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Alternative Variance-Ratio Tests Using Ranks and Signs.. (2000). Wright, Jonathan.
In: Journal of Business & Economic Statistics.
RePEc:bes:jnlbes:v:18:y:2000:i:1:p:1-9.

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  93. Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets. (2014). Edirisuriya, Piyadasa ; Azad, A.S.M. ; Azad, A. S. M. Sohel, ; Fang, Victor ; Azmat, Saad.
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  94. The prospects of BRIC countries: Testing weak-form market efficiency. (2014). Fiorante, Angelo ; Mobarek, Asma.
    In: Research in International Business and Finance.
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  95. Multivariate Variance Ratio Statistics. (2014). LINTON, OLIVER ; Hong, Seok Young ; Zhang, Hui Jun .
    In: Cambridge Working Papers in Economics.
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  96. African Stock Markets: Efficiency and Relative Predictability. (2014). Dyakova, Aneta ; Smith, Graham.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:82:y:2014:i:2:p:258-275.

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  97. EXCHANGE TRADED FUNDS, SIZE-BASED PORTFOLIOS, AND MARKET EFFICIENCY. (2013). Tse, Yiuman ; Krause, Timothy ; Kadapakkam, Palani-Rajan.
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  98. The evolution of stock market predictability in Bulgaria. (2013). Dyakova, Aneta ; Smith, Graham.
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    RePEc:taf:apfiec:v:23:y:2013:i:9:p:805-816.

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  99. Middle Eastern stock markets: absolute, evolving and relative efficiency. (2013). Smith, Graham ; Niemczak, Kinga .
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    RePEc:taf:apfiec:v:23:y:2013:i:3:p:181-198.

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  100. Bulgarian stock market relative predictability: BSE-Sofia stocks and South East European markets. (2013). Dyakova, Aneta ; Smith, Graham.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:15:p:1257-1271.

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  101. Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability. (2013). Voia, Marcel ; Khalaf, Lynda ; Dufour, Jean-Marie.
    In: Cahiers de recherche.
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  102. A Time Series Analysis of U.K. Construction and Real Estate Indices. (2013). Belaire-Franch, Jorge ; Opong, Kwaku.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:46:y:2013:i:3:p:516-542.

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  103. Risk prediction management and weak form market efficiency in Eurozone financial crisis. (2013). Righi, Marcelo Brutti ; Ceretta, Paulo Sergio.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:384-393.

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  104. Inefficient and opaque price formation in the Japan Electric Power Exchange. (2013). Nakajima, Tadahiro.
    In: Energy Policy.
    RePEc:eee:enepol:v:55:y:2013:i:c:p:329-334.

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  105. Tests for m-dependence based on sample splitting methods. (2013). Velasco, Carlos ; Moon, Seongman.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:173:y:2013:i:2:p:143-159.

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  106. Testing the Martingale Hypothesis. (2013). Phillips, Peter ; Jin, Sainan ; Peter C. B. Phillips, .
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  107. Residual-based Rank Specification Tests for AR-GARCH type models. (2013). Andreou, Elena ; Werker, Bas J M, .
    In: CEPR Discussion Papers.
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  108. Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability. (2013). Voia, Marcel ; Khalaf, Lynda ; Dufour, Jean-Marie.
    In: CIRANO Working Papers.
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  109. The changing and relative efficiency of European emerging stock markets. (2012). Smith, Graham.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:18:y:2012:i:8:p:689-708.

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  110. Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests. (2012). Kim, Jae ; Al-Ajmi, Jasim .
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:14:p:1737-1747.

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  111. Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns. (2012). HIREMATH, GOURISHANKAR ; Bandi, Kamaiah .
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    RePEc:pra:mprapa:48710.

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  112. Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates. (2012). Kim, Jae ; Darné, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-00958288.

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  113. Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM. (2012). Portugal Duarte, António ; Andrade, João.
    In: EcoMod2012.
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  114. Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon. (2012). Vieito, João paulo ; Khan, Walayet.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:22:y:2012:i:1:p:173-189.

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  115. Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes. (2012). Pyun, Chong Soo ; Al-Khazali, Osamah M. ; Kim, Daewon .
    In: International Review of Economics & Finance.
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  116. Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates. (2012). Kim, Jae ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:6:p:1607-1626.

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  117. Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets. (2012). Todea, Alexandru ; Lazr, Dorina ; Filip, Diana .
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:3:p:338-350.

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  118. Does the financial crisis influence the random walk behaviour of international stock markets?. (2011). Auer, Benjamin ; Schuster, Martin .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:18:y:2011:i:4:p:319-323.

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  119. The Forward Discount Puzzle: Identi cation of Economic Assumptions. (2011). Velasco, Carlos ; Moon, Seongman.
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  120. Tests for m-dependence Based on Sample Splitting Methods. (2011). Velasco, Carlos ; Moon, Seongman.
    In: Working Papers.
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  121. Remilitarization and the End of the Gold Bloc in 1936. (2011). MacDonald, Ronald ; Marsh, Ian ; Hallwood, Paul.
    In: De Economist.
    RePEc:kap:decono:v:159:y:2011:i:3:p:305-321.

