008Stock-market efficiency in thin-trading markets: the case of the Vietnamese stock market49 cited
  • 2010Semi-Strong Form Efficiency: Market Reaction to Dividend and Earnings Announcements in Malaysian Stock Exchange

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46 cited
  • 1989Announcement effects and market efficiency in a thin market: An empirical application to the Singapore equity market44 cited
  • 2010Prediction Markets as institutional forecasting support systems43 cited
  • 2014Market efficiency in emerging stock markets: A case study of the Vietnamese stock market42 cited
  • 2015Stock market efficiency and liquidity: The Indonesia Stock Exchange merger38 cited