References

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• 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
• 1988Testing for a Unit Root in Time Series Regression19,420 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
• 2012The Econometrics of Financial Markets5,889 cited
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,774 cited
• 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,759 cited
• 1980On the Impossibility of Informationally Efficient Markets3,717 cited
• 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,617 cited
• 1997Multiple Trend Breaks and the Unit-Root Hypothesis1,504 cited
• 1996A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994296 cited
• 1995TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS288 cited
• 2003Random walk versus breaking trend in stock prices: Evidence from emerging markets276 cited
• 2002Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets