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Random walk tests for the Lisbon stock market
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Random walk tests for the Lisbon stock market (2009)Random walk tests for the Lisbon stock ma…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Random walks and market efficiency in European equity markets (2004)Random walks and market effic…Variance ratio tests of the random walk hypothesis for European emerging stock markets (2003)Variance ratio tests of the r…Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets (2002)Testing the Random Walk Behav…African stock markets: multiple variance ratio tests of random walks (2002)African stock markets: multip…RANDOM WALK TESTS FOR LATIN AMERICAN EQUITY INDEXES AND INDIVIDUAL FIRMS (1999)RANDOM WALK TESTS FOR LATIN A…The Econometrics of Financial Markets (1997)The Econometrics of Financial…TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS (1995)TESTS OF RANDOM WALK AND MARK…Do Asian stock market prices follow random walks? Evidence from the variance ratio test (1995)Do Asian stock market prices …Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests (1994)Approximate Asymptotic Distri…A simple multiple variance ratio test (1993)A simple multiple variance ra…A Variance-Ratio Test of Random Walks in Foreign Exchange Rates (1991)A Variance-Ratio Test of Rand…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…EFFICIENT 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 …A frican Stock Markets: Efficiency and Relative Predictability (2013)A frican Stock Markets: Effic…Expectations and Exchange Rate Dynamics (1976)Asset Prices in an Exchange Economy (1978)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Have trading rule profits in the currency markets declined over time? (2003)Wild bootstrapping variance ratio tests (2006)Efficient market hypothesis in European stock markets (2010)The Behavior of Stock-Market Prices (1965)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)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Are Asian stock markets efficient? Evidence from new multiple variance ratio tests (2007)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Price discovery of cryptocurrencies: Bitcoin and beyond (2018)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A PANIC Attack on Unit Roots and Cointegration (2004)Influence of fake news in Twitter during the 2016 US presidential election (2018)Influence of fake news in Twitter during the 2016 US presidential election (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
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References

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  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2012The Econometrics of Financial Markets5,875 cited
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  • 1993A simple multiple variance ratio test496 cited
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  • 2002African stock markets: multiple variance ratio tests of random walks185 cited
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  • 1995Do Asian stock market prices follow random walks? Evidence from the variance ratio test

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130 cited
  • 1999RANDOM WALK TESTS FOR LATIN AMERICAN EQUITY INDEXES AND INDIVIDUAL FIRMS125 cited
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    • 2013A frican Stock Markets: Efficiency and Relative Predictability35 cited