Citations (19)
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Aymen Ben Rejeb & Adel Boughrara. (2014) Financial liberalization and emerging stock market efficiency: an empirical analysis of structural changes. Macroeconomics and Finance in Emerging Market Economies 7:2, pages 230-245.
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Graham Smith. (2012) The changing and relative efficiency of European emerging stock markets. The European Journal of Finance 18:8, pages 689-708.
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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.
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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.
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Saadet Kasman, Evrim Turgutlu & A. Duygu Ayhan. (2009) Long memory in stock returns: evidence from the major emerging Central European stock markets. Applied Economics Letters 16:17, pages 1763-1768.
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Graham Smith. (2009) Martingales in European emerging stock markets: Size, liquidity and market quality. The European Journal of Finance 15:3, pages 249-262.
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B. Jirasakuldech, Riza Emekter & Unro Lee. (2008) Business conditions and nonrandom walk behaviour of US stocks and bonds returns. Applied Financial Economics 18:8, pages 659-672.
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Gregorios D. Siourounis. (2002) Modelling volatility and testing for efficiency in emerging capital markets: the case of the Athens stock exchange. Applied Financial Economics 12:1, pages 47-55.
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Sunil Poshakwale & Victor Murinde. (2001) Modelling the volatility in East European emerging stock markets: evidence on Hungary and Poland. Applied Financial Economics 11:4, pages 445-456.
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Kwong-C. Cheung & J. Andrew Coutts. (2001) A note on weak form market efficiency in security prices: evidence from the Hong Kong stock exchange. Applied Economics Letters 8:6, pages 407-410.
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Articles from other publishers (9)
Besma Hkiri, Azza Béjaoui, Cheima Gharib & Hashem A. AlNemer. (2021) Revisiting efficiency in MENA stock markets during political shocks: evidence from a multi-step approach. Heliyon 7:9, pages e08028.
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Isam Mouallim & Abdeslam Chraibi. (2020) Tester l’efficience informationnelle du marché boursier marocain. Revue internationale des sciences de l'organisation N° 8:1, pages 111-128.
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Kamaldeen Ibraheem Nageri & Rihanat Idowu Abdulkadir. (2019) Is the Nigerian Stock Market Efficient? Pre and Post 2007-2009 Meltdown Analysis. Studia Universitatis „Vasile Goldis” Arad – Economics Series 29:3, pages 38-63.
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Shaista Arshad, Syed Aun R. Rizvi, Gairuzazmi Mat Ghani & Jarita Duasa. (2016) Investigating stock market efficiency: A look at OIC member countries. Research in International Business and Finance 36, pages 402-413.
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Benjamin R. Auer & Martin Schuster. (2014) Varianzquotiententests und Random Walk Verhalten internationaler Aktienmärkte. Management Review Quarterly 64:2, pages 73-100.
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Aymen Ben Rejeb & Adel Boughrara. (2013) Financial liberalization and stock markets efficiency: New evidence from emerging economies. Emerging Markets Review 17, pages 186-208.
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Jan Hájek. (2007) Czech Capital Market Weak-Form Efficiency, Selected Issues. Prague Economic Papers 16:4, pages 303-318.
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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.
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Mohammed Hassan Jawad. (2011) Testing the Muscat Securities Market for Weak-Form Efficiency. SSRN Electronic Journal.
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