Nothing Special   »   [go: up one dir, main page]
create a website
Testing Random Walk and Market Efficiency: A Cross-Stock Market Analysis. (2018). .
In: Foreign Trade Review.
RePEc:sae:fortra:v:53:y:2018:i:4:p:225-238.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 37

References cited by this document

Cocites: 23

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Abeysekera S. P., (2001). Efficient markets hypothesis and the emerging capital market in Sri Lanka: Evidence from the Colombo Stock Exchange—A note. Journal of Business Finance & Accounting, 28, 249–261.

  2. Abraham A., Seyyed F. J., Alsakran S. A., (2002). Testing the random behaviour and efficiency of the Gulf stock markets. Financial Review, 37(3), 469–480.

  3. Appiah-Kusi J., Menyah K., (2003). Return predictability in African stock markets. Review of Financial Economics, 12(3), 247–271.

  4. Bachelier L., (1900). Theroi de la speculation [The theory of speculation]. Annales Scientifiques de l Ecole Normale Superieure Ser, 3(17), 21–86.
    Paper not yet in RePEc: Add citation now
  5. Barnes P, . (1986). Thin trading and stock market efficiency: The case study of the Kuala Lumpur Stock Exchange. Journal of Business Finance & Accounting, 13(4, Winter), 609–617.
    Paper not yet in RePEc: Add citation now
  6. Barua S. K., (1987). Some observations on the report of the High Powered committee on the stock exchange reforms. Annual issue of ICFAI, p. 21.
    Paper not yet in RePEc: Add citation now

  7. Buguk C., Brorsen B. W., (2003). Testing weak-form market efficiency: Evidence from the Istanbul stock exchange. International Review of Financial Analysis, 12(5), 41–57.

  8. Bulter K., Malaikah K., (1992). Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia. Journal of Banking and Finance, 16, 197–210.

  9. Chan C. K., Gup B. E., Pan M. S., (1992). An empirical analysis of stock prices in major Asian Markets and the U.S. Financial Review, 27(2), 289–307.

  10. Cheung K. C., Coutts J. A., (2001). A note on weak form market efficiency in security prices: Evidence from the Hong Kong Stock Exchange. Applied Financial Economics, 3(4), 315–324.

  11. Cheung Y. L., Wong K. A., Ho Y. K., (1993). The pricing of risky assets in two emerging Asian Markets–Korea and Taiwan. Applied Economics Letters, 3, 663–667.
    Paper not yet in RePEc: Add citation now

  12. Chow K. V., Denning C. K., (1993). A simple multiple variance ratio test. Journal of Econometrics, 58(3), 385–401.

  13. Conrad K., Juttner D. J., (1973). Recent behaviour of stock market prices in Germany and the random walk hypothesis. Kyklos, 26, 576–599.

  14. Cooper J. C. B., (1982). World stock markets: Some random walk tests. Applied Economics, 14(5), 515–531.
    Paper not yet in RePEc: Add citation now
  15. Dickinson J. P., Muragu K., (1994). Market efficiency in developing countries: A case study of the Nairobi Stock Exchange. Journal of Business Finance & Accounting, 21(1), 133–150.
    Paper not yet in RePEc: Add citation now
  16. Fama E. F., (1965a). The behaviour of stock market prices. Journal of Business, 38, 161–176.
    Paper not yet in RePEc: Add citation now
  17. Fama E. F., (1965b). Random walks in stock prices. Financial Analyst Journal, 21(5), 55–59.
    Paper not yet in RePEc: Add citation now

  18. Fama E. F., (1970). Efficient capital markets: A review of theory and empirical work. Journal of Finance, 25(2), 383–417.

  19. Fama E. F., (1991). Efficient capital markets II. Journal of Finance, 46(5), 1575–1618.

  20. Frennberg P., Hansson B., (1993). Testing the random walk hypothesis on Swedish Stock Prices 1919–1990. Journal of Banking and Finance, 17, 175–191.

  21. Gradojevic N., Djakovic V., Andjelic G., (2010). Random walk theory and exchange rate dynamics in transition economics. Panoeconomicus, 57(3), 303–321.

