SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Testing for Market Efficiency in Emerging Markets: A Case Study of the Karachi Stock Market
16 references·1 citing·46 second hop
Testing for Market Efficiency in Emerging Markets: A Case Study of the Karachi Stock Market (2007)Testing for Market Efficiency in Emerging…Random Walks and Market Efficiency Tests of Latin American Emerging Equity Markets: A Revisit (1999)Random Walks and Market Effic…RANDOM WALK TESTS FOR LATIN AMERICAN EQUITY INDEXES AND INDIVIDUAL FIRMS (1999)RANDOM WALK TESTS FOR LATIN A…Market Efficiency, Thin Trading and Non‐linear Behaviour: Evidence from an Emerging Market (1997)Market Efficiency, Thin Tradi…TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS (1995)TESTS OF RANDOM WALK AND MARK…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Emerging Equity Markets in Middle Eastern Countries (1995)Emerging Equity Markets in Mi…Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage‐induced or Statistical Illusion? (1994)Mean Reversion of Standard & …MARKET EFFICIENCY IN DEVELOPING COUNTRIES: A CASE STUDY OF THE NAIROBI STOCK EXCHANGE (1994)MARKET EFFICIENCY IN DEVELOPI…Myopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia (1992)Efficiency and inefficiency i…Stock Market Structure and Volatility (1990)Stock Market Structure and Vo…Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices (1988)Index-Futures Arbitrage and t…Thin Trading and Stock Market Efficiency: the Case of the Kuala Lumpur Stock Exchange (1986)Thin Trading and Stock Market…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…Some A Posteriori Probabilities in Stock Market Action (1937)Some A Posteriori Probabiliti…Examining anomalies in Islamic equity market of Pakistan (2017)Examining anomalies in Islami…Prospect theory: An analysis of decision under risk (1988)Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Do Investors Trade Too Much? (1999)Familiarity Breeds Investment (2001)Investor Psychology and Asset Pricing (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Using daily stock returns (1985)The Cross-Section of Expected Stock Returns (1992)R2 around the world: New theory and new tests☆ (2005)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Return predictability in African stock markets (2002)Stock market prediction with multiple classifiers (2006)An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA (2014)The Behavior of Stock-Market Prices (1965)Asset Prices in an Exchange Economy (1978)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Tests of technical trading strategies in the emerging equity markets of Latin America and Asia (1999)Short-Run Pain, Long-Run Gain: The Effects of Financial Liberalization (2002)Relationship between Interest Rate and Stock Price: Empirical Evidence from Developed and Developing Countries (2009)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Continuous Auctions and Insider Trading (1985)A Theory of Intraday Patterns: Volume and Price Variability (1988)Intraday Volatility in the Stock Index and Stock Index Futures Markets (1991)Periodic market closure and trading volume (1992)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)The Pricing of Options and Corporate Liabilities (1973)The pricing of commodity contracts (1976)The relation between forward prices and futures prices (1981)Price dynamics and error correction in stock index and stock index futures markets: A cointegration approach (1993)Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities (2003)Prospect Theory: An Analysis of Decision under Risk (1979)Price discovery and volatility spillovers in the DJIA index and futures markets (1999)Price discovery in the German equity index derivatives markets (1999)Premiums-Discounts and Exchange Traded Funds (2006)Mathematics of Speculative Price (1973)A brief history of market efficiency (1998)The quantilogram: With an application to evaluating directional predictability (2007)
this work references cited by second hop

References

  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 1990Stock Market Structure and Volatility544 cited
  • 1988Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices350 cited
  • 1994Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage‐induced or Statistical Illusion?303 cited
  • 1995TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS288 cited
  • 1937Some A Posteriori Probabilities in Stock Market Action255 cited
  • 1992Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia223 cited
  • 1994MARKET EFFICIENCY IN DEVELOPING COUNTRIES: A CASE STUDY OF THE NAIROBI STOCK EXCHANGE179 cited
  • 1997Market Efficiency, Thin Trading and Non‐linear Behaviour: Evidence from an Emerging Market175 cited
  • 1999Random Walks and Market Efficiency Tests of Latin American Emerging Equity Markets: A Revisit160 cited
  • 1986Thin Trading and Stock Market Efficiency: the Case of the Kuala Lumpur Stock Exchange139 cited
  • 1999

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

RANDOM WALK TESTS FOR LATIN AMERICAN EQUITY INDEXES AND INDIVIDUAL FIRMS
125 cited
  • 1995Emerging Equity Markets in Middle Eastern Countries122 cited
  • Cited by

    • 2017Examining anomalies in Islamic equity market of Pakistan25 cited