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Volumn 72, Issue 4, 2004, Pages 684-707

Capitalisation and weak-form efficiency in the JSE securities exchange

Author keywords

[No Author keywords available]

Indexed keywords

EFFICIENCY MEASUREMENT; MARKET CONDITIONS; METHODOLOGY; STOCK MARKET;

EID: 13944277157     PISSN: 00382280     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1813-6982.2004.tb00130.x     Document Type: Article
Times cited : (20)

References (11)
  • 1
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    • Empirical distributions of stock returns: European securities markets, 1990-95
    • APARICIO, F.M. AND ESTRADA J. (2001). Empirical distributions of stock returns: European securities markets, 1990-95, The European Journal of Finance, 7, 1-21.
    • (2001) The European Journal of Finance , vol.7 , pp. 1-21
    • Aparicio, F.M.1    Estrada, J.2
  • 2
    • 0000958918 scopus 로고
    • A simple multiple variance ratio test
    • CHOW K.V. AND DENNING K. (1993). A simple multiple variance ratio test, Journal of Econometrics, 58, 385-401.
    • (1993) Journal of Econometrics , vol.58 , pp. 385-401
    • Chow, K.V.1    Denning, K.2
  • 3
    • 0031432281 scopus 로고    scopus 로고
    • Evolving market efficiency with an application to some Bulgarian shares
    • EMERSON, R., HALL S.G. AND ZALEWSKA-MITURA A. (1997). Evolving market efficiency with an application to some Bulgarian shares, Economics of Planning, 30, 75-90.
    • (1997) Economics of Planning , vol.30 , pp. 75-90
    • Emerson, R.1    Hall, S.G.2    Zalewska-Mitura, A.3
  • 4
    • 13944258821 scopus 로고
    • The relationship between changes in the money supply and changes in share prices: The semi-strong form efficiency of the Johannesburg Stock Exchange revisited
    • GLASS, R.D. AND SMIT, E. VD M. (1995). The relationship between changes in the money supply and changes in share prices: the semi-strong form efficiency of the Johannesburg Stock Exchange revisited, South African Journal of Business Management, 26, 131-140.
    • (1995) South African Journal of Business Management , vol.26 , pp. 131-140
    • Glass, R.D.1    Smit, E.V.D.M.2
  • 5
    • 13944268094 scopus 로고    scopus 로고
    • An event study of the Botswana, Zimbabwe and Johannesburg Stock Exchanges
    • JEFFERIS, K. AND OKEAHALAM, C. (1999). An event study of the Botswana, Zimbabwe and Johannesburg Stock Exchanges, South African Journal of Business Management, 30, 131-140.
    • (1999) South African Journal of Business Management , vol.30 , pp. 131-140
    • Jefferis, K.1    Okeahalam, C.2
  • 6
    • 13944272430 scopus 로고    scopus 로고
    • International stock market linkages in Southern Africa
    • Research Paper 105, African Economic Research Consortium, Nairobi
    • JEFFERIS, K. OKEAHALAM, C. AND MATOME, T. (2001). International stock market linkages in Southern Africa, Research Paper 105, African Economic Research Consortium, Nairobi.
    • (2001)
    • Jefferis, K.1    Okeahalam, C.2    Matome, T.3
  • 7
    • 0002484986 scopus 로고
    • Stock market prices do not follow random walks: Evidence from a simple specification test
    • LO A. AND MACKINLAY A.C. (1988). Stock market prices do not follow random walks: evidence from a simple specification test, Review of Financial Studies, 1, pp 41-66.
    • (1988) Review of Financial Studies , vol.1 , pp. 41-66
    • Lo, A.1    MacKinlay, A.C.2
  • 8
    • 84963254917 scopus 로고
    • The distribution of stock returns: International evidence
    • PEIRÓ, A. (1994) The distribution of stock returns: international evidence, Applied Financial Economics, 4, 431-439.
    • (1994) Applied Financial Economics , vol.4 , pp. 431-439
    • Peiró, A.1
  • 9
    • 0036291986 scopus 로고    scopus 로고
    • African stock markets: Multiple variance ratio tests of random walks
    • SMITH, G., JEFFERIS, J. AND RYOO, H-J. (2002). African stock markets: multiple variance ratio tests of random walks, Applied Financial Economics, 12, 475-484.
    • (2002) Applied Financial Economics , vol.12 , pp. 475-484
    • Smith, G.1    Jefferis, J.2    Ryoo, H.-J.3
  • 11
    • 0033431309 scopus 로고    scopus 로고
    • 'Examining the first stages of market performance: A test for evolving market efficiency'
    • ZALEWSKA-MITURA, A. AND S.G. HALL (1999). 'Examining the first stages of market performance: a test for evolving market efficiency', Economics Letters, 64, 1-12.
    • (1999) Economics Letters , vol.64 , pp. 1-12
    • Zalewska-Mitura, A.1    Hall, S.G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.