-
2
-
-
33646469802
-
Some evidence of random walk behavior of Euro exchange rates using ranks and signs
-
Belaire-Franch J., and Opong K.K. Some evidence of random walk behavior of Euro exchange rates using ranks and signs. Journal of Banking and Finance 29 (2005) 1631-1643
-
(2005)
Journal of Banking and Finance
, vol.29
, pp. 1631-1643
-
-
Belaire-Franch, J.1
Opong, K.K.2
-
3
-
-
21244462420
-
A variance ratio test of the behaviour of some FTSE equity indices using ranks and signs
-
Belaire-Franch J., and Opong K.K. A variance ratio test of the behaviour of some FTSE equity indices using ranks and signs. Review of Quantitative Finance and Accounting 24 (2005) 93-107
-
(2005)
Review of Quantitative Finance and Accounting
, vol.24
, pp. 93-107
-
-
Belaire-Franch, J.1
Opong, K.K.2
-
4
-
-
32844462685
-
The long-range dependence phenomena in asset returns: The Chinese case
-
Cajueiro D.O., and Tabak B.M. The long-range dependence phenomena in asset returns: The Chinese case. Applied Economics Letters 13 (2006) 131-133
-
(2006)
Applied Economics Letters
, vol.13
, pp. 131-133
-
-
Cajueiro, D.O.1
Tabak, B.M.2
-
5
-
-
0040955185
-
Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter
-
Campbell B., and Dufour J.-M. Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter. International Economic Review 38 (1997) 151-173
-
(1997)
International Economic Review
, vol.38
, pp. 151-173
-
-
Campbell, B.1
Dufour, J.-M.2
-
6
-
-
0032324943
-
Information asymmetry, market segmentation and the pricing of cross-listed shares: Theory and evidence from Chinese A and B shares
-
Chakravarty S., Sarkar A., and Wu L. Information asymmetry, market segmentation and the pricing of cross-listed shares: Theory and evidence from Chinese A and B shares. Journal of International Financial Institutions and Money 8 (1998) 325-356
-
(1998)
Journal of International Financial Institutions and Money
, vol.8
, pp. 325-356
-
-
Chakravarty, S.1
Sarkar, A.2
Wu, L.3
-
7
-
-
33845893006
-
Are domestic investors better informed than foreign investors? Evidence from perfectly segmented market in China
-
Chan, K., Menkveld, A. J., & Yang, Z. (2006). Are domestic investors better informed than foreign investors? Evidence from perfectly segmented market in China. Series Research Memoranda 0004, Free University Amsterdam, Faculty of Economics, Business, Administration and Econometrics.
-
(2006)
Series Research Memoranda 0004, Free University Amsterdam, Faculty of Economics, Business, Administration and Econometrics
-
-
Chan, K.1
Menkveld, A.J.2
Yang, Z.3
-
9
-
-
0000169508
-
Cross-autocorrelation between A shares and B shares in the Chinese stock market
-
Chui C.W., and Kwok C.Y. Cross-autocorrelation between A shares and B shares in the Chinese stock market. Journal of Financial Research 21 3 (1998) 333-353
-
(1998)
Journal of Financial Research
, vol.21
, Issue.3
, pp. 333-353
-
-
Chui, C.W.1
Kwok, C.Y.2
-
10
-
-
0012035793
-
On testing the random-walk hypothesis: A model-comparison approach
-
205-124
-
Darrat A.F., and Zhong M. On testing the random-walk hypothesis: A model-comparison approach. Financial Review 35 (2000) 205-124
-
(2000)
Financial Review
, vol.35
-
-
Darrat, A.F.1
Zhong, M.2
-
11
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey D.A., and Fuller W.A. Distribution of the estimators for autoregressive time series with a unit root. Journal of American Statistical Association 74 (1979) 427-431
-
(1979)
Journal of American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
12
-
-
0000472488
-
Likelihood ratio statistics for autoregressive time series with a unit root
-
Dickey D.A., and Fuller W.A. Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49 (1981) 1057-1072
-
(1981)
Econometrica
, vol.49
, pp. 1057-1072
-
-
Dickey, D.A.1
Fuller, W.A.2
-
13
-
-
0000480869
-
Efficient capital markets: Review of theory and empirical work
-
Fama E.F. Efficient capital markets: Review of theory and empirical work. Journal of Finance 25 2 (1970) 383-417
-
(1970)
Journal of Finance
, vol.25
, Issue.2
, pp. 383-417
-
-
Fama, E.F.1
-
14
-
-
0000029776
-
Efficient capital markets: II
-
Fama E.F. Efficient capital markets: II. Journal of Finance 46 5 (1991) 1575-1617
-
(1991)
Journal of Finance
, vol.46
, Issue.5
, pp. 1575-1617
-
-
Fama, E.F.1
-
15
-
-
47149107981
-
Further evidence on the efficiency of the Chinese stock markets: A note
-
Fifield S.G.M., and Jetty J. Further evidence on the efficiency of the Chinese stock markets: A note. Research in International Business and Finance 22 3 (2008) 351-361
-
(2008)
Research in International Business and Finance
, vol.22
, Issue.3
, pp. 351-361
-
-
Fifield, S.G.M.1
Jetty, J.2
-
16
-
-
67649716390
-
