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Applied Financial Economics Volume 17, 2007 - Issue 7
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Original Articles

Random walks in Middle Eastern stock markets

Graham Smith Department of Economics, School of Oriental and African Studies, University of London, Thornhaugh Street, London WC1H 0XG, UK E-mail: [email protected]
Pages 587-596 | Published online: 24 Apr 2007

Citations (22)

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Kian-Ping Lim, Weiwei Luo & Jae H. Kim. (2013) Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests. Applied Economics 45:8, pages 953-962.
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Kinga Niemczak & Graham Smith. (2013) Middle Eastern stock markets: absolute, evolving and relative efficiency. Applied Financial Economics 23:3, pages 181-198.
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Scott J. Niblock & Jennifer L. Harrison. (2013) Carbon markets in times of VUCA: a weak-form efficiency investigation of the phase II EU ETS. Journal of Sustainable Finance & Investment 3:1, pages 38-56.
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Jasim Al-Ajmi & J. H. Kim. (2012) Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests. Applied Economics 44:14, pages 1737-1747.
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Articles from other publishers (18)

John Ayodele Ajayi. (2022) Efficient Capital Markets: A Review of Specialized Literature and Methodology on Nigerian Stock Market. Financial Law Review:25 (2), pages 47-62.
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Xiaoying Guo. (2022) The application of random walk simulation in finance. The application of random walk simulation in finance.
Mamdouh Abdulaziz Saleh Al-Faryan & Everton Dockery. (2020) Testing for efficiency in the Saudi stock market: does corporate governance change matter?. Review of Quantitative Finance and Accounting 57:1, pages 61-90.
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Shaomin Yan & Guang Wu. (2021) Simulation of Impact of COVID-19 Pandemic on Dow Jones Index Using Random Walk. Simulation of Impact of COVID-19 Pandemic on Dow Jones Index Using Random Walk.
Murad Harasheh, Andrea Amaduzzi & Fairouz Darwish. (2020) The relevance of valuation models: insights from Palestine exchange. International Journal of Islamic and Middle Eastern Finance and Management 13:5, pages 827-845.
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Sophie Nivoix & Mohammad El Hajj. (2019) Le marché des actions de Beyrouth est-il efficient ?. La Revue des Sciences de Gestion N°297-298:3, pages 67.
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José Carlos Vides, Antonio A. Golpe & Jesús Iglesias. (2017) How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach. Empirica 45:4, pages 685-706.
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Hesham I. AlmujamedSuzanne G. M. FifieldDavid M. Power. (2018) An Investigation of the Weak Form of the Efficient Markets Hypothesis for the Kuwait Stock Exchange. Journal of Emerging Market Finance 17:1, pages 1-28.
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Gourishankar S. HiremathGourishankar S. Hiremath. 2014. Indian Stock Market. Indian Stock Market 19 39 .
Reza H. Chowdhury & Min Maung. (2013) Corporate entrepreneurship and debt financing: evidence from the GCC countries. International Journal of Managerial Finance 9:4, pages 294-313.
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Everton Anger Cavalheiro, Kelmara Mendes Vieira & Paulo Sérgio Ceretta. (2012) Efficiency in emerging markets: Applying the automatic variance ratio test. Corporate Ownership and Control 9:2, pages 300-309.
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Collins G. Ntim, Kwaku K. Opong, Jo Danbolt & Frank Senyo Dewotor. (2011) Testing the weak‐form efficiency in African stock markets. Managerial Finance 37:3, pages 195-218.
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Kian-Ping Lim & Robert Brooks. (2011) THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE. Journal of Economic Surveys 25:1, pages 69-108.
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Mohamed M. Mostafa. (2010) Forecasting stock exchange movements using neural networks: Empirical evidence from Kuwait. Expert Systems with Applications 37:9, pages 6302-6309.
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Thomas Lagoarde-Segot & Brian M. Lucey. (2005) Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis. SSRN Electronic Journal.
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Umar Awan & Muhammad Subayyal. (2016) Weak Form Efficient Market Hypothesis Study: Evidence from Gulf Stock Markets. SSRN Electronic Journal.
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Reza Chowdhury. (2011) Capital Market and Operating Efficiency of Firms in Emerging Gulf Countries. SSRN Electronic Journal.
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Mohammed Hassan Jawad. (2011) Testing the Muscat Securities Market for Weak-Form Efficiency. SSRN Electronic Journal.
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