References

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• 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
• 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
• 2006Analysis of Financial Time Series2,378 cited
• 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
• 2012Short‐Selling Bans Around the World: Evidence from the 2007–09 Crisis649 cited
• 1993A simple multiple variance ratio test496 cited
• 2010THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE408 cited
• 2000Alternative Variance-Ratio Tests Using Ranks and Signs394 cited
• 2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data357 cited
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• 2009An automatic Portmanteau test for serial correlation268 cited
• 2007Financial crisis and stock market efficiency: Empirical evidence from Asian countries255 cited