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The Efficient Market Hypothesis and Its Critics. (2003). Malkiel, Burton G.
In: Working Papers.
RePEc:pri:cepsud:91.

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  86. A critique of financial neoliberalism: a perspective combining multidisciplinary methods and commodity markets. (2021). Vellucci, Pierluigi.
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  87. Financialization of the Real Economy: New Empirical Evidence from the Non-financial Firms in India Using Conditional Logistic Model. (2021). Ganguly, Shromona.
    In: Journal of Quantitative Economics.
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  88. Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors. (2021). Gualdi, Stanislao ; Challet, Damien ; Primicerio, Kevin.
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  89. Pairs Trading In The Index Options Market. (2021). de Luca, Roberta ; Brunetti, Marianna.
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  90. Prediction of Stock Market Direction: Application of Machine Learning Models. (2021). Muteba Mwamba, John Weirstrass ; Bonga-Bonga, Lumengo ; Dimingo, Roselyn.
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  91. The Impact of FX Exposure on the Firm’s Stock Market Return. (2021). Brna, Karel ; Bondarenko, Mariia.
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  92. Pursuing the aim of Exchange Traded Funds at the time of Covid-19. (2021). Czereszenko, Witalij.
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  93. A Critical Survey on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) Considering Their Implication on Stock Markets Behavior. (2021). Spulbar, Lucian Florin ; Birau, Ramona.
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  94. Public perceptions and bond markets during the Great War: the case of a neutral country. (2021). Schaltegger, Christoph ; Schmid, Lukas A.
    In: Public Choice.
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  95. Cryptocurrency Adoption with Speculative Price Bubbles. (2021). Dukes, Anthony ; Wei, Yanhao.
    In: Marketing Science.
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  96. A Stationary Kyle Setup: Microfounding propagator models. (2021). Benzaquen, Michael ; Toth, Bence ; Mastromatteo, Iacopo ; Vodret, Michele.
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  97. The Long-Run Impact of Information Security Breach Announcements on Investors’ Confidence: The Context of Efficient Market Hypothesis. (2021). Hassan, Rohail ; Lai, Fong-Woon ; Azhar, Syed Emad ; Shad, Muhammad Kashif.
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  98. A New Measure of Market Inefficiency. (2021). Gordillo, Jose Luis ; Benink, Harald A ; Stephens, Christopher R ; Pardo-Guerra, Juan Pablo.
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  99. A Random Forests Approach to Predicting Clean Energy Stock Prices. (2021). Sadorsky, Perry.
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  100. The Influence of Global Financial Liquidity on the Indonesian Economy: Dynamic Analysis with Threshold VAR. (2021). Suryanto, Tulus ; Ekananda, Mahjus.
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  101. The Effect of COVID-19 Pandemic on the Stock Market of Agri-food Companies in Poland. (2021). Kraciuk, Jakub ; Kacperska, Elzbieta.
    In: European Research Studies Journal.
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  102. Bitcoin’s price efficiency and safe haven properties during the COVID-19 pandemic: A comparison. (2021). Rasheed, Abdul A ; Diniz, Eduardo H ; Diniz-Maganini, Natalia.
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  103. Modeling and analysis of the effect of COVID-19 on the stock price: V and L-shape recovery. (2021). Prakash, OM ; Nurujjaman, MD ; Rai, Anish ; Mahata, Ajit.
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  104. Do pricing efficiencies in Indian equity ETF market impact its performance?. (2021). Ahluwalia, Eshan ; Goel, Garima.
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  105. Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic. The case of VIX. (2021). Ioan, Roxana ; Dima, Tefana Maria.
    In: Finance Research Letters.
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  106. Cumulation, crash, coherency: A cryptocurrency bubble wavelet analysis. (2021). Roberts, Stephen ; Weydemann, Leonard ; Hochfilzer, Leonhard ; Fruehwirt, Wolfgang.
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  107. Trading volume and stock returns: A meta-analysis. (2021). Bajzik, Josef.
    In: International Review of Financial Analysis.
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  108. Big is brilliant: Understanding the Chinese size effect through profitability shocks. (2021). Liao, Huiyi ; Yin, Libo.
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    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000478.

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  109. Where are the fundamental traders? A model application based on the Shanghai Stock Exchange. (2021). Zulauf, Carl ; Pu, Yun.
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  110. Energy trading efficiency in the US Midcontinent electricity markets. (2021). Zarnikau, J ; Woo, C K ; Tsai, C H ; Qi, H S ; Cao, K H.
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  111. Discovering Auctions: Contributions of Paul Milgrom and Robert Wilson. (2021). Teytelboym, Alexander ; Li, Shengwu ; Kominers, Scott ; Dworczak, Piotr ; Akbarpour, Mohammad.
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  112. Corporate irresponsibility and stock price crash risk. (2021). Mahmood, Haroon ; Bahadar, Stephen ; Zaman, Rashid.
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  113. Stock markets in turmoil: political institutions and the impact of elections. (2021). Lausegger, Martin.
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  114. Trading styles and long-run variance of asset prices. (2021). Dodd, James ; Middleton, Lawrence ; Rijavec, Simone.
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  115. Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu.
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  116. Evidence and Behaviour of Support and Resistance Levels in Financial Time Series. (2021). Chung, Ken ; Bellotti, Anthony.
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  117. Mining the Relationship Between COVID-19 Sentiment and Market Performance. (2021). Chen, Jeffery ; Xia, Ziyuan.
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  123. Are Religious Believers Irrational: A Direct Test from an Efficient Market Hypothesis. (2020). Chamil, Senarathne.
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  124. Efficient market hypothesis: a ruinous implication for Portugese stock market. (2020). Hajilee, Massomeh ; Metghalchi, Massoud ; Niroomand, Farhang.
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  125. Comparison of machine learning methods for financial time series forecasting at the examples of over 10 years of daily and hourly data of DAX 30 and S&P 500. (2020). Scherp, Ansgar ; Nishioka, Chifumi ; Ersan, Deniz.
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  126. Climate finance and disclosure for institutional investors: why transparency is not enough. (2020). Grubb, Michael ; Bisaro, Alexander ; Drummond, Paul ; Ameli, Nadia ; Chenet, Hugues.
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  127. THE EXISTENCE OF THE DAY-OF-THE-WEEK EFFECT. (2020). Krapek, Milan ; Skapa, Stanislav ; Novotna, Veronika.
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  128. Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets. (2020). Dragot, Victor ; Ilic, Elena Valentina ; Anghel, Dan Gabriel.
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  129. ETFs tracking errors on global markets with consideration of regional diversity. (2020). Dobson, Peter.
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  130. The Effects of Donald Trump’s Tweets on The Stock Exchange. (2020). Yardley, Ben.
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  131. Should investors join the index revolution? Evidence from around the world. (2020). Wong, Kit Pong ; Matthias, .
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  132. Excess volatility and market efficiency in government bond markets: the ASEAN-5 context. (2020). Liao, Szu-Lang ; Lin, Shih-Kuei ; Wong, Shao-Jye ; Tang, Kin-Boon .
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  133. Critical Conceptual Analysis on Modern Finance Theories. (2020). Minea, Elena Loredana ; Spulbar, Cristi.
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  134. SABCEMM: A Simulator for Agent-Based Computational Economic Market Models. (2020). Beikirch, Maximilian ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten ; Frank, Martin ; Pabich, Emma.
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  135. Speed of Price Adjustment in Indian Stock Market: A Paradox. (2020). Mondal, Sayanti ; Kayal, Parthajit.
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  136. Forecasting Skills in Experimental Markets: Illusion or Reality?. (2020). Deck, Cary ; Corgnet, Brice ; Porter, David ; Desantis, Mark.
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  137. Learning to deal with repeated shocks under strategic complementarity: An experiment. (2020). Cornand, Camille ; Zylbersztejn, Adam ; Bulutay, Muhammed.
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  138. A Stationary Kyle Setup: Microfounding propagator models. (2020). Vodret, Michele ; Benzaquen, Michael ; Toth, Bence ; Mastromatteo, Iacopo.
    In: Working Papers.
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  139. Forecasting Skills in Experimental Markets: Illusion or Reality?. (2020). Corgnet, Brice ; Porter, David ; Desantis, Mark ; Deck, Cary.
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  140. Learning to deal with repeated shocks under strategic complementarity: An experiment. (2020). Cornand, Camille ; Zylbersztejn, Adam ; Bulutay, Muhammed.
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  141. Can Stock Investor Sentiment Be Contagious in China?. (2020). Su, Chi-Wei ; Cai, Xu-Yu ; Tao, Ran.
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  142. Trading Volume and Stock Returns: A Meta-Analysis. (2020). Bajzik, Josef.
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  143. Long-Term, Short-Term and Time-Varying Profitability of Reversals: The Role of Market State and Volatility. (2020). Abd, Mohd Edil ; Shaharuddin, Shahrin Saaid ; Munir, Ali Fayyaz.
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  144. Contrasting stochasticity with chaos in a permutation Lempel–Ziv complexity — Shannon entropy plane. (2020). Olivares, Felipe ; Zozor, Steeve ; Mateos, Diego M.
    In: Physica A: Statistical Mechanics and its Applications.
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  145. Identification of short-term and long-term time scales in stock markets and effect of structural break. (2020). Bal, Debi Prasad ; Mahata, Ajit ; Nurujjaman, MD.
    In: Physica A: Statistical Mechanics and its Applications.
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  146. Evidence of inefficiency of the Brazilian stock market: The IBOVESPA future contracts. (2020). , Paulo ; Rocha, Tareisio M.
    In: Physica A: Statistical Mechanics and its Applications.
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  147. Blindfolded monkeys or financial analysts: Who is worth your money? New evidence on informational inefficiencies in the U.S. stock market. (2020). Pernagallo, Giuseppe ; Torrisi, Benedetto.
    In: Physica A: Statistical Mechanics and its Applications.
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  148. The well-trodden path: Complementing market and entrepreneurial orientation with a strategic emphasis to influence IPO survival in the United States. (2020). Xiang, Kexin ; Patel, Pankaj C ; Feng, Cong.
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  149. Eastern Halloween effect: A stochastic dominance approach. (2020). Li, YA ; Ali, Y ; Chow, Sheung Chi ; Cheng, Wui Wing ; Chui, David.
    In: Journal of International Financial Markets, Institutions and Money.
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  150. Measuring the Brazilian ethanol and gasoline market efficiency using DFA-Hurst and fractal dimension. (2020). Inacio, C. M. C., ; David, S A ; Machado, J. A. T., ; Quintino, D D.
    In: Energy Economics.
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  151. An analysis of the stock market reaction to the announcements of the UK Soft Drinks Industry Levy. (2020). Penney, Tarra ; Adams, Jean ; Cornelsen, Laura ; Law, Cherry ; Smith, Richard ; White, Martin ; Rutter, Harry.
    In: Economics & Human Biology.
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  152. Institutional investors and post-ICO performance: an empirical analysis of investor returns in initial coin offerings (ICOs). (2020). Momtaz, Paul P ; Fisch, Christian.
    In: Journal of Corporate Finance.
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  153. Non-linear characterization and trend identification of liquidity in Chinas new OTC stock market based on multifractal detrended fluctuation analysis. (2020). Wu, XU ; Chen, Xudong ; Yue, Ding ; Yan, Ruzhen.
    In: Chaos, Solitons & Fractals.
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  154. Time-varying return predictability and adaptive markets hypothesis: Evidence on MIST countries from a novel wild bootstrap likelihood ratio approach. (2020). Ozkan, Oktay.
    In: Bogazici Journal, Review of Social, Economic and Administrative Studies.
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  155. Calendar Anomalies in the Banking and it Index: The Indian Experience. (2020). Das, Chandrabhanu ; Singh, Shikta.
    In: Asian Economic and Financial Review.
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  156. Collective dynamics of stock market efficiency. (2020). , Luiz ; Luiz, ; Ribeiro, Haroldo V ; Perc, Matjaz.
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  157. A Stationary Kyle Setup: Microfounding propagator models. (2020). , Bence ; Mastromatteo, Iacopo ; Vodret, Michele ; Benzaquen, Michael.
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  158. Information thermodynamics of financial markets: the Glosten-Milgrom model. (2020). Zagier, Don ; Marsili, Matteo ; Touzo, L'Eo.
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  159. Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi.
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  161. A derivatives trading recommendation system: The mid‐curve calendar spread case. (2019). Koshiyama, Adriano S ; Treleaven, Philip ; Firoozye, Nikan.
    In: Intelligent Systems in Accounting, Finance and Management.
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  162. Is the Nigerian Stock Market Efficient? Pre and Post 2007-2009 Meltdown Analysis. (2019). Idowu, Abdulkadir Rihanat ; Ibraheem, Nageri Kamaldeen.
    In: Studia Universitatis „Vasile Goldis” Arad – Economics Series.
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  163. Industry Competition and Common Stock Returns. (2019). Wei, Long ; Chamil, Senarathne.
    In: Management Sciences. Nauki o Zarz?dzaniu.
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  164. Market-to-Book Ratio and Creative Industries– Example of Polish Video Games Developers. (2019). Rafa, Rydzewski.
    In: Economics and Culture.
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  165. On the efficiency of racetrack betting market: a new test for the favourite-longshot bias. (2019). Jeong, Jinook ; Ro, Yoon Jae ; Kim, Jee Young.
    In: Applied Economics.
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  166. From standard to evolutionary finance: a literature survey. (2019). Holtfort, Thomas.
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  167. Which sentiments do US investors follow when trading ADRs?. (2019). Ladd, Dana ; Alhaj-Yaseen, Yaseen S.
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  168. Informational efficiency and price reaction within in-play prediction markets. (2019). Singleton, Carl ; De Angelis, Luca ; Angelini, Giovanni.
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  169. Aggregate performance evaluation of US Equity Mutual Funds - Explaining the performance of Growth Funds vs. Value Funds.. (2019). Qureshi, Madeeha Gohar ; Qayyum, Unbreen ; Anjum, Sohail.
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  170. On the informational market efficiency of the worldwide sovereign credit default swaps. (2019). Hmaied, Dorra ; Peretti, Christian ; Sabkha, Saker.
    In: Journal of Asset Management.
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  171. Analyzing Short Term Momentum Effect on Stock Market of Hong Kong. An Empirical Case Study. (2019). Imran, Zulfiqar Ali ; Birau, Ramona ; Spulbar, Cristi.
    In: Ovidius University Annals, Economic Sciences Series.
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  172. The effect of experts’ and laypeople’s forecasts on others’ stock market forecasts. (2019). Huber, Christoph ; Hueber, Laura.
    In: OSF Preprints.
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  173. A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA. (2019). Iyke, Bernard Njindan.
    In: Bulletin of Monetary Economics and Banking.
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  174. A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA. (2019). Iyke, Bernard Njindan.
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  175. Did Tom Brady Save the US stock market? Market Anomaly or Market Efficiency?. (2019). Amoateng, Kofi A.
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  176. The Efficient Market Hypothesis and Rational Expectations. How Did They Meet and Live (Happily?) Ever After. (2019). Sergi, Francesco ; Delcey, Thomas.
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  177. International Financial Markets. (2019). Saglio, Sophie ; Sanhaji, Bilel ; Guerreiro, David ; Goutte, Stéphane ; Chevallier, Julien.
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  178. The Efficient Market Hypothesis and Rational Expectations. How Did They Meet and Live (Happily?) Ever After. (2019). Sergi, Francesco ; Delcey, Thomas.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  179. Stock Investment and Excess Returns: A Critical Review in the Light of the Efficient Market Hypothesis. (2019). Ul, Qurat ; Yousaf, Tahir ; Ying, Qianwei ; Rasheed, Muhammad Shahid ; Akhtar, Yasmeen.
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  180. Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda.
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  181. Modelling Minskyan financial cycles with fundamentalist and extrapolative price strategies: An empirical analysis via the Kalman filter approach.. (2019). Gusella, Filippo.
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  182. Price volatility of agricultural land in Poland in the context of the European Union. (2019). Bedycka-Borawska, Aneta ; Borawski, Piotr ; Dunn, James W ; Jankowski, Krzysztof Jozef ; Szymaska, Elbieta Jadwiga.
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  183. The effect of experts’ and laypeople’s forecasts on others’ stock market forecasts. (2019). Hueber, Laura ; Huber, Jurgen.
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  184. The behaviour of betting and currency markets on the night of the EU referendum. (2019). LINTON, OLIVER ; Auld, Tom.
    In: International Journal of Forecasting.
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  185. The global equity premium revisited: What human rights imply for assets purchasing power. (2019). Ronn, Ehud I ; Biakowski, Jdrzej.
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  186. Russian gas exchange: A new indicator of market efficiency and competition or the instrument of monopolist?. (2019). Tukpetov, Pavel ; Parsegov, Sergei G ; Talipova, Aminam.
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  187. Predicting the direction of stock market prices using tree-based classifiers. (2019). Kar, Saibal ; Dey, Sudeepa Roy ; Khaidem, Luckyson ; Saha, Snehanshu ; Basak, Suryoday.
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  188. A CRITICAL THEORETICAL ANALYSIS ON THE IMPLICATIONS OF EFFICIENT MARKET HYPOTHESIS (EMH). (2019). Loredana, Minea Elena.
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  189. THE CAC 40 INDEX’S REACTION TO TERRORIST ATTACKS: THE CASE OF CHARLIE HEBDO. (2019). El, Khoury Rim.
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  190. The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis. (2019). Guidolin, Massimo ; Petrova, Milena ; Pedio, Manuela.
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  191. A Rational Finance Explanation of the Stock Predictability Puzzle. (2019). Fabozzi, Frank J ; Rachev, Svetlozar T ; Shirvani, Abootaleb.
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  192. HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction. (2019). Kang, Jaewoo ; Kim, Jinkyu ; Lee, Sanghoon ; Jeong, Minbyul ; Ho, Chan.
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  193. Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives in Random Bernoulli Sequences. (2019). Romano, Joseph P ; Ritzwoller, David M.
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  194. Inefficiency of the Brazilian Stock Market: the IBOVESPA Future Contracts. (2019). , Paulo ; Rocha, Tarcisio M.
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  195. Designing an Optimal Portfolio for Irans Stock Market with Genetic Algorithm using Neural Network Prediction of Risk and Return Stocks. (2019). Barazandeh, Babak ; Fekri, Masoud.
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  196. Global Stock Market Prediction Based on Stock Chart Images Using Deep Q-Network. (2019). Kang, Jaewoo ; Koh, Yookyung ; Kim, Raehyun ; Lee, Jinho.
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  197. Discovering Language of the Stocks. (2019). Lavbivc, Dejan ; Povzenel, Marko.
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  198. The Evolution of Security Prices Is Not Stochastic but Governed by a Physicomathematical Law. (2019). Tzara, Wally.
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  199. Textual Sentiment and Sector specific reaction. (2018). Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Bommes, Elisabeth.
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  200. Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka.
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  201. Asymmetric Risk Impacts of Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Laurila, Hannu ; Ilomaki, Jukka.
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  202. Simple Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, Hannu ; Ilomaki, Jukka.
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  203. An Algorithm Exploiting Episodes of Inefficient Asset Pricing to Derive a Macro-Foundation Scaled Metric for Systemic Risk: A Time-Series Martingale Representation. (2018). Booser, Richard W.
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  204. Required and obtained equity returns in privately held businesses: the impact of family nature—evidence before and after the global economic crisis. (2018). Martinez, Maria J ; Rojo, Alfonso A.
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  205. Herding behavior in Ramadan and financial crises: the case of the Pakistani stock market. (2018). Yousaf, Imran ; Ali, Syed Zulfiqar.
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  206. TESTING WEAK FORM OF STOCK MARKET EFFICIENCY AT THE MACEDONIAN STOCK EXCHANGE. (2018). Angelovska, Julijana.
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  207. How much information is incorporated in financial asset prices? Experimental Evidence. (2018). Siemroth, Christoph ; Page, Lionel.
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  208. Divulgações de informações e o efeito no retorno de ações da maior empresa de educação listada na B3 (Brasil, Bolsa, Balcão).. (2018). Gomes, Liliane Vicentina ; de Souza, Mauricio Ferreira ; Silva, Cristiane Lana ; Dos, Jose Odalio.
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  209. Who Feels the Nudge? Knowledge, Self-Awareness and Retirement Savings Decisions. (2018). Robinson, David ; Anderson, Anders.
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  210. The behaviour of betting and currency markets on the night of the EU referendum. (2018). LINTON, OLIVER ; Auld, Tom.
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  211. Testing Calendar Effects of International Equity and Real Estate Markets. (2018). Kwan, KA.
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  212. The behaviour of betting and currency markets on the night of the EU referendum. (2018). LINTON, OLIVER ; Auld, Tom.
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  213. Dynamics of Stock Prices and Market Efficiency. (2018). Cunha, Antonio Andre ; Silva, Carla Renata.
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  214. Market Timing with Moving Averages. (2018). McAleer, Michael ; Ilomäki, Jukka ; Laurila, Hannu ; Ilomaki, Jukka.
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  215. Sustainability and Ethics in the Process of Price Determination in Financial Markets: A Conceptual Analysis. (2018). Tarrazon-Rodon, Maria-Antonia ; Montllor-Serrats, Joan ; Bosch-Badia, Maria-Teresa.
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  216. Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Ilomäki, Jukka ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka.
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  217. The Value Effect of Financial Reform on U.K. Banks and Insurance Companies. (2018). Shenai, Vijay ; Parise, Teresa Valeria.
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  218. Buy and Hold in the New Age of Stock Market Volatility: A Story about ETFs. (2018). Sanderson, Rohnn ; Lumpkin-Sowers, Nancy L.
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  219. Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Ilomäki, Jukka ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka.
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  220. Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., .
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  221. Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., .
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  222. Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, H ; Ilomaki, J.
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  223. Simple Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, H ; Ilomaki, J.
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  224. Credit market Jitters in the course of the financial crisis: A permutation entropy approach in measuring informational efficiency in financial assets. (2018). Siokis, Fotios M.
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  225. Supply chain contamination: An exploratory approach on the collateral effects of negative corporate events. (2018). Nunes, Mauro Fracarolli.
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  226. Fractality in market risk structure: Dow Jones Industrial components case. (2018). Krištoufek, Ladislav.
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  227. Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets. (2018). Pianese, Augusto ; Bianchi, Sergio.
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  228. Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations. (2018). Schwandt, Hannes.
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  229. Stock market undervaluation of resource redeployability. (2018). Sakhartov, Arkadiy V.
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  230. Quantification of market efficiency based on informational-entropy. (2018). Rothenstein, Roland .
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  231. Leveraging Financial News for Stock Trend Prediction with Attention-Based Recurrent Neural Network. (2018). Liu, Huicheng.
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  232. A Machine Learning-based Recommendation System for Swaptions Strategies. (2018). Treleaven, Philip ; Firoozye, Nick ; Koshiyama, Adriano Soares.
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  233. A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality. (2018). Trimborn, Torsten.
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  234. Social Network based Short-Term Stock Trading System. (2018). Elahi, Mehdi ; Maggioni, Alberto ; Mazzoni, Luca ; Pagano, Roberto ; Poli, Alessandro ; Francalanci, Chiara ; Cremonesi, Paolo .
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  235. SABCEMM-A Simulator for Agent-Based Computational Economic Market Models. (2018). Frank, Martin ; Pabich, Emma ; Beikirch, Max ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten.
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  238. On the Efficiency of Racetrack Betting Market: A New Test for the Favorite-Longshot Bias. (2017). Kim, Jee Young ; Jeong, Jinook ; Ro, Yoon Jae .
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  239. Technological bias at the exchange rate market. (2017). Bajo, Javier ; Galeshchuk, Svitlana.
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  240. The effect of malicious manipulations on prediction market accuracy. (2017). Obrien, Fergal ; Buckley, Patrick.
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  241. Oil price effects over individual Portuguese stock returns. (2017). Teixeira, Rui F ; Vieira, Elisabete S ; Madaleno, Mara.
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  242. Profitability of Volume-based Momentum and Contrarian Strategies in the Indian Stock Market. (2017). .
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  243. Pourrions-nous utiliser lEuribor comme taux de rendement sans risque dans la région Arabe ?. (2017). BENDOB, ALI ; Benahmed-Daho, Rachida .
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  244. On the relation between economic bubbles and effort gaps between sellers and buyers: An experimental study. (2017). Zahavi, Gal ; Kauffmann, Amitay ; Yechiam, Eldad.
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  245. Improved mutual fund investment choice architecture. (2017). Parker, Katie ; Stirling, Philip Warren.
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  246. Is There a Causal Relationship Between Financial Markets in Asia and the US?. (2017). Bhunia, Amalendu ; Yaman, Devrim .
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  247. Corporate Social Responsibility, Shariah-Compliance, and Earnings Quality. (2017). Jaafar, Aziz ; Alsaadi, Abdullah ; Ebrahim, Shahid M.
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  248. Company Size Effect in the Stock Market of Thailand. (2017). Alfonso, Gerardo Gerry.
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  249. Are Professional Investment Managers Skilled? Evidence from Syndicated Loan Portfolios. (2017). Mahlmann, Thomas ; Liebscher, Roberto.
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  250. Wisdom of the institutional crowd. (2017). Challet, Damien ; Gualdi, Stanislao ; Primicerio, Kevin.
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  251. Stop losses momentum strategy: From profit maximization to risk control under White’s Bootstrap Reality Check. (2017). Nazarov, Nikolai ; Teplova, Tamara ; Mikova, Evgeniya .
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  252. Sentiment and stock market volatility revisited: A time–frequency domain approach. (2017). Dash, Saumya Ranjan ; Maitra, Debasish.
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  253. The Gap Effect on the Brazilian Exchange. (2017). Ceretta, Paulo Sergio ; Da costa, Alexandre Silva .
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  254. The Global Equity Premium Revisited: What Human Rights Imply for Assets’ Purchasing Power. (2017). Ronn, Ehud I ; Biakowski, Jdrzej.
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  255. The Behaviour of Betting and Currency Markets on the Night of the EU Referendum. (2017). LINTON, OLIVER ; Auld, T.
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  256. The Share Price Effect of CVS Health’s Announcement to Stop Selling Tobacco: A Comparative Case Study Using Synthetic Controls. (2017). Bauhoff, Sebastian ; Andersen, Martin ; Sebastian, Bauhoff ; Martin, Andersen .
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  257. Inefficient Debate. The EMH, the “Remarkable Error” and a Question of Point of View. (2017). Jacques-Olivier, Charron.
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  258. Wisdom of the institutional crowd. (2017). Challet, Damien ; Primicerio, Kevin ; Gualdi, Stanislao.
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  259. A Theory of Market Efficiency. (2017). Rao, Anup .
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  260. Law on the Market? Abnormal Stock Returns and Supreme Court Decision-Making. (2017). Bommarito, Michael ; Chen, James Ming ; Soellinger, Tyler ; Katz, Daniel Martin .
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  261. Herding, minority game, market clearing and efficient markets in a simple spin model framework. (2016). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vovrda, Miloslav S ; Kristoufek, Ladislav.
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  262. RATIONAL LEARNING FOR RISK-AVERSE INVESTORS BY CONDITIONING ON BEHAVIORAL CHOICES. (2016). Caporin, Massimiliano ; Costola, Michele.
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  263. The co-evolution of tax evasion, social capital and policy responses: A theoretical approach. (2016). Lorenzetti, Lorenza ; Bonatti, Luigi.
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  264. Taxing financial transactions in fundamentally heterogeneous markets. (2016). Molinari, Massimo ; Gaffeo, Edoardo.
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  265. The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach. (2016). Noda, Akihiko ; Ito, Mikio ; Wada, Tatsuma .
    In: Applied Economics.
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  266. What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary. (2016). Righi, Simone ; Biondi, Yuri.
    In: Journal of Economic Interaction and Coordination.
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  267. Testing market efficiency on the Johannesburg Stock Exchange using the overlapping serial test. (2016). Rajaratnam, Kanshukan ; Noakes, Michael A.
    In: Annals of Operations Research.
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  268. Taxing financial transactions in fundamentally heterogeneous markets. (2016). Molinari, Massimo ; Gaffeo, Edoardo.
    In: Working Papers.
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  269. Modelling the Paradox in Stock Markets by Variance Ratio Volatility Estimator that Utilises Extreme Values of Asset Prices. (2016). .
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  270. Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility. (2016). Ching, Grace Lee ; Cheong, Chin Wen ; Cherng, Lee Min .
    In: Journal for Economic Forecasting.
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  271. The Impact of Momentum Factors on Multi Asset Portfolio. (2016). Isiksal, Aliya Zhakanova ; Backhaus, Achim .
    In: Journal for Economic Forecasting.
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  272. CAN DEEP MACHINE LEARNING OUTSMART THE MARKET? A COMPARISON BETWEEN ECONOMETRIC MODELLING AND LONG- SHORT TERM MEMORY. (2016). Dezsi, Eva ; Nistor, Ioan Alin .
    In: Romanian Economic Business Review.
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  273. Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
    In: MPRA Paper.
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  274. Potential Climate Risks in Financial Markets: A Literature Overview. (2016). Hjort, Ingrid .
    In: Memorandum.
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  275. Non gaussian returns: which impact on default options retirement plans?. (2016). Legros, Florence ; Hamayon, Stephane ; Yannick, Pradat.
    In: Working Papers.
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  276. Gold, currencies and market efficiency. (2016). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Vosvrda, Miloslav .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:449:y:2016:i:c:p:27-34.

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  277. Using Rényi parameter to improve the predictive power of singular value decomposition entropy on stock market. (2016). Jiang, Jiaqi ; Gu, Rongbao .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:448:y:2016:i:c:p:254-264.

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  278. Are natural gas spot and futures prices predictable?. (2016). Smyth, Russell ; Mishra, Vinod.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:54:y:2016:i:c:p:178-186.

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  279. Harnessing the wisdom of crowds: Decision spaces for prediction markets. (2016). Buckley, Patrick.
    In: Business Horizons.
    RePEc:eee:bushor:v:59:y:2016:i:1:p:85-94.

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  280. A Critical Review of the Main Approaches on Financial Market Dynamics Modelling. (2015). LUCIAN, PASCA .
    In: Journal of Heterodox Economics.
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  281. Equity Prices and Cartel Activity. (2015). Bianconi, Marcelo ; Yuan, Heng ; Richards, Dan.
    In: Discussion Papers Series, Department of Economics, Tufts University.
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  282. The political economy of the euro areas sovereign debt crisis: introduction to the special issue of the Review of International Political Economy. (2015). Quaglia, Lucia ; Howarth, David.
    In: Review of International Political Economy.
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  283. Emergence of statistically validated financial intraday lead-lag relationships. (2015). Mantegna, Rosario ; Curme, Chester ; Kenett, Dror Y ; Stanley, Eugene H ; Tumminello, Michele.
    In: Quantitative Finance.
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  284. The capital asset pricing model in economic perspective. (2015). Dawson, Peter.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:6:p:569-598.

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  285. On the accuracy of Blue Chip forecasts of interest rates and country risk premiums. (2015). kaya, ilker ; Arzaghi, Mohammad ; Baghestani, Hamid.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:2:p:113-122.

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  286. Assessing Market Risk of Indian Index Funds. (2015). .
    In: Global Business Review.
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  287. 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.
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  288. The Efficient Market Conjecture. (2015). Howden, David ; Campos, Ricardo Emanuel .
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  289. Quantitative Easing in Japan and the UK An Econometric Evaluation of the Impacts of Unconventional Monetary Policy on the Returns of Aggregate Output and Price Levels. (2015). Troug, Haytem ; Murray, Matt.
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  290. Crisis Determination and Financial Contagion: An Analysis of the Hong Kong and Tokyo Stock Markets using an MSBVAR Approach. (2015). Troug, Haytem ; Murray, Matt.
    In: MPRA Paper.
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  291. A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models. (2015). Muteba Mwamba, John Weirstrasd ; Bonga-Bonga, Lumengo.
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  292. APPLICATION OF MARKET VALUATION MODELS IN PORTFOLIO MANAGEMENT. (2015). PASTOR, Damian ; Vajda, Viliam ; Sabol, Tomas ; Kovac, Viliam ; Kisela, Pavel .
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    RePEc:pcz:journl:v:12:y:2015:i:1:p:154-165.

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  293. Stationarity and persistence of the term premia in the Polish money market. (2015). Markun, Micha ; Mospan, Anna .
    In: NBP Working Papers.
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  294. A theoretical foundation of portfolio resampling. (2015). Frahm, Gabriel.
    In: Theory and Decision.
    RePEc:kap:theord:v:79:y:2015:i:1:p:107-132.

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  295. Level of efficiency in the UK equity market: empirical study of the effects of the global financial crisis. (2015). Choudhry, Taufiq ; Jayasekera, Ranadeva.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:44:y:2015:i:2:p:213-242.

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  296. Is the sovereign debt market efficient? Evidence from the US and German sovereign debt markets. (2015). Richter, Christian ; Fakhry, Bachar.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:12:y:2015:i:3:p:339-357.

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  297. The semi-strong efficiency debate: In search of a new testing framework. (2015). Serati, Massimiliano ; Ziliotto, Arianna .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:34:y:2015:i:c:p:412-438.

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  298. Compliance costs and disclosure requirement mandates: Some evidence. (2015). Fogel, Kathy ; Torres-Spelliscy, Ciara ; Feng, Nancy Chun ; El-Khatib, Rwan.
    In: Research in Accounting Regulation.
    RePEc:eee:reacre:v:27:y:2015:i:1:p:83-87.

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  299. Time-varying long term memory in the European Union stock markets. (2015). Tabak, Benjamin ; Sensoy, Ahmet ; Åžensoy, Ahmet.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:436:y:2015:i:c:p:147-158.

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  300. Comparing consumption-based asset pricing models: The case of an Asian city. (2015). Leung, Charles ; Kwan, Yum K. ; Dong, Jinyue ; Leung, Charles Ka Yui, .
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:28:y:2015:i:c:p:18-41.

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  301. Private information and sunspots in sequential asset markets. (2015). Wang, Pengfei ; Benhabib, Jess.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pb:p:558-584.

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  302. Hot hand and gamblers fallacy in teams: Evidence from investment experiments. (2015). Lindner, Florian ; Kirchler, Michael ; Huber, Jurgen ; Stockl, Thomas.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:117:y:2015:i:c:p:327-339.

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  303. Determinants of money flows into investment trusts in Japan. (2015). Shinozawa, Yoshikatsu ; Vivian, Andrew.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:37:y:2015:i:c:p:138-161.

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  304. The financial econometrics of price discovery and predictability. (2015). Smyth, Russell ; Narayan, Seema.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:380-393.

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  305. Performance and performance persistence of socially responsible investment funds in Europe and North America. (2015). Smyth, Russell ; Lean, Hooi Hooi ; Ang, Wei Rong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:254-266.

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  306. Predictability dynamics of Islamic and conventional equity markets. (2015). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet ; Aras, Guler.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:31:y:2015:i:c:p:222-248.

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  307. Sustaining diversity in social and environmental accounting research. (2015). Roberts, Robin W ; Wallace, Dana M.
    In: CRITICAL PERSPECTIVES ON ACCOUNTING.
    RePEc:eee:crpeac:v:32:y:2015:i:c:p:78-87.

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  308. CHOOSING AMONG ALTERNATIVE LONG-RUN EVENT-STUDY TECHNIQUES. (2015). Dionysiou, Dionysia.
    In: Journal of Economic Surveys.
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  309. Risk in Accounting. (2015). Sunder, Shyam.
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  310. Ownership Concentration and Cross-Autocorrelation in Portfolio Returns. (2015). Ishtiaq, Qamar ; Abdullah, Fahad .
    In: Business & Economic Review.
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  311. Gold, currencies and market efficiency. (2015). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav .
    In: Papers.
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  312. Bank Networks from Text: Interrelations, Centrality and Determinants. (2015). Sarlin, Peter ; Ronnqvist, Samuel .
    In: Papers.
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  313. What are Production Determinants of Bioeconomy?. (2015). MacIejczak, Mariusz.
    In: Problems of World Agriculture / Problemy Rolnictwa Åšwiatowego.
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  314. On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach. (2014). Nguyen, Duc Khuong ; Aloui, Chaker.
    In: Applied Economics.
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  315. The National Football League Wagering Market. (2014). .
    In: Journal of Sports Economics.
    RePEc:sae:jospec:v:15:y:2014:i:4:p:365-384.

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  316. Comparing Consumption-based Asset Pricing Models: The Case of an Asian City. (2014). Leung, Charles ; Dong, Jinyue ; Kwan, Yum K. ; Leung, Charles Ka Yui, .
    In: MPRA Paper.
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  317. Testing for weak-form efficiency of Crude Palm Oil Spot and Futures Markets: New Evidence from a GARCH Unit Root Test with Multiple Structural Breaks. (2014). Smyth, Russell ; Lean, Hooi Hooi.
    In: MPRA Paper.
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  318. Performance and Performance Persistence of Socially Responsible Investment Funds in Europe and North America. (2014). Smyth, Russell ; Lean, Hooi Hooi ; Ang, Wei Rong.
    In: MPRA Paper.
    RePEc:pra:mprapa:59119.

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  319. Fractional Integration of the Price-Dividend Ratio in a Present-Value Model.. (2014). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam.
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  320. Analysis of the Lead-Lag Relationship on South Africa capital market. (2014). Gazda, Vladimír ; Horvath, Denis ; Grof, Marek ; Reovsk, Marcel .
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  321. Studying the Validity of the Efficient Market Hypothesis (EMH) in the Egyptian Exchange (EGX) after the 25th of January Revolution. (2014). Kamal, Mona.
    In: MPRA Paper.
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  322. Markowitz efficiency and size effect: evidence from the UK stock market. (2014). Gao, Simon ; Hwang, Tienyu ; Owen, Heather .
    In: Review of Quantitative Finance and Accounting.
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  323. The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market. (2014). Perlin, Marcelo ; Dufour, Alfonso ; Brooks, Chris.
    In: Annals of Finance.
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  324. Are Islamic equity indices more efficient than their conventional counterparts ? Evidence from major global index families. (2014). Teulon, Frédéric ; EL KHAMLICHI, ABDELBARI ; Humayun, Kabir Sarkar ; Arouri, Mohamed.
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  325. Are Islamic equity indices more efficient than their conventional counterparts ? Evidence from major global index families. (2014). El Khalichi, Abdelbari ; Arouri, Mohamed ; Humayun, Kabir Sarkar ; Teulon, Frdric .
    In: Working Papers.
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  326. The Complex Relationship between Corporate Management, Stakeholders and Accounting. (2014). Quinn, Edwin .
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:4:y:2014:i:3:p:80-88.

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  327. Speculative dynamics and price behavior in the Shanghai Stock Exchange. (2014). Koutmos, Dimitrios ; Song, Wei.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:31:y:2014:i:c:p:74-86.