Examining market efficiency for large- and small-capitalization of TOPIX and FTSE stock indices
-
Hung J.C., Lee Y.H., and Pai T.Y. Examining market efficiency for large- and small-capitalization of TOPIX and FTSE stock indices. Applied Financial Economics 19 9 (2009) 735-744
-
(2009)
Applied Financial Economics
, vol.19
, Issue.9
, pp. 735-744
-
-
Hung, J.C.1
Lee, Y.H.2
Pai, T.Y.3
-
17
-
-
0002437730
-
A test for normality of observations and regression residuals
-
Jarque C.M., and Bera A.K. A test for normality of observations and regression residuals. International Statistical Review 55 (1987) 163-172
-
(1987)
International Statistical Review
, vol.55
, pp. 163-172
-
-
Jarque, C.M.1
Bera, A.K.2
-
18
-
-
42649126407
-
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests
-
Kim J.H., and Shamsuddin A. Are Asian stock markets efficient? Evidence from new multiple variance ratio tests. Journal of Empirical Finance 15 3 (2008) 518-532
-
(2008)
Journal of Empirical Finance
, vol.15
, Issue.3
, pp. 518-532
-
-
Kim, J.H.1
Shamsuddin, A.2
-
19
-
-
0042573475
-
Weak-form efficient and causality tests in Chinese stock markets
-
Laurence M., Cai F., and Qian S. Weak-form efficient and causality tests in Chinese stock markets. Multinational Finance Journal 1 4 (1997) 291-307
-
(1997)
Multinational Finance Journal
, vol.1
, Issue.4
, pp. 291-307
-
-
Laurence, M.1
Cai, F.2
Qian, S.3
-
21
-
-
0042320561
-
China: further evidence on the evolution of stock markets in transition economies
-
Li C.M. China: further evidence on the evolution of stock markets in transition economies. Scottish Journal of Political Economics 50 3 (2003) 341-358
-
(2003)
Scottish Journal of Political Economics
, vol.50
, Issue.3
, pp. 341-358
-
-
Li, C.M.1
-
22
-
-
33845287858
-
Time-varying informational efficiency in China's A-share and B-share markets
-
Li C.M. Time-varying informational efficiency in China's A-share and B-share markets. Journal of Chinese Economics and Business Studies 1 1 (2003) 33-56
-
(2003)
Journal of Chinese Economics and Business Studies
, vol.1
, Issue.1
, pp. 33-56
-
-
Li, C.M.1
-
23
-
-
1842789059
-
Tests of the random walk hypothesis for equity markets: Evidence from China, Hong Kong and Singapore
-
Lima E.J.A., and Tabak B.M. Tests of the random walk hypothesis for equity markets: Evidence from China, Hong Kong and Singapore. Applied Economics Letters 11 (2004) 255-258
-
(2004)
Applied Economics Letters
, vol.11
, pp. 255-258
-
-
Lima, E.J.A.1
Tabak, B.M.2
-
24
-
-
84977729848
-
A variance-ratio test of random walks in foreign exchange rates
-
Liu C.Y., and He J. A variance-ratio test of random walks in foreign exchange rates. Journal of Finance 46 2 (1991) 773-785
-
(1991)
Journal of Finance
, vol.46
, Issue.2
, pp. 773-785
-
-
Liu, C.Y.1
He, J.2
-
25
-
-
0002484986
-
Stock market prices do not follow random walks: Evidence from a simple specification test
-
Lo A.E., and Mackinlay A.C. Stock market prices do not follow random walks: Evidence from a simple specification test. Review of Financial Studies 1 1 (1988) 41-66
-
(1988)
Review of Financial Studies
, vol.1
, Issue.1
, pp. 41-66
-
-
Lo, A.E.1
Mackinlay, A.C.2
-
26
-
-
45249127135
-
The size and power variance ratio test in finite samples: A Monte Carlo investigation
-
Lo A.E., and Mackinlay A.C. The size and power variance ratio test in finite samples: A Monte Carlo investigation. Journal of Econometrics 40 (1989) 203-238
-
(1989)
Journal of Econometrics
, vol.40
, pp. 203-238
-
-
Lo, A.E.1
Mackinlay, A.C.2
-
28
-
-
34548714626
-
Integrating A- and B-share markets in China: The effects of regulatory policy changes on market efficiency
-
Lu C., Wang K., Chen H., and Chong J. Integrating A- and B-share markets in China: The effects of regulatory policy changes on market efficiency. Review of Pacific Basin Financial Markets and Policies 10 3 (2007) 309-328
-
(2007)
Review of Pacific Basin Financial Markets and Policies
, vol.10
, Issue.3
, pp. 309-328
-
-
Lu, C.1
Wang, K.2
Chen, H.3
Chong, J.4
-
29
-
-
0347985225
-
Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
-
Luger R. Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity. Journal of Econometrics 115 (2003) 259-276
-
(2003)
Journal of Econometrics
, vol.115
, pp. 259-276
-
-
Luger, R.1
-
30
-
-
3142690777
-
-
Centre for international Economic Studies, Adelaide University Australia, Discussion Paper No. 0119. Available from the World Wide Web at
-
Ma, S., & Barnes, M. L. (2001). Are China's stock markets really weak-form efficient? Centre for international Economic Studies, Adelaide University Australia, Discussion Paper No. 0119. Available from the World Wide Web at: http://www.economics.adelaide.edu.au/mbarnes/China_ME.doc.
