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Efficiency and Long-Range Correlation in G-20 Stock Indexes: A Sliding Windows Approach
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References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1991Efficient Capital Markets: II6,030 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1900Théorie de la spéculation2,702 cited
  • 2003The Efficient Market Hypothesis and Its Critics2,415 cited
  • 2003From Efficient Markets Theory to Behavioral Finance2,139 cited
  • 1980Stock returns and the weekend effect2,015 cited
  • 1988Mean reversion in stock prices1,896 cited
  • 1991Long-Term Memory in Stock Market Prices1,756 cited
  • 1986Does the Stock Market Rationally Reflect Fundamental Values?1,149 cited
  • 2004Why Stock Markets Crash: Critical Events in Complex Financial Systems941 cited
  • 1965Random Walks in Stock Market Prices939 cited
  • 1953The Analysis of Economic Time-Series-Part I: Prices834 cited
  • 1933Can Stock Market Forecasters Forecast?727 cited
  • 1994Anomalies or illusions? Evidence from stock markets in eighteen countries543 cited
  • 1990High Stock Returns before Holidays: Existence and Evidence on Possible Causes

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