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  328. Carbon and energy prices under uncertainty: A theoretical analysis of fuel switching with heterogenous power plants. (2014). Bertrand, Vincent.
    In: Resource and Energy Economics.
    RePEc:eee:resene:v:38:y:2014:i:c:p:198-220.

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  329. Access to finance, working capital management and company value: Evidences from Brazilian companies listed on BM&FBOVESPA. (2014). de Almeida, Juliano Ribeiro .
    In: Journal of Business Research.
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  330. Commodity futures and market efficiency. (2014). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav .
    In: Energy Economics.
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  331. Random walk analysis with multiple structural breaks: Case study in emerging market of S&P BSE sectoral indices stocks. (2014). Sheelapriya, G. ; Murugesan, R..
    In: Asian Journal of Empirical Research.
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  332. 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.
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  333. Contextual and Structural Representations of Market-mediated Economic Value. (2014). Alicea, Bradly.
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  334. Behavioral Finance and Agent Based Model: the new evolving discipline of quantitative behavioral finance ?. (2014). Sorropago, Concetta.
    In: DIAG Technical Reports.
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  335. The theory of reflexivity: A non-stochastic randomness theory for business schools only?. (2013). Ehnts, Dirk ; alvarez, Miguel Carrion .
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  336. Herding Behaviour, Bubbles and Log Periodic Power Laws in Illiquid Stock Markets. A Case Study on the Bucharest Stock Exchange. (2013). Nijkamp, Peter ; Pele, Daniel Traian ; Mazurencu-Marinescu, Miruna .
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  337. Effect of Fiscal Policy Shocks in Brazil. (2013). Nkrumah, Kwabena Meneabe.
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  338. Bounded rationality:psychology, economics and the financial crises. (2013). Schiliro', Daniele.
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  339. Effect of Fiscal Policy Shocks in Brazil. (2013). Nkrumah, Kwabena.
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  340. Economic Downturn and Efficient Market Hypothesis: Lessons so Far for Ghana. (2013). Sarpong, David ; Agbodohu, William ; Winful, Ernest C..
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  341. 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 .
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  342. Assessing Municipal Bond Default Probabilities. (2013). Joffe, Marc ; Holian, Matthew.
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  343. New Testing Procedures to Assess Market Efficiency with Trading Rules. (2013). Bell, Peter ; Peter, Bell .
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  344. Effect Of Fiscal Policy Shocks In Brazil. (2013). Ackon, Kwabena.
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  345. Financial Bubbles, Common Knowledge and Alternative Accounting Regimes: An Experimental Analysis of Artificial Spot Security Markets. (2013). Biondi, Yuri ; Bensimhon, Larry .
    In: The Japanese Accounting Review.
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  346. Corporate campaign contributions and abnormal stock returns after presidential elections. (2013). Kirchler, Michael ; Huber, Jurgen.
    In: Public Choice.
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  347. Information asymmetry and monitoring in equity private placements. (2013). Liang, Hsiao-Chen ; Jang, Woan-Yuh .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:53:y:2013:i:4:p:460-475.

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  348. Measuring capital market efficiency: Global and local correlations structure. (2013). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Vosvrda, Miloslav .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:1:p:184-193.

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  349. Towards an efficient stock market: Empirical evidence from the Indian market. (2013). Majumder, Debasish .
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:35:y:2013:i:4:p:572-587.

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  350. On the efficiency of the UPREIT organizational form: Implications for the subprime crisis and CDOs. (2013). Ebrahim, M. Shahid ; Mathur, Ike.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:85:y:2013:i:c:p:286-305.

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  351. Forecasting the size premium over different time horizons. (2013). Zakamulin, Valeriy.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:3:p:1061-1072.

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  352. Do efforts on energy saving enhance firm values? Evidence from Chinas stock market. (2013). Ye, Dezhu ; Liu, Shasha ; Kong, Dongmin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:360-369.

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  353. Pattern of fluctuations in the exchange rate change from fixed to floating, in Brazil, Argentina and Mexico. (2013). da Silva, Marcus F..
    In: Economics Bulletin.
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  354. Carbon and energy prices under uncertainty: A theoretical analysis of fuel switching with non-equally efficient power plants. (2013). Bertrand, Vincent.
    In: Working Papers.
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  355. Modeling of Emission Allowance Markets: A Literature Review. (2013). Bertrand, Vincent.
    In: Working Papers.
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  356. Simultaneity, Forecasting and Profits in London Copper Futures. (2013). Goss, Barry A. ; Avsar, Gulay S..
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:52:y:2013:i:2:p:79-96.

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  357. Modeling of Stock Returns and Trading Volume. (2013). Kaizoji, Taisei.
    In: Papers.
    RePEc:arx:papers:1309.2416.

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  358. From Text to Bank Interrelation Maps. (2013). Sarlin, Peter ; Ronnqvist, Samuel .
    In: Papers.
    RePEc:arx:papers:1306.3856.

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  359. Eine kurze Ideengeschichte der Kapitalmarkttheorie: Fundamentaldatenanalyse, Effizienzmarkthypothese und Behavioral Finance. (2012). Will, Matthias Georg.
    In: Discussion Papers.
    RePEc:zbw:mlucee:20124.

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  360. Asymmetric causality tests with an application. (2012). Hatemi-J, Abdulnasser ; Abdulnasser Hatemi-J, .
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:1:p:447-456.

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  361. FROM EFFICIENT MARKET HYPOTHESIS TO BEHAVIOURAL FINANCE: CAN BEHAVIOURAL FINANCE BE THE NEW DOMINANT MODEL FOR INVESTING?. (2012). KONSTANTINIDIS, Anastasios ; VOUTSA, Maria Eleni ; BOROVAS, George ; KATARACHIA, Androniki .
    In: Scientific Bulletin - Economic Sciences.
    RePEc:pts:journl:y:2012:i:2:p:16-26.

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  362. Day of the week effect in central European stock markets. (2012). Stavarek, Daniel ; Heryan, Tomas.
    In: MPRA Paper.
    RePEc:pra:mprapa:38431.

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  363. Cash Flow Volatility, Prices and Price Volatility: An Experimental Study. (2012). Yavas, Abdullah ; Ikromov, Nuriddin .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:44:y:2012:i:1:p:203-229.

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  364. Weather, investor irrationality and day-of-the-week anomaly: case of Indonesia. (2012). Hooy, Chee-Wooi ; Brahmana, Rayenda ; Ahmad, Zamri.
    In: Journal of Bioeconomics.
    RePEc:kap:jbioec:v:14:y:2012:i:2:p:129-146.

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  365. Using a Differential Evolutionary Algorithm to Test the Efficient Market Hypothesis. (2012). Simmons, Phillip.
    In: Computational Economics.
    RePEc:kap:compec:v:40:y:2012:i:4:p:377-385.

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  366. Volatility Estimation and Stock Price Prediction in the Nigerian Stock Market. (2012). Gabriel, AJAO Mayowa ; Ugochukwu, WEMAMBU Mary .
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:3:y:2012:i:1:p:2-14.

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  367. Informational Efficiency of the EU ETS market – a study of price predictability and profitable trading. (2012). Remes (née Aatola), Piia ; Ollikka, Kimmo ; Ollikainen, Markku.
    In: Working Papers.
    RePEc:fer:wpaper:28.

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  368. Rating Government Bonds: Can We Raise Our Grade?. (2012). Joffe, Marc.
    In: Econ Journal Watch.
    RePEc:ejw:journl:v:9:y:2012:i:3:p:350-365.

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  369. Impact of uncertainty in expected return estimation on stock price volatility. (2012). JEREN, BRANKO ; Kostanjcar, Zvonko ; Juretic, Zeljan .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:22:p:5563-5571.

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  370. Performance of technical analysis in growth and small cap segments of the US equity market. (2012). Shynkevich, Andrei.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:193-208.

