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Applied Economics Letters Volume 16, 2009 - Issue 5
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Original Articles

Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices

Kian-Ping Lim Labuan School of International Business and Finance, Universiti Malaysia Sabah, P.O. Box 80594, 87015, F.T. Labuan, Malaysia; Department of Econometrics and Business Statistics, Monash University, 900 Dandenong Road, Caulfield East, Victoria, 3145, AustraliaCorrespondence[email protected]
Pages 519-522 | Published online: 26 Feb 2009

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Hilary Tinotenda Muguto, Lorraine Muguto, Azra Bhayat, Hawaa Ncalane, Kara Jasmine Jack, Saadia Abdullah, Thabile Siphesihle Nkosi & Paul-Francois Muzindutsi. (2022) The impact of investor sentiment on sectoral returns and volatility: Evidence from the Johannesburg stock exchange. Cogent Economics & Finance 10:1.
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Articles from other publishers (8)

Osama El-Ansary & Aya M. Ahmed. (2023) Does overconfidence blur out the investment efficiency? The managerial overconfidence and internal financing effect on investment efficiency: evidence from MENA region. International Journal of Emerging Markets.
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George Varghese & Vinodh Madhavan. (2021) Nonlinearity in Global Crude Oil Benchmarks: Disentangling the Effect of Time Aggregation. Journal of Emerging Market Finance 20:3, pages 290-307.
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Idika E. Okorie & Saralees Nadarajah. (2019) On nonlinear dependencies in African stock markets. Economic Notes 49:1.
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Abdelkader Derbali. (2019) Market efficiency in the emerging and frontier markets of the MENA countries. International Journal of Financial Engineering 06:03, pages 1950030.
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Melik Kamışlı, Serap Kamışlı & Fatih Temizel. 2019. Handbook of Research on Managerial Thinking in Global Business Economics. Handbook of Research on Managerial Thinking in Global Business Economics 480 499 .
Walid Mensi, Atef Hamdi & Seong-Min Yoon. (2018) Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets. Physica A: Statistical Mechanics and its Applications 503, pages 1107-1116.
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Vinodh Madhavan. (2014) Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs). Managerial Finance 40:4, pages 395-415.
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A. Assaf. (2009) Extreme observations and risk assessment in the equity markets of MENA region: Tail measures and Value-at-Risk. International Review of Financial Analysis 18:3, pages 109-116.
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