References

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• 1965The Behavior of Stock-Market Prices8,707 cited
• 2012The Econometrics of Financial Markets5,875 cited
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• 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
• 1996A test for independence based on the correlation dimension3,526 cited
• 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
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• 2000Alternative Variance-Ratio Tests Using Ranks and Signs394 cited
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• 2006A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets224 cited
• 2002Return predictability in African stock markets195 cited
• 1999Random Walks and Market Efficiency Tests of Latin American Emerging Equity Markets: A Revisit