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Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices
16 references·2 citing·42 second hop
Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices (2008)Weak-form market efficiency and nonlinear…African Finance Journal (2014)African Finance JournalA Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence (2012)A Nonlinear Time Series Works…Market capitalization and efficiency. Does it matter? Evidence from the Athens Stock Exchange (2005)Market capitalization and eff…The nonlinear dynamics of stock prices (2003)The nonlinear dynamics of sto…Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets (2002)Testing the Random Walk Behav…Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend‐Price Ratio (2001)Risky Arbitrage, Limits of Ar…Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence (2001)Nonlinearities, cyclical beha…A Nonlinear Time Series Workshop (2000)A Nonlinear Time Series Works…Weak Form Efficiency of the Nigerian Stock Market: Further Evidence (1999)Weak Form Efficiency of the N…Uncovering Nonlinear Structure In Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100 (1997)Uncovering Nonlinear Structur…A single-blind controlled competition among tests for nonlinearity and chaos (1997)A single-blind controlled com…A test for independence based on the correlation dimension (1996)A test for independence based…MARKET EFFICIENCY IN DEVELOPING COUNTRIES: A CASE STUDY OF THE NAIROBI STOCK EXCHANGE (1994)MARKET EFFICIENCY IN DEVELOPI…Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Chaos and Nonlinear Dynamics:…Nonlinear Dynamics and Stock Returns (1989)Nonlinear Dynamics and Stock …Evidence of Nonlinearity in Daily Stock Returns (1985)Evidence of Nonlinearity in D…Does overconfidence blur out the investment efficiency? The managerial overconfidence and internal financing effect on investment efficiency: evidence from MENA region (2023)Does overconfidence blur out …Share Price Reaction to Earnings Announcement on the JSE-ALtX: A Test for Market Efficiency (2011)Share Price Reaction to Earni…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Testing for neglected nonlinearity in time series models (1993)Nonlinear causality between oil and precious metals (2015)The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis (2018)An (a)symmetric analysis of the pollution haven hypothesis in the context of Pakistan: a non-linear approach (2019)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Bulls, bears and market sheep (1990)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Weak-form market efficiency of an emerging Market: Evidence from Dhaka Stock Market of Bangladesh. 1 (2000)How Efficient are Africa's Emerging Stock Markets? 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A nonlinear dynamical analysis (1991)Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom (1995)Which Artificial Intelligence Algorithm Better Predicts the Chinese Stock Market? (2018)Random walks and market efficiency in European equity markets (2004)Efficiency in emerging markets—Evidence from the MENA region (2006)Testing the Weak Form of Efficient Market Hypothesis: Empirical Evidence from Asia-Pacific Markets (2017)Financial Inclusion in Sub-Saharan Africa: Recent Trends and Determinants (2018)Financial development, income inequality and carbon emissions in sub-Saharan African countries: A panel data analysis (2020)Financial inclusion and development in the least developed countries in Asia and Africa (2021)
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References

  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
  • 1989Nonlinear Dynamics and Stock Returns778 cited
  • 1985Evidence of Nonlinearity in Daily Stock Returns289 cited
  • 1997A single-blind controlled competition among tests for nonlinearity and chaos248 cited
  • 2002Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets203 cited
  • 1997Uncovering Nonlinear Structure In Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100187 cited
  • 1994MARKET EFFICIENCY IN DEVELOPING COUNTRIES: A CASE STUDY OF THE NAIROBI STOCK EXCHANGE179 cited
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  • 2014African Finance Journal125 cited
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  • 2000A Nonlinear Time Series Workshop83 cited
  • 2012A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence72 cited
  • 2003The nonlinear dynamics of stock prices68 cited
  • 2001Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend‐Price Ratio

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57 cited
  • 2005Market capitalization and efficiency. Does it matter? Evidence from the Athens Stock Exchange54 cited
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    • 2011Share Price Reaction to Earnings Announcement on the JSE-ALtX: A Test for Market Efficiency25 cited
    • 2023Does overconfidence blur out the investment efficiency? The managerial overconfidence and internal financing effect on investment efficiency: evidence from MENA region16 cited