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The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets
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The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets (2018)The dynamic behavior of evolving efficien…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model (2004)Moment and Memory Properties …The great reversals: the politics of financial development in the twentieth century (2003)The great reversals: the poli…The Dynamics of Institutional and Individual Trading (2003)The Dynamics of Institutional…Critical values for multiple structural change tests (2003)Critical values for multiple …Modeling and pricing long memory in stock market volatility (1996)Modeling and pricing long mem…Long memory processes and fractional integration in econometrics (1996)Long memory processes and fra…Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Fractionally integrated gener…Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Dealer versus auction markets…Gaussian Semiparametric Estimation of Long Range Dependence (1995)Gaussian Semiparametric Estim…A long memory property of stock market returns and a new model (1993)A long memory property of sto…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)AN INTRODUCTION TO LONG‐MEMOR…Multiperiod Consumption-Investment Decisions (1975)Multiperiod Consumption-Inves…Dividend policy, its asymmetric behavior and stock liquidity (2022)Dividend policy, its asymmetr…Revisiting efficiency in MENA stock markets during political shocks: evidence from a multi-step approach (2021)Revisiting efficiency in MENA…Testing for efficiency in the Saudi stock market: does corporate governance change matter? (2020)Testing for efficiency in the…Institutional change of cloud ERP implementation in the public sector (2020)Institutional change of cloud…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Multivariate GARCH models: a surveyAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The distribution of realized stock return volatility (2001)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Modeling and Forecasting Realized Volatility (2003)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Introductory Econometrics for Finance (2008)Fractional Brownian Motions, Fractional Noises and Applications (1968)Some properties of time series data and their use in econometric model specification (1981)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Exact Local Whittle Estimation of Fractional \nIntegration (2002)Social Capital and the Dynamics of Trust in Government (2007)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Prospect Theory: An Analysis of Decision under Risk (1979)An Evolutionary Theory of Economic Change. (1983)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)Bank Runs, Deposit Insurance, and Liquidity (1983)Legal Determinants of External Finance (1997)Law and Finance (1998)What matters for financial development? Capital controls, institutions, and interactions (2005)The Economic Consequences of Legal Origins (2008)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)Long memory and regime switching (2001)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
  • 2003The great reversals: the politics of financial development in the twentieth century3,327 cited
  • 1993A long memory property of stock market returns and a new model3,257 cited
  • 1996Fractionally integrated generalized autoregressive conditional heteroskedasticity2,290 cited
  • 1996Long memory processes and fractional integration in econometrics1,879 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
  • 1995Gaussian Semiparametric Estimation of Long Range Dependence1,476 cited
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  • 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE1,009 cited
  • 2003Critical values for multiple structural change tests860 cited
  • 2003The Dynamics of Institutional and Individual Trading506 cited
  • 1975Multiperiod Consumption-Investment Decisions

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448 cited
  • 2004Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model437 cited
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    • 2020Testing for efficiency in the Saudi stock market: does corporate governance change matter?33 cited
    • 2021Revisiting efficiency in MENA stock markets during political shocks: evidence from a multi-step approach23 cited
    • 2022Dividend policy, its asymmetric behavior and stock liquidity22 cited
    • 2020Institutional change of cloud ERP implementation in the public sector13 cited