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Do shocks to G7 stock prices have a permanent effect?. (2008). Narayan, Paresh.
In: Mathematics and Computers in Simulation (MATCOM).
RePEc:eee:matcom:v:77:y:2008:i:4:p:369-373.

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Cites: 17

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  1. Testing the Efficient Market Hypothesis in G8 Countries: New evidence from Unit Root Tests with Fourier Shifts. (2023). Kar, Asim ; Pazarci, Sevket ; Kilic, Emre ; Kucukkaplan, Ilhan.
    In: Journal of Economic Policy Researches.
    RePEc:ist:iujepr:v:10:y:2023:i:1:p:1-18.

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  2. Testing the Weak-Form Market Efficiency for the Islamic Market Indices: Evidence from Fourier Wavelet ADF Unit Root Test. (2022). Seluk, Mervan ; Ulev, Salih.
    In: Journal of Economic Policy Researches.
    RePEc:ist:iujepr:v:9:y:2022:i:2:p:315-329.

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  3. Borsa ?stanbul Alt Endekslerinde Etkin Piyasa Hipotezinin Test Edilmesi: Fourier K?r?lmal? ve Do?rusal Olmayan Birim Kök Testlerinden Kan?tlar. (2022). Umut, Alican ; Pazarci, Evket ; Kili, Emre ; Altunta, Mehmet.
    In: Journal of Research in Economics, Politics & Finance.
    RePEc:ahs:journl:v:7:y:2022:i:1:p:169-185.

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  4. Testing for efficiency in the Saudi stock market: does corporate governance change matter?. (2021). Dockery, Everton ; Saleh, Mamdouh Abdulaziz.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00939-0.

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  5. Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests. (2021). Nartea, Gilbert ; Luisa, Maria ; Glenn, Harold.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:214-230.

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  6. Testing for efficiency in the Saudi stock market: does corporate governance change matter?. (2020). Dockery, Everton ; Saleh, Mamdouh Abdulaziz.
    In: EconStor Open Access Articles.
    RePEc:zbw:espost:225534.

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  7. Validity of Weak-Form Market Efficiency in Central and Eastern European Countries (CEECs): Evidence from Linear and Nonlinear Unit Root Tests. (2019). Levent, Erdas Mehmet.
    In: Review of Economic Perspectives.
    RePEc:vrs:reoecp:v:19:y:2019:i:4:p:399-428:n:8.

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  8. Do stock markets follow a random walk? New evidence for an old question. (2019). KOK, Dundar ; Ispir, Serdar M ; Durusu-Ciftci, Dilek.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:64:y:2019:i:c:p:165-175.

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  9. Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. (2019). Oxley, Les ; Glenn, Harold ; Hu, Yang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:p:138-145.

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  10. Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests. (2019). Nartea, Gilbert ; Luisa, Maria ; Glenn, Harold.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:19/16.

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  11. Analysing the Efficiency of the Turkish Stock Market with Multiple Structural Breaks. (2016). Anlas, Tulin ; Toraman, Cengiz .
    In: International Journal of Academic Research in Business and Social Sciences.
    RePEc:hur:ijarbs:v:6:y:2016:i:12:p:721-740.

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  12. New empirical evidence on the bid-ask spread. (2015). Narayan, Seema ; Mishra, Sagarika.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:42:p:4484-4500.

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  13. Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions. (2015). Wang, Juan ; Zhang, Jian.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:37:y:2015:i:c:p:157-164.

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  14. Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests. (2014). Nazlioglu, Saban ; Gozbasi, Onur ; KUCUKKAPLAN, Ilhan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:381-384.

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  15. Has the structural break slowed down growth rates of stock markets?. (2013). Narayan, Seema ; Mishra, Sagarika.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:30:y:2013:i:c:p:595-601.

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  16. Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks. (2010). Chang, Tsangyao ; Hung, Ken ; Lu, Yang-Cheng ; Liu, Wen-Chi .
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:80:y:2010:i:10:p:2019-2025.

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  17. Stock prices and the efficient market hypothesis: Evidence from a panel stationary test with structural breaks. (2010). Lee, Chien-Chiang.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:22:y:2010:i:1:p:49-58.

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  18. Energy prices, multiple structural breaks, and efficient market hypothesis. (2009). Lee, Chien-Chiang.
    In: Applied Energy.
    RePEc:eee:appene:v:86:y:2009:i:4:p:466-479.

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References

References cited by this document

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