Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets

16 references·15 citing·47 second hop

FromToDepth

this work references cited by second hop

References

1998Law and Finance17,902 cited
2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
2012The Econometrics of Financial Markets5,875 cited
1997The Econometrics of Financial Markets5,007 cited
1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
2000A New Database on the Structure and Development of the Financial Sector1,712 cited
1999A New Estimate of Transaction Costs1,340 cited
1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
2005Liquidity of emerging markets838 cited
2005Evidence on the speed of convergence to market efficiency456 cited
2004Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development430 cited
1985Evidence of Nonlinearity in Daily Stock Returns289 cited
2007Financial crisis and stock market efficiency: Empirical evidence from Asian countries255 cited
2000Identifying Bull and Bear Markets in Stock Returns229 cited
2006A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets224 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2002Events That Shook the Market190 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
2012The Efficient Market Hypothesis: Empirical Evidence58 cited
2009Adaptive Markets Hypothesis - Evidence from Asia-Pacific Financial Markets47 cited
2009WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS46 cited
2013Drivers of technical trend-following rules' profitability in world stock markets36 cited
2012NON‐LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS*36 cited
2019Predictability of precious metals and adaptive market hypothesis30 cited
2012When the market becomes inefficient: Comparing BRIC markets with markets in the USA26 cited
2006TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA25 cited
2007Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic25 cited
2011Share Price Reaction to Earnings Announcement on the JSE-ALtX: A Test for Market Efficiency25 cited
2023The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis24 cited
2021Revisiting efficiency in MENA stock markets during political shocks: evidence from a multi-step approach23 cited
2013The influence of foreign portfolio investment on informational efficiency: Empirical evidence from Central and Eastern European stock markets21 cited
2006Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output20 cited