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LIQUIDITY AND THE INFORMATIONAL EFFICIENCY OF AFRICAN STOCK MARKETS
14 references·5 citing·35 second hop
LIQUIDITY AND THE INFORMATIONAL EFFICIENCY OF AFRICAN STOCK MARKETS (2008)LIQUIDITY AND THE INFORMATIONAL EFFICIENC…Are Asian stock markets efficient? Evidence from new multiple variance ratio tests (2007)Are Asian stock markets effic…Wild bootstrapping variance ratio tests (2006)Wild bootstrapping variance r…A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets (2006)A comparison of variance rati…THE CHANGING EFFICIENCY OF AFRICAN STOCK MARKETS (2005)THE CHANGING EFFICIENCY OF AF…Variance ratio tests of the random walk hypothesis for European emerging stock markets (2003)Variance ratio tests of the r…How Efficient are Africa's Emerging Stock Markets? (2002)How Efficient are Africa's Em…African stock markets: multiple variance ratio tests of random walks (2002)African stock markets: multip…Alternative Variance-Ratio Tests Using Ranks and Signs (2000)Alternative Variance-Ratio Te…Random Walks and Market Efficiency Tests of Latin American Emerging Equity Markets: A Revisit (1999)Random Walks and Market Effic…A simple multiple variance ratio test (1993)A simple multiple variance ra…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…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 Analysis of Economic Time-Series-Part I: Prices (1953)The Analysis of Economic Time…Efficient Market Hypothesis in the Presence of Market Imperfections: Evidence from Selected Stock Markets in Africa (2020)Efficient Market Hypothesis i…Speculative bubbles and irrational exuberance in African stock markets (2016)Speculative bubbles and irrat…Market Efficiency in Developing African Stock Markets: What Do We Know? (2014)Market Efficiency in Developi…A frican Stock Markets: Efficiency and Relative Predictability (2013)A frican Stock Markets: Effic…Day-of-the-Week and Month-of-the-Year Effect on the Kenyan Stock Market Returns (2009)Day-of-the-Week and Month-of-…The size and power of the variance ratio test in finite samples (1989)The Efficient Market Hypothesis and Its Critics (2003)Emerging markets research: Trends, issues and future directions (2012)Efficient or adaptive markets? Evidence from major stock markets using very long run historic data (2013)Are stock markets really efficient? Evidence of the adaptive market hypothesis (2016)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)Efficient market hypothesis in European stock markets (2010)The Econometrics of Financial Markets (1997)Random walks and market efficiency in European equity markets (2004)VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW (2009)The Econometrics of Financial Markets (2012)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Price discovery of cryptocurrencies: Bitcoin and beyond (2018)Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (2004)Automatic variance ratio test under conditional heteroskedasticity (2009)The Link between Economic Complexity and Carbon Emissions in the European Union Countries: A Model Based on the Environmental Kuznets Curve (EKC) Approach (2019)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)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Financial crisis and stock market efficiency: Empirical evidence from Asian countries (2007)Bridging the divide in financial market forecasting: machine learners vs. financial economists (2016)Rational Expectations and the Theory of Price Movements (1961)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)
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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
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1953The Analysis of Economic Time-Series-Part I: Prices831 cited
  • 1993A simple multiple variance ratio test496 cited
  • 2000Alternative Variance-Ratio Tests Using Ranks and Signs394 cited
  • 2007Are Asian stock markets efficient? Evidence from new multiple variance ratio tests311 cited
  • 2006A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets224 cited
  • 2006Wild bootstrapping variance ratio tests211 cited
  • 2002African stock markets: multiple variance ratio tests of random walks185 cited
  • 2005THE CHANGING EFFICIENCY OF AFRICAN STOCK MARKETS183 cited
  • 1999Random Walks and Market Efficiency Tests of Latin American Emerging Equity Markets: A Revisit160 cited
  • 2003Variance ratio tests of the random walk hypothesis for European emerging stock markets132 cited
  • 2002How Efficient are Africa's Emerging Stock Markets?115 cited

Cited by

  • 2013

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A frican Stock Markets: Efficiency and Relative Predictability
35 cited
  • 2016Speculative bubbles and irrational exuberance in African stock markets31 cited
  • 2014Market Efficiency in Developing African Stock Markets: What Do We Know?27 cited
  • 2020Efficient Market Hypothesis in the Presence of Market Imperfections: Evidence from Selected Stock Markets in Africa25 cited
  • 2009Day-of-the-Week and Month-of-the-Year Effect on the Kenyan Stock Market Returns24 cited