  22. Granger C. W. J., Morgenstern O., (1963). Spectral analysis of New York Stock Market Prices. Kyklos, 16, 1–27.
    Paper not yet in RePEc: Add citation now

  23. Groenewold N., Ariff M., (1998). The effects of de-regulation on share market efficiency in the Asia-Pacific. International Economic Journal, 12(4), 23–47.

  24. Groenewold N., Kang K. C., (1993). The semi-strong efficiency of the Australian share market. Economic Record, 69(207), 405–410.

  25. Gu A. Y., (2004). Increasing market efficiency: Evidence from the NASDAQ. American Business Review, 22(2), 20–25.
    Paper not yet in RePEc: Add citation now
  26. Hajek J., (2002). Weak-form efficiency in the Czech equity market. Politicka Ekonomie, 50(3), 377–389.
    Paper not yet in RePEc: Add citation now
  27. Hassan A., Shoaib M., Shah, . (2007). Testing of random walk and market efficiency in an emerging market: An empirical analysis of KSE. Business Review Cambridge, 9(1), 271–281.
    Paper not yet in RePEc: Add citation now
  28. Ho R. Y., Cheung Y. L., (1994). Seasonal pattern in volatility in Asia stock markets. Applied Financial Economics, 4, 61–67.
    Paper not yet in RePEc: Add citation now

  29. Karemera D., Ojah K., Cole J. A., (1999). Random walks and market efficiency tests: Evidence from emerging equity markets. Review of Quantitative Finance and Accounting, 13(2), 171–188.

  30. Lee C. F., Chen G. M., Rui O. M., (2001). Stock returns and volatility on China’s stock markets. Journal of Financial Research, 24(4), 523–543.
    Paper not yet in RePEc: Add citation now

  31. Lo W. A., Mackinlay C. A., (1988). Stock market do not follow random walks: Evidence from a simple specification test. The Review of Financial Studies, 1(1), 41–66.

  32. Manuel N., Areal P. B. C., Da Rocha Armada M. J., (2002). The long-horizon returns behaviour of the Portuguese stock market. European Journal of Finance, 8(1), 93–122.
    Paper not yet in RePEc: Add citation now
  33. Mun W. H., Long S. B., Sundaram L., Long S. B., Yin S. O., (2008). Leverage effect and market efficiency of Kuala Lumpur Composite Index. International Journal of Business and Management, 39, 138–144.
    Paper not yet in RePEc: Add citation now
  34. Panas E., (1990). The behaviour of Athens stock prices. Applied Economics, 22, 1715–1727.
    Paper not yet in RePEc: Add citation now

  35. Regulez M., Zarraga A., (2002). Common features between stock returns and trading volume. Applied Financial Economics, 12(12), 885–893.

  36. Ryoo H. J., Smith G., (2002). Korean stock prices under price limits: Variance ratio tests of random walks. Applied Financial Economics, 12(8), 545–553.

  37. Sharma J. L., Kennedy R. E., (1977). A comparative analysis of stock price behaviour on the Bombay, London and New York Stock Exchanges. Journal of Quantitative Analysis, 12, 391–413.

Cocites

Documents in RePEc which have cited the same bibliography

  1. A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches. (2022). Aminimehr, Amirhossein ; Raoofi, Ali.
    In: Computational Economics.
    RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-022-10283-1.

    Full description at Econpapers || Download paper

  2. Whether high frequency intraday data behave randomly: Evidence from NIFTY 50. (2022). Roy, Subrata.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:65-80.

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. Efficient Market Hypothesis in the Presence of Market Imperfections: Evidence from Selected Stock Markets in Africa. (2020). Evans, Olaniyi ; Iyoha, Faith ; Kelikume, Ikechukwu.
    In: MPRA Paper.
    RePEc:pra:mprapa:118200.

    Full description at Econpapers || Download paper

  6. Testing Random Walk and Market Efficiency: A Cross-Stock Market Analysis. (2018). .
    In: Foreign Trade Review.
    RePEc:sae:fortra:v:53:y:2018:i:4:p:225-238.