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  371. Financial crises in efficient markets: How fundamentalists fuel volatility. (2012). Szafarz, Ariane.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:105-111.

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  372. How market efficiency and the theory of storage link corn and ethanol markets. (2012). Irwin, Scott ; Hayes, Dermot ; Mallory, Mindy.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:6:p:2157-2166.

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  373. THE IMPACT OF BEHAVIORAL FINANCE ON STOCK MARKETS. (2012). Biru, Felicia Ramona .
    In: Annals - Economy Series.
    RePEc:cbu:jrnlec:y:2012:v:3:p:45-50.

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  374. Predicting Stock Returns Using a Variable Order Markov Tree Model. (2012). Irad, Ben-Gal ; Armin, Shmilovici .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:16:y:2012:i:5:p:1-33:n:1.

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  375. THE IMPLICATIONS OF LIQUIDITY CRISES IN THE CONTEXT OF EMERGING CAPITAL MARKET. (2012). Biru, Felicia Ramona .
    In: Revista Tinerilor Economisti (The Young Economists Journal).
    RePEc:aio:rteyej:v:1:y:20121:i:18:p:189-193.

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  376. Limitations of Granger Causality Analysis to assess the price effects from the financialization of agricultural commodity markets under bounded rationality. (2012). Grosche, Stephanie .
    In: Discussion Papers.
    RePEc:ags:ubfred:121868.

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  377. .

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  378. The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy. (2011). Crotty, James.
    In: UMASS Amherst Economics Working Papers.
    RePEc:ums:papers:2011-05.

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  379. The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy. (2011). Crotty, James.
    In: Working Papers.
    RePEc:uma:periwp:wp255.

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  380. Testing weak-form efficiency of exchange traded funds market. (2011). Rompotis, Gerasimos G..
    In: MPRA Paper.
    RePEc:pra:mprapa:36020.

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  381. Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza. (2011). Acuña-Duarte, Andrés ; Acua, Andres A. ; Pinto, Cristian F..
    In: MPRA Paper.
    RePEc:pra:mprapa:31301.

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  382. How Prediction Markets Can Save Event Studies. (2011). Zitzewitz, Eric ; Wolfers, Justin ; Snowberg, Erik.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16949.

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  383. How Prediction Markets Can Save Event Studies. (2011). Zitzewitz, Eric ; Wolfers, Justin ; Snowberg, Erik.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp5640.

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  384. Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability. (2011). Isakov, Dusan ; Marti, Didier .
    In: FSES Working Papers.
    RePEc:fri:fribow:fribow00421.

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  385. Market Efficiency within the German Stock Market: A Comparative Study of the Relative Efficiencies of the DAX, MDAX, SDAX and ASE Indices. (2011). Starcevic, Admin ; Rodgers, Timothy.
    In: International Econometric Review (IER).
    RePEc:erh:journl:v:3:y:2011:i:1:p:25-37.

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  386. Return behaviour in Africas emerging equity markets. (2011). ALAGIDEDE, PAUL.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:51:y:2011:i:2:p:133-140.

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  387. The information content of cash dividend announcements in a unique environment. (2011). Walter, Terry ; Al-Yahyaee, Khamis ; Pham, Toan M..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:3:p:606-612.

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  388. Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data. (2011). Lim, Kian-Ping ; Kim, Jae ; Shamsuddin, Abul.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:5:p:868-879.

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  389. How Prediction Markets can Save Event Studies. (2011). Zitzewitz, Eric ; Wolfers, Justin ; Snowberg, Erik.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3434.

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  390. GLOBAL ECONOMIC CRISIS AND STOCK MARKETS EFFICIENCY: EVIDENCE FROM SELECTED AFRICA COUNTRIES. (2011). Olusola, Ayinde Taofeek ; Tella, Sheriffdeen A. ; Celik, Saban ; Yinusa, Olumuyiwa G..
    In: Bogazici Journal, Review of Social, Economic and Administrative Studies.
    RePEc:boz:journl:v:25:y:2011:i:1:p:139-169.

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  391. The Inhibition of Usury (Riba An-Nasiah) and the Economic Underdevelopment of the Muslim World. (2011). Jaafar, Aziz ; Ebrahim, M. Shahid ; Salleh, Murizah Osman .
    In: Working Papers.
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  392. Econophysics: Bridges over a Turbulent Current. (2011). Chen, Shu-Heng ; Li, Sai-Ping.
    In: Papers.
    RePEc:arx:papers:1107.5373.

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  393. THE IMPACT OF THE ECONOMIC AND FINANCIAL CRISIS ON PENSION SYSTEMS IN THE EUROPEAN UNION. (2011). Militaru, Daniel Nicolae .
    In: Revista Tinerilor Economisti (The Young Economists Journal).
    RePEc:aio:rteyej:v:1:y:2011:i:17:p:15-19.

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  394. AN ANALYSIS OF WEAK-FORM EFFICIENCY ON THE BUCHAREST STOCK EXCHANGE. (2011). BIRAU, Felicia Ramona .
    In: Annals of University of Craiova - Economic Sciences Series.
    RePEc:aio:aucsse:v:3:y:2011:i:39:p:194-205.

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  395. THE PROBLEM OF MONEY ILLUSION IN ECONOMICS. (2010). Erber, Georg.
    In: Journal of Applied Economic Sciences.
    RePEc:ush:jaessh:v:5:y:2010:i:3(13)_fall2010:p:110.

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  396. Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach. (2010). Karadagli, Ece ; Omay, Nazli C..
    In: MPRA Paper.
    RePEc:pra:mprapa:27312.

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  397. The Problem of Money Illusion in Economics. (2010). Erber, Georg.
    In: MPRA Paper.
    RePEc:pra:mprapa:24246.

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  398. Introducing Anthropological Foundations of Economic Behavior, Organization, and Control. (2010). Amavilah, Voxi Heinrich.
    In: MPRA Paper.
    RePEc:pra:mprapa:22921.

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  399. Prior Alliances with Targets and Acquisition Performance in Knowledge-Intensive Industries. (2010). Zaheer, Akbar ; Banerjee, Sanjay ; Hernandez, Exequiel .
    In: Organization Science.
    RePEc:inm:ororsc:v:21:y:2010:i:5:p:1072-1091.

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  400. Partial knowledge is a dangerous thing - On the value of asymmetric fundamental information in asset markets. (2010). Kirchler, Michael.
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:31:y:2010:i:4:p:643-658.

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  401. The use of technical analysis by fund managers: International evidence. (2010). Menkhoff, Lukas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:11:p:2573-2586.

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  402. 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, .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:1:p:47-54.

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  403. Predictability of Asset Returns and the Efficient Market Hypothesis. (2010). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3116.

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  404. Return Chasing as a Driver in Individual Retirement Savings Investment Choices: Evidence from Australia. (2009). Gerrans, Paul ; Clark-Murphy, Marilyn ; Speelman, Craig .
    In: Journal of Family and Economic Issues.
    RePEc:kap:jfamec:v:30:y:2009:i:1:p:4-19.

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  405. Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm. (2009). Hauser, Shmuel.
    In: Computational Economics.
    RePEc:kap:compec:v:33:y:2009:i:2:p:131-154.

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  406. Three essays concerning agriculture and energy. (2009). Baker, Mindy Lyn.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:200901010800001849.

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  407. Long term memory in extreme returns of financial time series. (2009). Bunde, Armin ; Havlin, Shlomo ; Muchnik, Lev .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:19:p:4145-4150.

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  408. Identification through technical analysis: A study of charting and UK non-professional investors. (2009). Howorth, Carole ; Roscoe, Philip .
    In: Accounting, Organizations and Society.
    RePEc:eee:aosoci:v:34:y:2009:i:2:p:206-221.

