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On the efficiency of the global gold markets
16 references·6 citing·42 second hop
On the efficiency of the global gold markets (2015)On the efficiency of the global gold mark…The macroeconomic determinants of volatility in precious metals markets (2010)The macroeconomic determinant…The crude oil market and the gold market: Evidence for cointegration, causality and price discovery (2010)The crude oil market and the …Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…An overview of global gold market and gold price forecasting (2010)An overview of global gold ma…Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold (2009)Is Gold a Hedge or a Safe Hav…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…A power GARCH examination of the gold market (2006)A power GARCH examination of …Gold as a hedge against the dollar (2005)Gold as a hedge against the d…Alternative Variance-Ratio Tests Using Ranks and Signs (2000)Alternative Variance-Ratio Te…A simple multiple variance ratio test (1993)A simple multiple variance ra…Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Chaos and Nonlinear Dynamics:…The size and power of the variance ratio test in finite samples (1989)The size and power of the var…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Fuzzy Rule-Based Prediction of Gold Prices using News Affect (2022)Fuzzy Rule-Based Prediction o…Predictability of precious metals and adaptive market hypothesis (2019)Predictability of precious me…A wavelet analysis of co-movements in Asian gold markets (2017)A wavelet analysis of co-move…How predictable are precious metal returns? 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References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
  • 2005Gold as a hedge against the dollar572 cited
  • 1989The size and power of the variance ratio test in finite samples522 cited
  • 1993A simple multiple variance ratio test496 cited
  • 2010The crude oil market and the gold market: Evidence for cointegration, causality and price discovery405 cited
  • 2010The macroeconomic determinants of volatility in precious metals markets395 cited
  • 2000Alternative Variance-Ratio Tests Using Ranks and Signs394 cited
  • 2006A power GARCH examination of the gold market386 cited
  • 2010An overview of global gold market and gold price forecasting372 cited

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  • 2009Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold356 cited
  • Cited by

    • 2016Extreme risk spillover effects in world gold markets and the global financial crisis74 cited
    • 2022Fuzzy Rule-Based Prediction of Gold Prices using News Affect55 cited
    • 2016How predictable are precious metal returns?33 cited
    • 2017A wavelet analysis of co-movements in Asian gold markets32 cited
    • 2019Predictability of precious metals and adaptive market hypothesis30 cited
    • 2016Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy22 cited