    Full description at Econpapers || Download paper

  7. Evidence of random walk in Pakistan stock exchange: An emerging stock market study. (2018). Shamshir, Musarrat ; Mustafa, Khalid ; Baig, Mirza Jawwad.
    In: Journal of Economics Library.
    RePEc:ksp:journ5:v:5:y:2018:i:1:p:103-117.

    Full description at Econpapers || Download paper

  8. Time-varying return predictability in South Asian equity markets. (2017). Lee, Doo Won ; Lutfur, MD ; Shamsuddin, Abul.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:48:y:2017:i:c:p:179-200.

    Full description at Econpapers || Download paper

  9. The Impact of the Sri Lankan Civil War on the Stock Market Performances. (2017). Jayakody, Shashitha Gimhani .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-01-51.

    Full description at Econpapers || Download paper

  10. The efficiency of the stock market in Serbia. (2016). Staki, Nikola ; Kapor, Predrag ; Jovancai, Ana .
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:38:y:2016:i:1:p:156-165.

    Full description at Econpapers || Download paper

  11. Tests of Random Walk and Efficient Market Hypothesis in Developing Economies: Evidence from Nigerian Capital Market. (2015). Agbam, Azubuike Samuel .
    In: International Journal of Management Sciences.
    RePEc:rss:jnljms:v5i1p1.

    Full description at Econpapers || Download paper

  12. Weak Form Market Efficiency During the 2008 Financial Crisis: Evidence from the Muscat Securities Market. (2014). al Kharusi, Sami ; Weagley, Robert O..
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:8:y:2014:i:4:p:27-42.

    Full description at Econpapers || Download paper

  13. The importance of using a test of weak-form market efficiency that does not require investigating the data first. (2014). Dryver, Arthur L. ; Aumeboonsuke, Vesarach .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:350-357.

    Full description at Econpapers || Download paper

  14. Is Pakistan Stock Market Moving towards Weak-Form Efficiency? Evidence from The Karachi Stock Exchange and the Random Walk Nature of Free-Float of Shares of KSE 30 Index. (2014). Muhammad, Nabeel ; Akber, Ushna .
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2014:p:808-836.

    Full description at Econpapers || Download paper

  15. Empirical Testing for Weak Form Hypothesis of Emerging Capital Markets: A Comparative study of Jordan’s ASE and Turkey’s BORSA IST. (2013). Farid, Abdul Aziz .
    In: International Journal of Empirical Finance.
    RePEc:rss:jnljef:v1i2p1.

    Full description at Econpapers || Download paper

  16. Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index.. (2013). Muhammad, Nabeel ; Akber, Ushna .
    In: MPRA Paper.
    RePEc:pra:mprapa:49128.

    Full description at Econpapers || Download paper

  17. Does Past Information Help Predict Future Price Movements in Emerging Capital Markets? Evidence from the Colombo Securities Exchange. (2012). .
    In: South Asia Economic Journal.
    RePEc:sae:soueco:v:13:y:2012:i:2:p:241-264.

    Full description at Econpapers || Download paper

  18. Weak Form Efficiency of Pakistan Stock Market using Non-Parametric Approaches. (2011). Irfan, Maria.
    In: Journal of Social and Development Sciences.
    RePEc:rnd:arjsds:v:2:y:2011:i:6:p:249-257.

    Full description at Econpapers || Download paper

  19. Stock-market efficiency in thin-trading markets: the case of the Vietnamese stock market. (2010). lensink, robert ; Lanjouw, Ger ; Loc, Truong Dong .
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:27:p:3519-3532.

    Full description at Econpapers || Download paper

  20. TESTING THE EFFICIENCY MARKET HYPOTHESIS FOR THE ROMANIAN STOCK MARKET. (2009). Dima, Bogdan.
    In: Annales Universitatis Apulensis Series Oeconomica.
    RePEc:alu:journl:v:1:y:2009:i:11:p:41.

    Full description at Econpapers || Download paper

  21. The cost of downside protection and the time diversification issue in South Asian stock markets. (2008). Alles, Lakshman.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:10:p:835-843.

    Full description at Econpapers || Download paper

  22. A non-parametric assessment of weak-form efficiency in the UAE financial markets. (2006). Squalli, Jay.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:18:p:1365-1373.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-22 16:13:58 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.