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Testing the efficient market hypothesis using panel data, with application to the Athens stock market

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
1991Efficient Capital Markets: II5,346 cited
2004Management International Review2,650 cited
1991Efficient Capital Markets: II1,271 cited
1993Stochastic behaviour of the Athens stock exchange86 cited
1990The behaviour of Athens stock prices71 cited

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2010Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model37 cited
2008Martingales in European emerging stock markets: Size, liquidity and market quality33 cited
2005Dynamic volatility and external security related shocks: The case of the Athens Stock Exchange28 cited
2006The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics27 cited

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