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Efficiency in the gold market — a note
6 references·11 citing·40 second hop
Efficiency in the gold market — a note (1980)Efficiency in the gold market — a noteValuation and Strategy for Gold Stocks (1977)Valuation and Strategy for Go…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The Performance of Mutual Funds in the Period 1945-1964 (1968)The Performance of Mutual Fun…Market Making and Reversal on the Stock Exchange (1966)Market Making and Reversal on…How predictable are precious metal returns? (2016)How predictable are precious …Gold price analysis based on ensemble empirical model decomposition and independent component analysis (2016)Gold price analysis based on …On the efficiency of the global gold markets (2015)On the efficiency of the glob…Forecasting gold-price fluctuations: a real-time boosting approach (2014)Forecasting gold-price fluctu…Fixing a Leaky Fixing: Short‐Term Market Reactions to the London PM Gold Price Fixing (2013)Fixing a Leaky Fixing: Short‐…Gold factor exposures in international asset pricing (2003)Gold factor exposures in inte…Tests of the random walk hypothesis for London gold prices (2002)Tests of the random walk hypo…Gold price risk and the returns on gold mutual funds (1996)Gold price risk and the retur…Conditional Dependence in Precious Metal Prices (1991)Conditional Dependence in Pre…A test of the incrementally efficient market hypothesis for the London gold market (1985)A test of the incrementally e…On the efficiency of the gold options market (1984)On the efficiency of the gold…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Do Gold Market Returns Have Long Memory? (1993)Are shocks to commodity prices persistent? (2010)On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree (2014)Public Regulation of the Securities Markets (1964)The Random Character of Stock Market Prices (1968)On computing mean returns and the small firm premium (1983)Components of the Bid-Ask Spread and the Statistical Properties of Transaction Prices (1987)Testing for jumps when asset prices are observed with noise–a “swap variance” approach (2008)Asset Prices in an Exchange Economy (1978)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)A simple multiple variance ratio test (1993)Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’ (2012)Is gold investment a hedge against inflation in Pakistan? A co-integration and causality analysis in the presence of structural breaks (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)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)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry (1996)Explanatory mining for gold: Contrasting evidence from simple and multiple regressions (2011)Gold Investment from Islamic Perspective: The Case of Malaysia (2015)Business cycles in emerging economies: the role of interest rates (2005)Country spreads and emerging countries: Who drives whom? (2005)Gold as a hedge against the dollar (2005)Disentangling the drivers of carbon prices in China's ETS pilots — An EEMD approach (2018)A decomposition-ensemble model with regrouping method and attention-based gated recurrent unit network for energy price prediction (2021)Gold Price Forecasting Using LSTM, Bi-LSTM and GRU (2021)Sharia compliant gold investment in Malaysia: Hedge or safe haven? (2014)Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange (2015)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Efficient Capital Markets: II (1991)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 1966Market Making and Reversal on the Stock Exchange371 cited
  • 1977Valuation and Strategy for Gold Stocks70 cited

Cited by

  • 2003Gold factor exposures in international asset pricing61 cited
  • 1991Conditional Dependence in Precious Metal Prices56 cited
  • 2002Tests of the random walk hypothesis for London gold prices53 cited
  • 2016Gold price analysis based on ensemble empirical model decomposition and independent component analysis50 cited
  • 2015On the efficiency of the global gold markets47 cited
  • 1996Gold price risk and the returns on gold mutual funds45 cited
  • 2016How predictable are precious metal returns?33 cited
  • 2013Fixing a Leaky Fixing: Short‐Term Market Reactions to the London PM Gold Price Fixing30 cited
  • 2014Forecasting gold-price fluctuations: a real-time boosting approach30 cited

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  • 1984On the efficiency of the gold options market25 cited
  • 1985A test of the incrementally efficient market hypothesis for the London gold market23 cited