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  122. Are ASEAN stock market efficient? Evidence from univariate and multivariate variance ratio tests. (2011). Gupta, Rakesh ; Guidi, Francesco.
    In: Discussion Papers in Finance.
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  123. A closer look at financial development and income distribution. (2011). Lagoarde-Segot, Thomas ; Gimet, Celine.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:7:p:1698-1713.

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  124. Investment intensity of currencies and the random walk hypothesis: Cross-currency evidence. (2011). Eun, Cheol S. ; Chuluun, Tuugi ; Kili, Rehim .
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  125. Market efficiency of floating exchange rate systems: Some evidence from Pacific-Asian countries. (2011). Leduc, Guillaume ; Pyun, Chong Soo ; Al-Khazali, Osamah M..
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    RePEc:eee:glofin:v:22:y:2011:i:2:p:154-168.

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  126. Are GCC stock markets predictable?. (2011). Bley, Jorg.
    In: Emerging Markets Review.
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  127. Testing the martingale difference hypothesis in CO2 emission allowances. (2011). Fouilloux, Jessica ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
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    RePEc:eee:ecmode:v:28:y:2011:i:1:p:27-35.

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  128. Returns Predictability and Stock Market Efficiency in Brazil. (2011). Ely, Regis.
    In: Brazilian Review of Finance.
    RePEc:brf:journl:v:9:y:2011:i:4:p:571-584.

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  129. THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE. (2011). Lim, Kian-Ping ; Brooks, Robert.
    In: Journal of Economic Surveys.
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  130. Random Walk Theory and Exchange Rate Dynamics in Transition Economies. (2010). Gradojevic, Nikola ; Djakovic, Vladimir ; Andjeli, Goran .
    In: Panoeconomicus.
    RePEc:voj:journl:v:57:y:2010:i:3:p:303-320.

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  131. Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets. (2010). Gupta, Rakesh ; Guidi, Francesco ; Maheshwari, Suneel .
    In: MPRA Paper.
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  132. THE IMPACT OF DEREGULATION ON STOCK MARKET EFFICIENCY. (2010). Lee, Yen-Hsien.
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:4:y:2010:i:2:p:165-176.

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  133. Efficiency tests of foreign exchange markets for four Asian Countries. (2010). Su, Hsin-Mei ; Tzou, Yi-Pin ; Lee, Yen-Hsien.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:24:y:2010:i:3:p:284-294.

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  134. An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation. (2010). Hatemi-J, Abdulnasser ; Al Janabi, Mazin A. M., ; Irandoust, Manuchehr ; Hatemi-J, Abdulnasser, ; Hatemi-J , Abdulnasser, .
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    RePEc:eee:finana:v:19:y:2010:i:1:p:47-54.

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  135. Testing the evolving efficiency of Arab stock markets. (2010). Abdmoulah, Walid .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:1:p:25-34.

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  136. Carbon trading thickness and market efficiency. (2010). Montagnoli, Alberto ; de Vries, Frans.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1331-1336.

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  137. Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form. (2010). Taamouti, Abderrahim ; Dufour, Jean-Marie.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:11:p:2532-2553.

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  138. Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables. (2010). Dufour, Jean-Marie ; Coudin, Elise.
    In: Working Papers.
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  139. Cointegrating regressions with messy regressors and an application to mixed-frequency series. (2010). Miller, J..
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:31:y:2010:i:4:p:255-277.

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  140. Martingales in European emerging stock markets: Size, liquidity and market quality. (2009). Smith, Graham.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:15:y:2009:i:3:p:249-262.

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  141. Examining market efficiency for large- and small-capitalization of TOPIX and FTSE stock indices. (2009). Hung, Jui-Cheng ; Lee, Yen-Hsien ; Pai, Tung-Yueh .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:19:y:2009:i:9:p:735-744.

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  142. Carbon trading thickness and market efficiency: A non-parametric test. (2009). Montagnoli, Alberto ; de Vries, Frans.
    In: Stirling Economics Discussion Papers.
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  143. Testing the weak-form market efficiency and the day of the week effects of some African countries.. (2009). Guidi, Francesco ; Batuo, Michael ; Enowbi, Michael Batuo ; Mlambo, Kupukile.
    In: MPRA Paper.
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  144. Efficiency of the Warsaw Stock Exchange: Analysis of Selected Properties. (2009). Matuszewska-Janica, Aleksandra ; Kompa, Krzysztof.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:15:y:2009:i:1:p:59-70:10.1007/s11294-008-9180-9.

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  145. Efficiency of the Warsaw Stock Exchange: Analysis of Selected Properties. (2009). Matuszewska-Janica, Aleksandra ; Kompa, Krzysztof.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:15:y:2009:i:1:p:59-70.

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  146. The efficiency of the crude oil markets: Evidence from variance ratio tests. (2009). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-00771081.