-
(2001)
Are China's stock markets really weak-form efficient
-
-
Ma, S.1
Barnes, M.L.2
-
31
-
-
0042079546
-
An empirical analysis of the equity markets in China
-
Mookerjee R., and Yu Q. An empirical analysis of the equity markets in China. Review of Financial Economics 8 (1999) 41-60
-
(1999)
Review of Financial Economics
, vol.8
, pp. 41-60
-
-
Mookerjee, R.1
Yu, Q.2
-
32
-
-
3242741322
-
The Chinese stock exchange market: Operations and efficiency
-
Seddighi H.R., and Nian W. The Chinese stock exchange market: Operations and efficiency. Applied Financial Economics 14 (2004) 785-797
-
(2004)
Applied Financial Economics
, vol.14
, pp. 785-797
-
-
Seddighi, H.R.1
Nian, W.2
-
33
-
-
0034370043
-
Market segmentation and information diffusion in China's stock markets
-
Sjöö B., and Zhang J. Market segmentation and information diffusion in China's stock markets. Journal of Multinational Financial Management 10 (2000) 421-438
-
(2000)
Journal of Multinational Financial Management
, vol.10
, pp. 421-438
-
-
Sjöö, B.1
Zhang, J.2
-
34
-
-
0003072018
-
Risk, return and regulation in Chinese stock market
-
Su D., and Fleisher B. Risk, return and regulation in Chinese stock market. Journal of Economics and Business 50 3 (1998) 239-256
-
(1998)
Journal of Economics and Business
, vol.50
, Issue.3
, pp. 239-256
-
-
Su, D.1
Fleisher, B.2
-
35
-
-
0038322955
-
The random walk hypothesis and the behaviour of foreign capital portfolio flows: The Brazilian stock market case
-
Tabak B.M. The random walk hypothesis and the behaviour of foreign capital portfolio flows: The Brazilian stock market case. Applied Financial Economics 13 5 (2003) 369-378
-
(2003)
Applied Financial Economics
, vol.13
, Issue.5
, pp. 369-378
-
-
Tabak, B.M.1
-
36
-
-
84992989994
-
Further evidence on the comparative efficiency of Chinese 'A' and 'B' shares
-
Wang J., Burton B.M., and Hannah G. Further evidence on the comparative efficiency of Chinese 'A' and 'B' shares. Studies in Economics and Finance 22 2 (2004) 20-40
-
(2004)
Studies in Economics and Finance
, vol.22
, Issue.2
, pp. 20-40
-
-
Wang, J.1
Burton, B.M.2
Hannah, G.3
-
37
-
-
0040954825
-
Alternative variance-ratio tests using ranks and signs
-
Wright J.H. Alternative variance-ratio tests using ranks and signs. Journal of Business and Economic Statistics 18 1 (2000) 1-9
-
(2000)
Journal of Business and Economic Statistics
, vol.18
, Issue.1
, pp. 1-9
-
-
Wright, J.H.1
-
38
-
-
3242711672
-
Market segmentation and information asymmetry in Chinese stock market: A VAR analysis
-
Yang J. Market segmentation and information asymmetry in Chinese stock market: A VAR analysis. Financial Review 38 4 (2003) 591-609
-
(2003)
Financial Review
, vol.38
, Issue.4
, pp. 591-609
-
-
Yang, J.1
|