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A comparative analysis of the informational efficiency of the fixed income market in seven European countries
16 references·5 citing·36 second hop
A comparative analysis of the informational efficiency of the fixed income market in seven European countries (2012)A comparative analysis of the information…Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data (2011)Stock return predictability a…Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series (2010)Use and misuse of some Hurst …Measuring the degree of time varying market inefficiency (2009)Measuring the degree of time …Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange (2008)Does financial market liberal…Time-dependent Hurst exponent in financial time series (2004)Time-dependent Hurst exponent…Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions (2004)Evidence of long range depend…Long memory in the Greek stock market (2000)Long memory in the Greek stoc…Empirical evidence of long-range correlations in stock returns (2000)Empirical evidence of long-ra…Estimating long-range dependence in the presence of periodicity: An empirical study (1999)Estimating long-range depende…Long-term dependence in stock returns (1996)Long-term dependence in stock…ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)ESTIMATORS FOR LONG-RANGE DEP…A search for long memory in international stock market returns (1995)A search for long memory in i…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Théorie de la spéculation (1900)Théorie de la spéculationLiquidity, informational efficiency and firm default risk: a systematic literature review (2023)Liquidity, informational effi…Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data (2018)Time-varying efficiency of de…An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers (2018)An analysis of high-frequency…A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test (2017)A pre-crisis vs. crisis analy…Sovereign bond spreads determinants in Latin American countries: Before and during the XXI financial crisis (2013)Sovereign bond spreads determ…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Expected stock returns and volatility (1987)Ranking efficiency for emerging markets (2004)Wavelet analysis of stock returns and aggregate economic activity (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)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! 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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1900Théorie de la spéculation2,605 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 1995ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY1,189 cited
  • 2004Time-dependent Hurst exponent in financial time series403 cited
  • 2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data357 cited
  • 1995A search for long memory in international stock market returns236 cited
  • 2000Long memory in the Greek stock market191 cited
  • 2004Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions183 cited
  • 1996Long-term dependence in stock returns182 cited
  • 2008Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange169 cited
  • 1999Estimating long-range dependence in the presence of periodicity: An empirical study147 cited
  • 2009Measuring the degree of time varying market inefficiency132 cited
  • 2010Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series

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132 cited
  • 2000Empirical evidence of long-range correlations in stock returns114 cited
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    • 2018An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers84 cited
    • 2017A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test83 cited
    • 2013Sovereign bond spreads determinants in Latin American countries: Before and during the XXI financial crisis40 cited
    • 2018Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data32 cited
    • 2023Liquidity, informational efficiency and firm default risk: a systematic literature review18 cited