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Stock market efficiency and liquidity: The Indonesia Stock Exchange merger
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Stock market efficiency and liquidity: The Indonesia Stock Exchange merger (2015)Stock market efficiency and liquidity: Th…Exchange trading rules and stock market liquidity☆ (2010)Exchange trading rules and st…Efficient market hypothesis in European stock markets (2010)Efficient market hypothesis i…Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)Do Market Efficiency Measures…Foreign institutional ownership and stock market liquidity: Evidence from Indonesia (2009)Foreign institutional ownersh…Financial crisis and stock market efficiency: Empirical evidence from Asian countries (2007)Financial crisis and stock ma…Are Asian stock markets efficient? Evidence from new multiple variance ratio tests (2007)Are Asian stock markets effic…Do Domestic Investors Have an Information Advantage? Evidence from Indonesia (2005)Do Domestic Investors Have an…Economic determinants of evolution in international stock market integration (1999)Economic determinants of evol…Cointegration and causality between macroeconomic variables and stock market returns (1999)Cointegration and causality b…A brief history of market efficiency (1998)A brief history of market eff…International Stock Market Efficiency and Integration: A Study of Eighteen Nations (1997)International Stock Market Ef…U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration (1996)U.K. and U.S. Trading of Brit…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 …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)Macroeconomic variables and the Malaysian equity market (2003)Macroeconomic Variables and Stock Market Interactions: New Zealand Evidence (2006)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data (2011)What Are the Best Liquidity Proxies for Global Research? (2011)The illiquidity premium: International evidence (2015)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)Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Trying to Explain Home Bias in Equities and Consumption (1999)The investment behavior and performance of various investor types: a study of Finland's unique data set (2000)Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea (2005)Asset Fire Sales and Purchases and the International Transmission of Funding Shocks (2012)Home Bias in Open Economy Financial Macroeconomics (2013)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)Law and Finance (1998)Corporate Ownership Around the World (1999)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement (2011)Does board gender diversity increase dividend payouts? Analysis of global evidence (2019)Corporate board reforms around the world and stock price crash risk (2020)Interrelationships among regional stock indices (2002)A guide to using event study methods in multi‐country settings (2004)International equity market integration: Theory, evidence and implications (2004)Bridging the divide in financial market forecasting: machine learners vs. financial economists (2016)
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References

  • 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
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 2005Do Domestic Investors Have an Information Advantage? Evidence from Indonesia603 cited
  • 2010Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets555 cited
  • 1999Cointegration and causality between macroeconomic variables and stock market returns361 cited
  • 2007Are Asian stock markets efficient? Evidence from new multiple variance ratio tests311 cited
  • 2010Exchange trading rules and stock market liquidity☆310 cited
  • 1997International Stock Market Efficiency and Integration: A Study of Eighteen Nations268 cited
  • 2007Financial crisis and stock market efficiency: Empirical evidence from Asian countries255 cited
  • 1996U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration253 cited
  • 2010Efficient market hypothesis in European stock markets224 cited
  • 1999Economic determinants of evolution in international stock market integration223 cited

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1998
A brief history of market efficiency
220 cited
  • 2009Foreign institutional ownership and stock market liquidity: Evidence from Indonesia213 cited
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