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Empirical Evidence on Weak Form of Efficiency in Indian Stock Market
16 references·4 citing·41 second hop
Empirical Evidence on Weak Form of Efficiency in Indian Stock Market (2012)Empirical Evidence on Weak Form of Effici…American Economic Review (2019)American Economic ReviewWeak Form Efficiency In Indian Stock Markets (2011)Weak Form Efficiency In India…Testing the Weak-Form Efficiency of the Palestinian Securities Market (2009)Testing the Weak-Form Efficie…The Efficiency of Emerging Stock Markets: Empirical Evidence from the South Asian Region (2007)The Efficiency of Emerging St…Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets (2002)Testing the Random Walk Behav…Weak Form Efficiency of the Nigerian Stock Market: Further Evidence (1999)Weak Form Efficiency of the N…Evidence on Weak Form Efficiency and Day of the Week Effect in the Indian Stock Market (1996)Evidence on Weak Form Efficie…A simple multiple variance ratio test (1993)A simple multiple variance ra…Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia (1992)Efficiency and inefficiency i…Short-run Share Price Behaviour: New Evidence on Weak Form of Market Efficiency (1991)Short-run Share Price Behavio…Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence (1991)Mean Reversion in Stock Price…Speculative Dynamics and the Role of Feedback Traders (1990)Speculative Dynamics and the …The size and power of the variance ratio test in finite samples (1989)The size and power of the var…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 …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Efficiency and Long-Range Correlation in G-20 Stock Indexes: A Sliding Windows Approach (2022)Efficiency and Long-Range Cor…Efficiency of Asean-5 Markets: An Detrended Fluctuation Analysis (2020)Efficiency of Asean-5 Markets…Accrual management and expected stock returns in India (2018)Accrual management and expect…The random-walk hypothesis revisited: new evidence on multiple structural breaks in emerging markets (2016)The random-walk hypothesis re…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A transaction data study of weekly and intradaily patterns in stock returns (1986)Efficient Capital Markets: II (1991)Weak-form market efficiency of an emerging Market: Evidence from Dhaka Stock Market of Bangladesh. 1 (2000)Relationship between Interest Rate and Stock Price: Empirical Evidence from Developed and Developing Countries (2009)Mean Reversion in Stock Prices: Evidence and Implications (1987)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Forecasting Prices and Excess Returns in the Housing Market (1990)The impact of institutional trading on stock prices (1992)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Investor Psychology and Asset Pricing (2001)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Are Asian stock markets efficient? 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References

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  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,759 cited
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  • 1990Speculative Dynamics and the Role of Feedback Traders454 cited
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  • 1991Short-run Share Price Behaviour: New Evidence on Weak Form of Market Efficiency

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37 cited
  • 2009Testing the Weak-Form Efficiency of the Palestinian Securities Market31 cited
  • Cited by

    • 2020Efficiency of Asean-5 Markets: An Detrended Fluctuation Analysis21 cited
    • 2022Efficiency and Long-Range Correlation in G-20 Stock Indexes: A Sliding Windows Approach19 cited
    • 2016The random-walk hypothesis revisited: new evidence on multiple structural breaks in emerging markets19 cited
    • 2018Accrual management and expected stock returns in India15 cited