-
1
-
-
0242502025
-
Efficient markets hypothesis and the emerging capital market in Sri Lanka: Evidence from the Colombo stock exchange - A note
-
Abeysekera, SP. (2001) Efficient markets hypothesis and the emerging capital market in Sri Lanka: Evidence from the Colombo stock exchange - a note Journal of Business Finance and Accounting, 28, pp. 249-61.
-
(2001)
Journal of Business Finance and Accounting
, vol.28
, pp. 249-261
-
-
Abeysekera, S.P.1
-
2
-
-
34247633885
-
Testing the random walk behavior and efficiency of Gulf stock markets
-
Abraham, A and Seyyed, FJ and Alsakran, SA. (2002) Testing the random walk behavior and efficiency of Gulf stock markets The Financial Review, 37, pp. 469-80.
-
(2002)
The Financial Review
, vol.37
, pp. 469-480
-
-
Abraham, A.1
Seyyed, F.J.2
Alsakran, S.A.3
-
3
-
-
0346234292
-
Random walk in thinly traded stock markets: The case of Kuwait
-
Al-Loughani, NE. (1995) Random walk in thinly traded stock markets: The case of Kuwait Arab Journal of Administrative Science, 3, pp. 198-209.
-
(1995)
Journal of Administrative Science
, vol.3
, pp. 198-209
-
-
Al-Loughani, N.E.1
-
4
-
-
49149136203
-
A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle
-
Beveridge, S and Nelson, CR. (1981) A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle Journal of Monetary Economics, 7, pp. 151-74.
-
(1981)
Journal of Monetary Economics
, vol.7
, pp. 151-174
-
-
Beveridge, S.1
Nelson, C.R.2
-
5
-
-
0001395887
-
Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia
-
Butler, KC and Malaikah, SJ. (1992) Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia Journal of Banking and Finance, 16, pp. 197-210.
-
(1992)
Journal of Banking and Finance
, vol.16
, pp. 197-210
-
-
Butler, K.C.1
Malaikah, S.J.2
-
7
-
-
84936823605
-
Permanent and temporary components of stock prices
-
Fama, E and French, K. (1988) Permanent and temporary components of stock prices Journal of Political Economy, 96, pp. 246-73.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 246-273
-
-
Fama, E.1
French, K.2
-
8
-
-
0038461764
-
Random walk tests for Latin American equity indices and individual firms
-
Grieb, T and Reyes, MG. (1999) Random walk tests for Latin American equity indices and individual firms Journal of Financial Research, 4, pp. 371-83.
-
(1999)
Journal of Financial Research
, vol.4
, pp. 371-383
-
-
Grieb, T.1
Reyes, M.G.2
-
10
-
-
84963144496
-
Do Asian stock market prices follow random walks? Evidence from the variance ratio test
-
Huang, BN. (1995) Do Asian stock market prices follow random walks? Evidence from the variance ratio test Applied Financial Economics, 5, pp. 251-56.
-
(1995)
Applied Financial Economics
, vol.5
, pp. 251-256
-
-
Huang, B.N.1
-
11
-
-
0002484986
-
Stock market prices do not follow random walks: Evidence from a simple specification test
-
Lo, A and MacKinlay, AC. (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
-
12
-
-
0000150312
-
Asset prices in an exchange economy
-
Lucas, RE. (1978) Asset prices in an exchange economy Econometrica, 46, pp. 1429-45.
-
(1978)
Econometrica
, vol.46
, pp. 1429-1445
-
-
Lucas, R.E.1
-
13
-
-
34848849650
-
Testing the weak-form efficiency of the United Arab Emirates stock market
-
Moustafa, MA. (2004) Testing the weak-form efficiency of the United Arab Emirates stock market International Journal of Business, 9, pp. 309-25.
-
(2004)
International Journal of Business
, vol.9
, pp. 309-325
-
-
Moustafa, M.A.1
-
14
-
-
33947356187
-
Random walks and market efficiency tests of Latin American emerging equity markets: A revisit
-
Ojah, K and Karemera, D. (1999) Random walks and market efficiency tests of Latin American emerging equity markets: A revisit The Financial Review, 34, pp. 57-72.
-
(1999)
The Financial Review
, vol.34
, pp. 57-72
-
-
Ojah, K.1
Karemera, D.2
-
15
-
-
0002158052
-
Mean-reversion in stock prices: Evidence and implications
-
Poterba, JM and Summers, LH. (1988) Mean-reversion in stock prices: evidence and implications Journal of Financial Economics, 22, pp. 27-59.
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 27-59
-
-
Poterba, J.M.1
Summers, L.H.2
-
16
-
-
0036291986
-
African stock markets: Multiple variance ratio tests of random walks
-
Smith, G and Jefferis, K and Ryoo, H. (2002) African stock markets: multiple variance ratio tests of random walks Applied Financial Economics, 12, pp. 475-84.
-
(2002)
Applied Financial Economics
, vol.12
, pp. 475-484
-
-
Smith, G.1
Jefferis, K.2
Ryoo, H.3
-
17
-
-
84924508526
-
Does the stock market rationally reflect fundamental values?
-
Summers, LH. (1986) Does the stock market rationally reflect fundamental values? Journal of Finance, 41, pp. 591-601.
-
(1986)
Journal of Finance
, vol.41
, pp. 591-601
-
-
Summers, L.H.1
-
18
-
-
0038322955
-
The random walk hypothesis and the behaviour of foreign capital portfolio flows: The Brazilian stock market case
-
Tabak, BM. (2003) The random walk hypothesis and the behaviour of foreign capital portfolio flows: The Brazilian stock market case Applied Financial Economics, 13, pp. 369-78.
-
(2003)
Applied Financial Economics
, vol.13
, pp. 369-378
-
-
Tabak, B.M.1
-
19
-
-
84993825396
-
Tests of random walk and market efficiency for Latin American emerging markets
-
Urrutia, JL. (1995) Tests of random walk and market efficiency for Latin American emerging markets Journal of Financial Research, 18, pp. 299-309.
-
(1995)
Journal of Financial Research
, vol.18
, pp. 299-309
-
-
Urrutia, J.L.1
|