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Applied Economics Letters Volume 16, 2009 - Issue 3
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Original Articles

Efficiency in the Australian stock market, 1875–2006: a note on extreme long-run random walk behaviour

Andrew C. Worthington University of Wollongong, Wollongong, AustraliaCorrespondence[email protected]
&
Helen Higgs Griffith University, Meadowbrook, Australia
Pages 301-306 | Published online: 23 Jan 2009

Citations (13)

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Meng Li, Lixin Qiao & Fangfang Sun. (2022) Is market index autocorrelation attributable to price latency? Evidence from CSI500. Applied Economics Letters 29:5, pages 427-430.
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Articles from other publishers (12)

Deniz Erer, Elif Erer & Selim Güngör. (2023) The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. Financial Innovation 9:1.
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Sashikanta Khuntia & J.K. Pattanayak. (2021) Adaptive calendar effects and volume of extra returns in the cryptocurrency market. International Journal of Emerging Markets 17:9, pages 2137-2165.
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Christopher A. Hartwell. (2021) Market Behavior in the Face of Political Violence: Evidence from Tsarist Russia. Journal of Risk and Financial Management 14:9, pages 445.
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Imen Ben Ammar & Slaheddine Hellara. (2021) Intraday interactions between high-frequency trading and price efficiency. Finance Research Letters 41, pages 101862.
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David Peón, Manel Antelo & Anxo Calvo. (2019) A guide on empirical tests of the EMH. Review of Accounting and Finance 18:2, pages 268-295.
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Keith R.L. Godfrey. (2017) Toward a model-free measure of market efficiency. Pacific-Basin Finance Journal 44, pages 97-112.
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Neha Deo, Heath Spong & Maria Estela Varua. (2017) The Impact of the GFC on Sectoral Market Efficiency: Non-linear Testing for the Case of Australia. Economic Record 93, pages 38-56.
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Thomas Dimpfl. (2014) A note on cointegration of international stock market indices. International Review of Financial Analysis 33, pages 10-16.
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Gourishankar S. HiremathGourishankar S. Hiremath. 2014. Indian Stock Market. Indian Stock Market 19 39 .
JOÃO PAULO VIEITO, K. V. BHANU MURTHY & VANITA TRIPATHI. (2013) MARKET EFFICIENCY IN G-20 COUNTRIES: THE PARADOX OF FINANCIAL CRISIS. Annals of Financial Economics 08:01, pages 1350003.
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Eduardo Roca, Parmendra Sharma & Victor Wong. (2014) Developing Fiji's Persistently Small and Inactive Stock Market: Exploring a Strategic Fiji-Australia Alliance Prospect. SSRN Electronic Journal.
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Thomas Dimpfl. (2010) Why International Financial Markets are Not Cointegrated. SSRN Electronic Journal.
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