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  147. The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests. (2009). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-00771080.

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  148. Variance ratio tests of random walk: An overview. (2009). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-00771078.

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  149. Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data. (2009). Azad, A.S.M. ; Azad, A. S. M. Sohel, .
    In: Research in International Business and Finance.
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  150. Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency. (2009). Hung, Jui-Cheng .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:3:p:843-857.

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  151. Financial reforms and time-varying microstructures in emerging equity markets. (2009). Lagoarde-Segot, Thomas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:10:p:1755-1769.

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  152. Automatic variance ratio test under conditional heteroskedasticity. (2009). Kim, Jae.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:6:y:2009:i:3:p:179-185.

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  153. The efficiency of the crude oil markets: Evidence from variance ratio tests. (2009). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:11:p:4267-4272.

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  154. The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests. (2009). Darné, Olivier ; CHARLES, Amelie.
    In: Economic Systems.
    RePEc:eee:ecosys:v:33:y:2009:i:2:p:117-126.

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  155. Testing for Random Walk Behavior in Euro Exchange Rates. (2009). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Economie Internationale.
    RePEc:cii:cepiei:2009-3tb.

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  156. VARIANCE?RATIO TESTS OF RANDOM WALK: AN OVERVIEW. (2009). Darné, Olivier ; Darne, Olivier ; Charles, Amelie.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:23:y:2009:i:3:p:503-527.

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  157. Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea. (2009). Azad, A.S.M..
    In: Asian Economic Journal.
    RePEc:bla:asiaec:v:23:y:2009:i:1:p:93-118.

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  158. Testing the Evolving Efficiency of 11 Arab Stock Markets. (2009). Abdmoulah, Walid .
    In: API-Working Paper Series.
    RePEc:api:apiwps:0907.

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  159. La gestion stratégique d’actifs d’un fonds de réserve face au risque financier. (2008). Legros, Florence ; Hamayon, Stephane .
    In: Revue d'Économie Financière.
    RePEc:prs:recofi:ecofi_0987-3368_2008_hos_7_1_5208.

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  160. Further evidence on the efficiency of the Chinese stock markets: A note. (2008). Fifield, Suzanne G. M., ; Jetty, Juliana.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:22:y:2008:i:3:p:351-361.

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  161. Efficiency in emerging markets--Evidence from the MENA region. (2008). lucey, brian ; Lagoarde-Segot, Thomas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:1:p:94-105.

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  162. Are Asian stock markets efficient? Evidence from new multiple variance ratio tests. (2008). Kim, Jae ; Shamsuddin, Abul.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:3:p:518-532.

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  163. Testing the random walk hypothesis through robust estimation of correlation. (2008). Semenov, Andrei .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:52:y:2008:i:5:p:2504-2513.

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  164. Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms. (2008). Taamouti, Abderrahim ; Dufour, Jean-Marie.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we086027.

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  165. LIQUIDITY AND THE INFORMATIONAL EFFICIENCY OF AFRICAN STOCK MARKETS. (2008). Smith, Graham.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:76:y:2008:i:2:p:161-175.

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  166. Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions. (2008). Tabak, Benjamin ; Lima, Eduardo.
    In: Working Papers Series.
    RePEc:bcb:wpaper:173.

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  167. Efficiency of the foreign exchange markets in South Asian Countries. (2008). Noman, Abullah M ; Ahmed, Minhaz U.
    In: AIUB Bus Econ Working Paper Series.
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  168. A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets. (2007). Kim, Jae ; Pyun, Chong Soo ; Hoque, Hafiz A. A. B., .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:16:y:2007:i:4:p:488-502.

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  169. The Taiwan stock market does follow a random walk. (2007). Lock, Dat Bue .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2007:i:3:p:1-8.

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  170. The Taiwan stock market does follow a random walk. (2007). Lock, Dat Bue .
    In: Economics Bulletin.
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  171. Moments of the estimated Sharpe ratio when the observations are not IID. (2006). Ullah, Aman ; Bao, Yong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:3:y:2006:i:1:p:49-56.

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  172. Wild bootstrapping variance ratio tests. (2006). Kim, Jae.
    In: Economics Letters.
    RePEc:eee:ecolet:v:92:y:2006:i:1:p:38-43.

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  173. Some evidence of random walk behavior of Euro exchange rates using ranks and signs. (2005). Belaire-Franch, Jorge ; Opong, Kwaku K..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:7:p:1631-1643.

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  174. Sign tests for long-memory time series. (2005). Velasco, Carlos ; Delgado, Miguel.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:128:y:2005:i:2:p:215-251.

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  175. Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test. (2004). Kim, Jae.
    In: Econometric Society 2004 Australasian Meetings.
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  176. Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange. (2003). Brorsen, B ; Buguk, Cumhur.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:5:p:579-590.

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  177. Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity. (2003). Luger, Richard.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:115:y:2003:i:2:p:259-276.

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  178. Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity. (2001). Luger, Richard.
    In: Staff Working Papers.
    RePEc:bca:bocawp:01-2.

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