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  409. Can diversification degree amplify momentum and contrarian anomalies ?. (2009). Ben Mhenni Haj Youssef, Houda, ; Sioud, Olfa Benouda ; Olfa Ben Ouda Sioud, ; El Moubarki, Lassad .
    In: Economics Papers from University Paris Dauphine.
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  410. Shareholder Value Maximization-Is There a Role for Corporate Social Responsibility?. (2009). Wallace, James ; Petty, William ; Martin, John.
    In: Journal of Applied Corporate Finance.
    RePEc:bla:jacrfn:v:21:y:2009:i:2:p:110-118.

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  411. Corporate campaign contributions and abnormal stock returns after presidential elections. (2008). Kirchler, Michael ; Huber, Jurgen.
    In: Working Papers.
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  412. Uma análise empírica de eficiência relativa nos mercados futuro e à vista de açúcar. (2008). Takeuchi, Rodrigo ; da Silva, Roseli.
    In: Working Papers.
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  413. Testing the efficiency of the Norwegian housing market. (2008). Larsen, Erling Roed ; Weum, Steffen.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:64:y:2008:i:2:p:510-517.

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  414. Is more information always better: Experimental financial markets with cumulative information. (2008). Sutter, Matthias ; Kirchler, Michael ; Huber, Jurgen.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:65:y:2008:i:1:p:86-104.

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  415. The First- and Second-Hand Effect of Analysts Stock Recommendations: Evidence from the Swiss Stock Market. (2008). Schmid, Markus ; Zimmermann, Heinz ; Schlumpf, Philipp M..
    In: European Financial Management.
    RePEc:bla:eufman:v:14:y:2008:i:5:p:962-988.

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  416. The performance of entrepreneurial companies post-listing on the New Zealand Stock Exchange. (2007). Gupta, Kartick ; Locke, Stuart M..
    In: Venture Capital.
    RePEc:taf:veecee:v:10:y:2007:i:1:p:87-110.

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  417. An analysis of private investors stock market return forecasts. (2007). Theissen, Erik.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:1:p:35-43.

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  418. International institutions and market expectations: Stock price responses to the WTO ruling on the 2002 U.S. steel tariffs. (2007). Jensen, Nathan.
    In: The Review of International Organizations.
    RePEc:spr:revint:v:2:y:2007:i:3:p:261-280.

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  419. Strategic asset allocation and market timing: a reinforcement learning approach. (2007). .
    In: Computational Economics.
    RePEc:kap:compec:v:29:y:2007:i:3:p:369-381.

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  420. Now you see it now you dont: The effectiveness of the recognition heuristic for selecting stocks. (2007). Andersson, Patric ; Rakow, Tim.
    In: Judgment and Decision Making.
    RePEc:jdm:journl:v:2:y:2007:i::p:29-39.

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  421. Model-free evaluation of directional predictability in foreign exchange markets. (2007). Hong, Yongmiao ; Chung, Jaehun.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:5:p:855-889.

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  422. 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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  423. `J-shaped returns to timing advantage in access to information - Experimental evidence and a tentative explanation. (2007). Huber, Jurgen.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:8:p:2536-2572.

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  424. The Power of Governance in Financial Relationships: Governing Tensions in Exotic Infrastructure Territory. (2007). TORRANCE, MORAG I..
    In: Growth and Change.
    RePEc:bla:growch:v:38:y:2007:i:4:p:671-695.

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  425. Asymmetric Stationarity in National Stock Market Indices: An MTAR Analysis. (2006). Self, James.
    In: The Journal of Business.
    RePEc:ucp:jnlbus:v:79:y:2006:i:6:p:3153-3174.

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  426. A Broad-Spectrum Computational Approach for Market Efficiency. (2006). Brandouy, Olivier.
    In: Computing in Economics and Finance 2006.
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  427. Application of machine learning to short-term equity return prediction. (2006). Nuttall, John ; Ling, Charles ; Yan, Robert.
    In: MPRA Paper.
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  428. Asset allocation approach to understanding stock market dynamics. (2006). Nuttall, John.
    In: MPRA Paper.
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  429. Can feedback from the jumbo CD market improve bank surveillance?. (2006). Gilbert, R. ; Vaughan, Mark D. ; Meyer, Andrew P..
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2006:i:spr:p:135-175:n:v.92no.2.

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  430. Intangible capital in the pharmaceutical and chemical industry. (2006). Klock, Mark ; Gleason, Katherine I..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:46:y:2006:i:2:p:300-314.

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  431. An analysis of private investors stock market return forecasts. (2005). Theissen, Erik.
    In: CFR Working Papers.
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  432. Essays on firm growth and value creation. (2005). Piaskowska, D..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:89053610-79c6-4c52-9d1c-64b7d8e8e973.

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  433. Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models. (2005). Smyth, Russell ; Narayan, Paresh.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:8:p:547-556.

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  434. Boom or Bubble in the US Real Estate Market?. (2005). Belke, Ansgar ; Wiedmann, Marcel .
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
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  435. Asymmetric information and the lack of international portfolio diversification. (2005). Hatchondo, Juan.
    In: Working Paper.
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  436. Alternative Methods for Projecting Equity Returns: Implications for Evaluating Social Security Reform Proposals. (2005). Sabelhaus, John.
    In: Risk Management and Insurance Review.
    RePEc:bla:rmgtin:v:8:y:2005:i:1:p:43-63.

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  437. Reflections on the Efficient Market Hypothesis: 30 Years Later. (2005). Malkiel, Burton G..
    In: The Financial Review.
    RePEc:bla:finrev:v:40:y:2005:i:1:p:1-9.

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  438. The Profitability of Technical Trading Rules in US Futures Markets: A Data Snooping Free Test. (2005). Irwin, Scott ; Park, Cheol-Ho.
    In: AgMAS Project Research Reports.
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  439. A Reality Check on Technical Trading Rule Profits in US Futures Markets. (2005). Irwin, Scott ; Park, Cheol-Ho.
    In: 2005 Conference, April 18-19, 2005, St. Louis, Missouri.
    RePEc:ags:ncrfiv:19039.

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  440. Informational efficiency of the US SO2 permit market. (2004). Verbeke, Tom ; Albrecht, Johan ; DE CLERCQ, M..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:04/250.

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  441. Asset Price Instability and Policy Responses: The Legacy of Liberalisation. (2004). Quiggin, John ; Bell, Stephen.
    In: Australian Public Policy Program Working Papers.
    RePEc:rsm:pubpol:p04_3.

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  442. How well do financial experts perform? A review of empirical research on performance of analysts, day-traders, forecasters, fund managers, investors, and stockbrokers. (2004). Andersson, Patric .
    In: SSE/EFI Working Paper Series in Business Administration.
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  443. Ken Kam and Market Efficiency. (2004). Klein, Daniel.
    In: Econ Journal Watch.
    RePEc:ejw:journl:v:1:y:2004:i:1:p:185-191.

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  444. Testing behavioral finance theories using trends and consistency in financial performance. (2004). Frankel, Richard ; Chan, Wesley S. ; KOTHARI, S. P..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:38:y:2004:i::p:3-50.

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  445. The impact of macroeconomic news on exchange rate volatility. (2004). Laakkonen, Helinä.
    In: Research Discussion Papers.
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  446. Price Clustering and Natural Resistance Points in the Dutch Stock Market. (2003). Sonnemans, Joep.
    In: Tinbergen Institute Discussion Papers.
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  447. Stock market valuation in the United States. (2003). Durré, Alain ; Bisciari, Patrick ; Nyssens, Alain ; Durre, Alain.
    In: Working Paper Document.
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  448. Asset Price Instability and Policy Responses: The Legacy of Liberalisation. (2003). Quiggin, John ; Bell, Stephen.
    In: Risk and Sustainable Management Group Working Papers.
    RePEc:ags:uqsers:151505.

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  449. Modeling Stock Returns in the South African Stock Exchange: a Nonlinear Approach. (2002). Bonga-Bonga, Lumengo.
    In: EcoMod2010.
    RePEc:ekd:002596:259600034.

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  450. The effect of malicious manipulations on prediction market accuracy. (). Obrien, Fergal ; Buckley, Patrick.
    In: Information Systems Frontiers.
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