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Original Articles

Testing the efficient market hypothesis using panel data, with application to the Athens stock market

Pages 121-123 | Published online: 07 Oct 2010

References

  • Dickey , D. A. and Fuller , W. A. 1981 . Likelihood ratio statistics for auto regressive time series with a unit root . Econometrica , 49 : 1057 – 1072 .
  • Fama , E. F. 1970 . Efficient capital markets: a review and empirical work . Journal of Finance , 25 : 383 – 417 .
  • Fama , E. F. 1991 . Efficient capital markets: II . Journal of Finance , 46 : 1575 – 1617 .
  • Koutmos , G. , Negakis , C. and Theodossiou , P. 1993 . Stochastic behaviour of the Athens Stock Exchange . Applied Financial Economics , 3 : 119 – 126 .
  • Niarchos , N. A. and Georgakopoulos , M. C. 1986 . The effect of annual corporate profit reports on the Athens stock exchange: an empirical investigation . Management International Review , 26 : 64 – 72 .
  • Panas , E. 1990 . The behaviour of Athens stock prices . Applied Economics , 22 : 1715 – 1727 .

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