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Market development and market efficiency: evidence based on nonlinear panel unit root tests
16 references·0 citing·34 second hop
Market development and market efficiency: evidence based on nonlinear panel unit root tests (2018)Market development and market efficiency:…A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)A Unit Root Test Using a Four…Unit Roots and Cointegration in Panels (2008)Unit Roots and Cointegration …A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Testing for PPP: Should We Use Panel Methods? (2005)Testing for PPP: Should We Us…Some cautions on the use of panel methods for integrated series of macroeconomic data (2004)Some cautions on the use of p…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Efficient market hypothesis and forecasting (2003)Efficient market hypothesis a…Bootstrap unit root tests in panels with cross-sectional dependency (2003)Bootstrap unit root tests in …Analysis of Panel Data (2003)Analysis of Panel DataTesting for a unit root in the nonlinear STAR framework (2002)Testing for a unit root in th…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Unit-Root Tests and Asymmetri…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS (1995)TESTS OF RANDOM WALK AND MARK…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEfficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Trends and random walks in macroeconmic time series (1982)Testing for Common Trends (1988)Cointegration and Threshold Adjustment (2001)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)Asymmetric Price Transmission: A Survey (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)The flexible Fourier form and Dickey–Fuller type unit root tests (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)Corporate financing and investment decisions when firms have information that investors do not have (1984)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Forecasting with panel data (2008)Large panels with common factors and spatial correlation (2010)The effect of renewable energy consumption on economic growth: Evidence from the renewable energy country attractive index (2020)Initial conditions and moment restrictions in dynamic panel data models (1995)Econometric Analysis of Cross Section and Panel Data (2001)Testing slope homogeneity in large panels (2007)Testing for Granger non-causality in heterogeneous panels (2012)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)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)
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  • 2003Bootstrap unit root tests in panels with cross-sectional dependency

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368 cited
  • 2005Testing for PPP: Should We Use Panel Methods?311 cited
  • 1995TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS288 cited
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