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World stock markets: some random walk tests
6 references·9 citing·36 second hop
World stock markets: some random walk tests (1982)World stock markets: some random walk tes…NOTE ON THE VALIDITY OF THE RANDOM WALK FOR EUROPEAN STOCK PRICES (1973)NOTE ON THE VALIDITY OF THE R…Predictability of Stock Market Prices. (1971)Predictability of Stock Marke…Predictability of Stock Market Prices. (1971)Predictability of Stock Marke…The Random Character of Stock Market Prices (1968)The Random Character of Stock…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Note on the Correlation of First Differences of Averages in a Random Chain (1960)Note on the Correlation of Fi…Stock return distribution in the BRICS (2015)Stock return distribution in …Stock market efficiency and liquidity: The Indonesia Stock Exchange merger (2015)Stock market efficiency and l…Testing the Weak-Form Efficiency of the Palestinian Securities Market (2009)Testing the Weak-Form Efficie…The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics (2006)The Evolving and Relative Eff…Capital Market Efficiency and the Effects of Dividend Announcements on Share Prices in Nigeria (2003)Capital Market Efficiency and…A multivariate test for stock market efficiency: the case of ASE (2001)A multivariate test for stock…A note on the informational efficiency of emerging stock markets (1993)A note on the informational e…The behaviour of Athens stock prices (1990)The behaviour of Athens stock…Testing non-linearities in world stock market prices (1989)Testing non-linearities in wo…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Comparing alternative tests of causality in temporal systems (1983)Financial Integration and Market Efficiency: Some International Evidence from Cointegration Tests (1997)Efficient Market Hypothesis and Market Anomaly: Evidence from Day-of-the Week Effect of Malaysian Exchange (2010)Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data (2018)The Analysis of Economic Time-Series-Part I: Prices (1953)Market and Industry Factors in Stock Price Behavior (1966)The behavior of stock prices on LDC markets (1985)Is the Stock Market Efficient? (1989)Behavioural biases affecting investors’ decision-making process: a scale development approach (2021)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Chaos in an emerging capital market? The case of the Athens Stock Exchange (1998)Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange (2001)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)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)The monthly and trading month effects in Greek stock market returns: 1996‐2002 (2008)Trading Network Predicts Stock Price (2014)Public Mood–Driven Asset Allocation: the Importance of Financial Sentiment in Portfolio Management (2018)Optimal rules for ordering uncertain prospects (1975)Hyperbolic Distributions in Finance (1995)Fractional calculus and continuous-time finance (2000)Jump Risks and the Intertemporal Capital Asset Pricing Model (1984)Modelling financial time series (1987)Forecasting Intraday stock price trends with text mining techniques (2004)"Infinite Variance" and Research Strategy in Time Series Analysis (1972)Short-run and long-run dynamic linkages among international stock markets (1996)Equity market linkages in the Asia Pacific region (2001)The Interaction Between Time-Nonseparable Preferences and Time Aggregation (1993)A brief history of market efficiency (1998)An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns (2003)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1968The Random Character of Stock Market Prices926 cited
  • 1960Note on the Correlation of First Differences of Averages in a Random Chain406 cited
  • 1971Predictability of Stock Market Prices.247 cited
  • 1973NOTE ON THE VALIDITY OF THE RANDOM WALK FOR EUROPEAN STOCK PRICES117 cited
  • 1971Predictability of Stock Market Prices.92 cited

Cited by

  • 1990The behaviour of Athens stock prices71 cited
  • 2001A multivariate test for stock market efficiency: the case of ASE68 cited
  • 1993A note on the informational efficiency of emerging stock markets39 cited
  • 2015Stock market efficiency and liquidity: The Indonesia Stock Exchange merger38 cited
  • 2003Capital Market Efficiency and the Effects of Dividend Announcements on Share Prices in Nigeria37 cited
  • 2015Stock return distribution in the BRICS33 cited
  • 2009Testing the Weak-Form Efficiency of the Palestinian Securities Market31 cited
  • 2006The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics27 cited
  • 1989Testing non-linearities in world stock market prices

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25 cited