Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
HASBROUCK, JOEL
1995.
One Security, Many Markets: Determining the Contributions to Price Discovery.
The Journal of Finance,
Vol. 50,
Issue. 4,
p.
1175.
Lin, Ji‐Chai
and
Rozeff, Michael S.
1995.
THE SPEED OF ADJUSTMENT OF PRICES TO PRIVATE INFORMATION: EMPIRICAL TESTS.
Journal of Financial Research,
Vol. 18,
Issue. 2,
p.
143.
DeFusco, Richard A.
Geppert, John M.
and
Tsetsekos, George P.
1996.
Long‐Run Diversification Potential in Emerging Stock Markets.
Financial Review,
Vol. 31,
Issue. 2,
p.
343.
Hasbrouck, Joel
1996.
Statistical Methods in Finance.
Vol. 14,
Issue. ,
p.
647.
Malliaropulos, Dimitrios
1996.
ARE LONG‐HORIZON STOCK RETURNS PREDICTABLE? A BOOTSTRAP ANALYSIS.
Journal of Business Finance & Accounting,
Vol. 23,
Issue. 1,
p.
93.
Poon, Ser‐Huang
1996.
Persistence and mean reversion in UK stock returns.
European Financial Management,
Vol. 2,
Issue. 2,
p.
169.
Al-Loughani, Nabeel
and
Chappell, David
1997.
On the validity of the weak-form efficient markets hypothesis applied to the London stock exchange.
Applied Financial Economics,
Vol. 7,
Issue. 2,
p.
173.
Karemera, David
Harper, Vera
and
Oguledo, Victor Iwuagwu
1998.
Random walks and monetary velocity in the G-7 countries: new evidence from a multiple variance ratio test.
Applied Economics,
Vol. 30,
Issue. 5,
p.
569.
Chappel, David
Padmore, Joanne
and
Pidgeon, Julia
1998.
A note on ERM membership and the efficiency of the London Stock Exchange.
Applied Economics Letters,
Vol. 5,
Issue. 1,
p.
19.
Ojah, Kalu
and
Karemera, David
1999.
Random Walks and Market Efficiency Tests of Latin American Emerging Equity Markets: A Revisit.
Financial Review,
Vol. 34,
Issue. 2,
p.
57.
Laopodis, Nikiforos T.
2004.
Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange.
Global Finance Journal,
Vol. 15,
Issue. 2,
p.
103.
Lagoarde-Segot, Thomas
and
Lucey, Brian M.
2005.
Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis.
SSRN Electronic Journal,
Lam, Kin
Wong, May Chun Mei
and
Wong, Wing-Keung
2006.
New variance ratio tests to identify random walk from the general mean reversion model.
Journal of Applied Mathematics and Decision Sciences,
Vol. 2006,
Issue. ,
p.
1.
Yang, Can
Zhai, Junjie
Li, Helong
and
Yang, Haijun
2022.
The upper bound of cumulative return of a trading series.
PLOS ONE,
Vol. 17,
Issue. 4,
p.
e0267239.
Pandey, Dharen Kumar
Lucey, Brian M.
and
Kumar, Satish
2023.
Border disputes, conflicts, war, and financial markets research: A systematic review.
Research in International Business and Finance,
Vol. 65,
Issue. ,
p.
101972.