Advanced search
Publication Cover
Applied Economics Letters Volume 3, 1996 - Issue 10
Submit an article Journal homepage
137
Views
20
CrossRef citations to date
0
Altmetric
Original Articles

The weak-form efficiency of the Taiwan share market

Chris Fawson
,
Terry F. Glover
,
Wenshwo Fang
&
Tsangyao Chang
Pages 663-667 | Published online: 05 Oct 2010

Citations (20)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (5)

Mohammad Nurunnabi. (2012) Testing weak-form efficiency of emerging economies: a critical review of literature. Journal of Business Economics and Management 13:1, pages 167-188.
Read now
Truong Dong Loc, Ger Lanjouw & Robert Lensink. (2010) Stock-market efficiency in thin-trading markets: the case of the Vietnamese stock market. Applied Economics 42:27, pages 3519-3532.
Read now
Shiok Ye Lim, Chong Mun Ho & Brian Dollery. (2010) An empirical analysis of calendar anomalies in the Malaysian stock market. Applied Financial Economics 20:3, pages 255-264.
Read now
Kian-Ping Lim & RobertD. Brooks. (2009) On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note. Applied Economics Letters 16:6, pages 649-652.
Read now
Wenshwo Fang. (2001) Stock return process and expected depreciation over the Asian financial crisis. Applied Economics 33:7, pages 905-912.
Read now

Articles from other publishers (15)

Malika Neifar & Leila Gharbi. (2022) Weak EMH and Canadian stock markets: evidence from linear and nonlinear unit root tests. Journal of Islamic Accounting and Business Research 14:4, pages 629-651.
Crossref
Bui Thanh Khoa & Tran Trong Huynh. (2021) Is It Possible to Earn Abnormal Return in an Inefficient Market? An Approach Based on Machine Learning in Stock Trading. Computational Intelligence and Neuroscience 2021, pages 1-14.
Crossref
Mustafa ILDIRAR & Tuğçe DALLI. (2021) ETKİN PİYASA HİPOTEZİNİN TÜRK BANKACILIK SEKTÖRÜ ÜZERİNE UYGULAMASIAPPLICATION OF EFFICIENT MARKET HYPOTHESIS ON TURKISH BANKING SECTOR. Journal of Economics and Research 2:2, pages 47-66.
Crossref
Lars Tegtmeier. (2021) Testing the Efficiency of Globally Listed Private Equity Markets. Journal of Risk and Financial Management 14:7, pages 313.
Crossref
Tselika Maria. 2021. Financial Risk Management and Modeling. Financial Risk Management and Modeling 421 469 .
Negar Fazlollahi, Nesrin Ozatac & Korhan K. Gokmenoglu. (2020) Evolving time-varying market efficiency of energy stock market. Environmental Science and Pollution Research 27:36, pages 45539-45554.
Crossref
Md. Mamunur Rashid. (2020) Financial reporting quality and share price movement-evidence from listed companies in Bangladesh. Journal of Financial Reporting and Accounting 18:3, pages 425-458.
Crossref
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.
Crossref
Iqbal Thonse Hawaldar, Babitha Rohit & Prakash Pinto. (2017) Testing of weak form of efficient market hypothesis: evidence from the Bahrain Bourse. Investment Management and Financial Innovations 14:2, pages 376-385.
Crossref
Janet Jyothi DsouzaT. Mallikarjunappa. (2015) Do the Stock Market Indices Follow Random Walk?. Asia-Pacific Journal of Management Research and Innovation 11:4, pages 251-273.
Crossref
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.
Crossref
Priyanka Jain, Vishal Vyas & Ankur Roy. (2013) A study on weak form of market efficiency during the period of global financial crisis in the form of random walk on Indian capital market. Journal of Advances in Management Research 10:1, pages 122-138.
Crossref
Thushari VidanageO.G. Dayaratna-Banda. (2012) Does Past Information Help Predict Future Price Movements in Emerging Capital Markets? Evidence from the Colombo Securities Exchange. South Asia Economic Journal 13:2, pages 241-264.
Crossref
Mohammed Omran & Suzanne V. Farrar. (2006) Tests of weak form efficiency in the Middle East emerging markets. Studies in Economics and Finance 23:1, pages 13-26.
Crossref
Kian-Ping Lim & Robert Darren Brooks. (2006) The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.