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Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India
16 references·16 citing·31 second hopsampled
Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India (2014)Stock returns predictability and the adap…Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data (2011)Stock return predictability a…Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis (2005)Reconciling Efficient Markets…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…The Econometrics of Financial Markets (1997)The Econometrics of Financial…A test for independence based on the correlation dimension (1996)A test for independence based…A simple multiple variance ratio test (1993)A simple multiple variance ra…Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Testing for Nonlinear Depende…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)DIAGNOSTIC CHECKING ARMA TIME…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Theory of Speculation (1964)Theory of SpeculationValue relevance and changes in accounting standards: A review of the IFRS adoption literature (2022)Value relevance and changes i…An Entropy Approach to Measure the Dynamic Stock Market Efficiency (2022)An Entropy Approach to Measur…Adaptive calendar effects and volume of extra returns in the cryptocurrency market (2021)Adaptive calendar effects and…Market Adaptability and Evolving Predictability of Stock Returns: An Evidence from India (2020)Market Adaptability and Evolv…How do investors behave in the context of a market crash? Evidence from India (2020)How do investors behave in th…Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature (2019)Time-Varying Price–Volume Rel…Predictability of precious metals and adaptive market hypothesis (2019)Predictability of precious me…From efficient markets to adaptive markets: Evidence from the French stock exchange (2019)From efficient markets to ada…Are individual investors irrational or adaptive to market dynamics? 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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
  • 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
  • 1989Testing for Nonlinear Dependence in Daily Foreign Exchange Rates665 cited
  • 2005Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis542 cited
  • 1993A simple multiple variance ratio test496 cited
  • 2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data

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357 cited
  • 1964Theory of Speculation301 cited
  • Cited by

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    • 2016Investor Sentiment and Stock Market Volatility: Evidence from India49 cited
    • 2022Value relevance and changes in accounting standards: A review of the IFRS adoption literature38 cited
    • 2022An Entropy Approach to Measure the Dynamic Stock Market Efficiency33 cited
    • 2019Predictability of precious metals and adaptive market hypothesis30 cited
    • 2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature29 cited
    • 2019Adaptive Market Hypothesis: Evidence from the Vietnamese Stock Market28 cited
    • 2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets26 cited
    • 2017Foreign portfolio flows and emerging stock market: Is the midnight bell ringing in India?25 cited
    • 2020How do investors behave in the context of a market crash? Evidence from India22 cited
    • 2021Adaptive calendar effects and volume of extra returns in the cryptocurrency market22 cited
    • 2019Adaptive Market Hypothesis21 cited
    • 2020Market Adaptability and Evolving Predictability of Stock Returns: An Evidence from India19 cited