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ArticleTesting for predictability in emerging equity markets

Eui Jung Chang2004

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Articlegreen2004

Testing for predictability in emerging equity markets

Eui Jung Chang · Benjamin Miranda Tabak

111 citations·0/0 files stored·Emerging Markets Review

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 1988Mean reversion in stock prices 1987Mean Reversion in Stock Prices: Evidence and Implications 1996Mean Reversion in Stock Prices 1994Predictable Risk and Returns in Emerging Markets 1995Predictable Risk and Returns in Emerging Markets 1989The size and power of the variance ratio test in finite samples

Cited by

2018Examination of the profitability of technical analysis based on moving average strategies in BRICS 2006Testing for predictability in equity returns for European transition markets 2007Multifractality and herding behavior in the Japanese stock market 2006The profitability of the simple moving averages and trading range breakout in the Asian stock markets 2010On the relationship between economic freedom and equity returns in the emerging markets: Evidence from the Middle East and North Africa (MENA) stock markets

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Details

Year2004

Typearticle

Published2004-08-24

VenueEmerging Markets Review

ISSN-L1566-0141

Languageen

Citations111

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.ememar.2004.03.005

openalex_workW2069932963

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2007Technical Trading Rules in Emerging Markets and the 1997 Asian Currency Crises

2008The performance of moving average rules in emerging stock markets

2010A Comparison of Stock Market Efficiency of the BRIC Countries