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Test of Random Walk Hypothesis in the Nigerian Stock Market
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Test of Random Walk Hypothesis in the Nigerian Stock Market (2015)Test of Random Walk Hypothesis in the Nig…Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…The Econometrics of Financial Markets (2012)The Econometrics of Financial…A Random Walk Model for Stock Market Prices (2010)A Random Walk Model for Stock…Random walk versus breaking trend in stock prices: Evidence from emerging markets (2003)Random walk versus breaking t…Testing Weak-Form Efficiency of the Russian Stock Market (2002)Testing Weak-Form Efficiency …Return predictability in African stock markets (2002)Return predictability in Afri…Research in emerging markets finance: looking to the future (2002)Research in emerging markets …Weak Form Efficiency of the Nigerian Stock Market: Further Evidence (1999)Weak Form Efficiency of the N…MARKET EFFICIENCY IN DEVELOPING COUNTRIES: A CASE STUDY OF THE NAIROBI STOCK EXCHANGE (1994)MARKET EFFICIENCY IN DEVELOPI…Testing the random walk hypothesis on Swedish stock prices: 1919–1990 (1993)Testing the random walk hypot…Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia (1992)Efficiency and inefficiency i…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIBook Review: Time Series Analysis: Forecasting and Control (1977)Book Review: Time Series Anal…Security Analysis and Portfolio Management. (1976)Security Analysis and Portfol…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …An Econometric Analysis of Nonsynchronous Trading (1989)An ordered probit analysis of transaction stock prices (1990)The Econometrics of Financial Markets (1998)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)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)Are Asian stock markets efficient? Evidence from new multiple variance ratio tests (2007)Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)Twitter mood predicts the stock market (2011)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)Testing for a Unit Root in Time Series Regression (1988)Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact? (2005)Are shocks to energy consumption permanent or temporary? Evidence from 182 countries (2006)Stock Market Fluctuations and Money Demand in Italy, 1913–2003 (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)Common risk factors in the returns on stocks and bonds (1993)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)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)Financial Dependence and Growth (1996)Emerging markets finance (2003)The Inefficiency of Bitcoin (2016)Dealership market (1980)Introduction to financial forecasting (1996)Survey of stock market prediction using machine learning approach (2017)Generalized autoregressive conditional heteroskedasticity (1986)Option pricing when underlying stock returns are discontinuous (1976)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1977Book Review: Time Series Analysis: Forecasting and Control19,399 cited
  • 1965The Behavior of Stock-Market Prices8,772 cited
  • 1991Efficient Capital Markets: II6,030 cited
  • 2012The Econometrics of Financial Markets5,889 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 2002Research in emerging markets finance: looking to the future453 cited
  • 2003Random walk versus breaking trend in stock prices: Evidence from emerging markets276 cited
  • 1992Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia223 cited
  • 1976Security Analysis and Portfolio Management.219 cited
  • 2002Return predictability in African stock markets195 cited
  • 1994MARKET EFFICIENCY IN DEVELOPING COUNTRIES: A CASE STUDY OF THE NAIROBI STOCK EXCHANGE179 cited
  • 1993Testing the random walk hypothesis on Swedish stock prices: 1919–199094 cited
  • 1999Weak Form Efficiency of the Nigerian Stock Market: Further Evidence86 cited
  • 2002Testing Weak-Form Efficiency of the Russian Stock Market49 cited

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2010
A Random Walk Model for Stock Market Prices
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