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The Chinese stock market : efficiency, predictability and profitability
0 references·3 citing·11 second hop
The Chinese stock market : efficiency, predictability and profitability (2004)The Chinese stock market : efficiency, pr…Frequency effects on predictability of stock returns (2014)Frequency effects on predicta…Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests (2008)Are Chinese stock markets eff…The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics (2006)The Evolving and Relative Eff…A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A test for independence based on the correlation dimension (1996)Limits of Predictability in Human Mobility (2010)High Frequency Trading and the New-Market Makers (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The Econometrics of Financial Markets (1997)Booms and busts in China's stock market: estimates based on fundamentals (2011)Share Price Reaction to Earnings Announcement on the JSE-ALtX: A Test for Market Efficiency (2011)The Econometrics of Financial Markets (2012)
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  • 2008Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests29 cited
  • 2014Frequency effects on predictability of stock returns28 cited
  • 2006The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics27 cited

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