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Financial Liberalization and Stock Market Efficiency: Causality Analysis of Emerging Markets
16 references·0 citing·32 second hopsampled
Financial Liberalization and Stock Market Efficiency: Causality Analysis of Emerging Markets (2016)Financial Liberalization and Stock Market…Financial development and openness: Evidence from panel data (2008)Financial development and ope…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Panels with Nonstationary Multifactor Error Structures (2006)Panels with Nonstationary Mul…Financial Globalization: A Reappraisal (2006)Financial Globalization: A Re…Financial Globalization: A Reappraisal (2006)Financial Globalization: A Re…Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Estimation and Inference in L…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …Fully modified OLS for heterogeneous cointegrated panels (2004)Fully modified OLS for hetero…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…International financial integration and economic growth (2002)International financial integ…Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Currency Contracts, Pass-Through, and Devaluation (1973)Currency Contracts, Pass-Thro…Spurious regression and residual-based tests for cointegration in panel data (1999)Purchasing Power Parity Tests in Cointegrated Panels (2001)Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors (2013)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Spatial Processes, Models and Applications (1983)Spatial Econometrics: Methods and Models (1988)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Statistical analysis of cointegration vectors (1988)Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Testing for Error Correction in Panel Data* (2007)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Institutional Investors and the Informational Efficiency of Prices (2009)Sustainable Development and Financial Markets (2015)Machine learning techniques and data for stock market forecasting: A literature review (2022)Testing slope homogeneity in large panels (2007)General diagnostic tests for cross-sectional dependence in panels (2020)Testing for Granger non-causality in heterogeneous panels (2012)
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References

  • 2003Testing for unit roots in heterogeneous panels15,744 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence13,768 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties13,211 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,914 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,941 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,886 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,585 cited
  • 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure5,330 cited
  • 2004Fully modified OLS for heterogeneous cointegrated panels2,777 cited
  • 2004The Adaptive Markets Hypothesis1,846 cited
  • 2006Panels with Nonstationary Multifactor Error Structures977 cited
  • 2006Financial Globalization: A Reappraisal976 cited
  • 2006Financial Globalization: A Reappraisal963 cited
  • 2008Financial development and openness: Evidence from panel data884 cited
  • 2002International financial integration and economic growth

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624 cited
  • 1973Currency Contracts, Pass-Through, and Devaluation586 cited
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