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Weak Form of Efficient Market Hypothesis – Evidence from Pakistan
16 references·0 citing·47 second hopsampled
Weak Form of Efficient Market Hypothesis – Evidence from Pakistan (2016)Weak Form of Efficient Market Hypothesis …Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data (2011)Stock return predictability a…Is the Chinese stock market really inefficient? (2011)Is the Chinese stock market r…Are GCC stock markets predictable? (2011)Are GCC stock markets predict…Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea* (2009)Efficiency, Cointegration and…TESTING MARKET EFFICIENCY VIA DECOMPOSITION OF STOCK RETURN. APPLICATION TO ROMANIAN CAPITAL MARKET (2008)TESTING MARKET EFFICIENCY VIA…Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange (2004)Financial market liberalizati…The dynamic interrelationships between the greater China share markets (2003)The dynamic interrelationship…The Random Walk Hypothesis in the Emerging Indian Stock Market (2002)The Random Walk Hypothesis in…Weak-form market efficiency of an emerging Market: Evidence from Dhaka Stock Market of Bangladesh. 1 (2000)Weak-form market efficiency o…Alternative Variance-Ratio Tests Using Ranks and Signs (2000)Alternative Variance-Ratio Te…Evidence on Weak Form Efficiency and Day of the Week Effect in the Indian Stock Market (1996)Evidence on Weak Form Efficie…Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia (1992)Efficiency and inefficiency i…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…World stock markets: some random walk tests (1982)World stock markets: some ran…A Comparative Analysis of Stock Price Behavior on the Bombay, London, and New York Stock Exchanges (1977)A Comparative Analysis of Sto…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …A transaction data study of weekly and intradaily patterns in stock returns (1986)Efficient Capital Markets: II (1991)Relationship between Interest Rate and Stock Price: Empirical Evidence from Developed and Developing Countries (2009)Weak Form Efficiency In Indian Stock Markets (2011)The Behavior of Stock-Market Prices (1965)The Random Character of Stock Market Prices (1968)Book Review: Time Series Analysis: Forecasting and Control (1977)The behavior of stock prices on LDC markets (1985)Co-Movements of European Equity Markets Before and After the 1987 Crash (1997)Macroeconomic Factors and Pakistani Equity Market” (2004)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets (2006)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)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)Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)Twitter mood predicts the stock market (2011)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)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Note on the Correlation of First Differences of Averages in a Random Chain (1960)The behaviour of Athens stock prices (1990)A note on the informational efficiency of emerging stock markets (1993)A multivariate test for stock market efficiency: the case of ASE (2001)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)The financial integration of China: New evidence on temporally aggregated data for the A-share market (2007)Volatility spillovers between the Chinese and world equity markets (2011)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction (2018)Fusion in stock market prediction: A decade survey on the necessity, recent developments, and potential future directions (2020)Permanent and Temporary Components of Stock Prices (1988)Tests of Weak‐Form Efficiency of the Dhaka Stock Exchange (2005)The efficient market hypothesis: Evidence from ten African stock markets (2007)Analysis the Determinants of Market Stock Price Movements: An Empirical Study of Jordanian Commercial Banks (2010)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 2000Alternative Variance-Ratio Tests Using Ranks and Signs397 cited
  • 2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data365 cited
  • 1992Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia223 cited
  • 1996Evidence on Weak Form Efficiency and Day of the Week Effect in the Indian Stock Market203 cited
  • 1977A Comparative Analysis of Stock Price Behavior on the Bombay, London, and New York Stock Exchanges159 cited
  • 2000Weak-form market efficiency of an emerging Market: Evidence from Dhaka Stock Market of Bangladesh. 1100 cited
  • 2003The dynamic interrelationships between the greater China share markets77 cited
  • 1982World stock markets: some random walk tests74 cited
  • 2002The Random Walk Hypothesis in the Emerging Indian Stock Market71 cited
  • 2011Is the Chinese stock market really inefficient?61 cited
  • 2011Are GCC stock markets predictable?56 cited
  • 2004Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange48 cited
  • 2008

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TESTING MARKET EFFICIENCY VIA DECOMPOSITION OF STOCK RETURN. APPLICATION TO ROMANIAN CAPITAL MARKET
35 cited
  • 2009Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea*32 cited
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