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Revisiting efficiency in MENA stock markets during political shocks: evidence from a multi-step approach
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References

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  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
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  • 2007Are Asian stock markets efficient? Evidence from new multiple variance ratio tests311 cited
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  • 2006A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets224 cited
  • 1992

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Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia
223 cited
  • 1999Testing the random walk hypothesis for real exchange rates208 cited
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