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~person:"Harvey, Andrew C."
~person:"Maheswaran, S."
~subject:"Efficient market hypothesis"
~subject:"Theory"
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Search: subject:"Random Walk"
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Efficient market hypothesis
Theory
Random Walk
17
Random walk
17
Börsenkurs
7
Share price
7
Time series analysis
7
Zeitreihenanalyse
7
Estimation theory
6
Schätztheorie
6
Volatility
6
Volatilität
6
Theorie
5
Volatility estimation
5
random walk
5
Bias correction
4
Effizienzmarkthypothese
4
Random walk effect
4
Stochastic process
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Binomial Markov Random Walk model
2
Bruttoinlandsprodukt
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2
Emerging economies
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2
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Harvey, Andrew C.
Maheswaran, S.
West, Kenneth D.
10
Engel, Charles
8
Moosa, Imad A.
7
Alvarez, Fernando
5
Atkeson, Andrew
5
Burns, Kelly
5
Higgs, Helen
5
Kehoe, Patrick J.
5
Kim, Jae H.
5
Krämer, Walter
5
Pesaran, M. Hashem
5
Pick, Andreas
5
Sattarhoff, Cristina
5
Worthington, Andrew Charles
5
Almudhaf, Fahad
4
Gupta, Rangan
4
Jansen, Pieter W.
4
Kumar, Lalit
4
Moon, Seongman
4
Nagakura, Daisuke
4
Pincheira, Pablo
4
Pyun, Chong-soo
4
Schindler, Felix
4
Shintani, Mototsugu
4
Spahn, Peter
4
Taylor, Robert
4
Tsiakas, Ilias
4
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3
Butter, Frank A. G. den
3
Charles, Amélie
3
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3
Darné, Olivier
3
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3
Dezhbakhsh, Hashem
3
Duan, Guoxi
3
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3
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Journal of emerging market finance
2
DAE working paper
1
Decision
1
Econometric theory
1
International journal of economics and finance
1
Journal of applied econometrics
1
Journal of forecasting
1
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ECONIS (ZBW)
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1
Speed of price adjustment towards market efficiency : evidence from emerging countries
Kayal, Parthajit
;
Maheswaran, S.
- In:
Journal of emerging market finance
17
(
2018
),
pp. 112-135
Persistent link: https://www.econbiz.de/10011925668
Saved in:
2
Modelling the paradox in stock markets by variance ratio volatility estimator that utilises extreme values of asset prices
Shaik, Muneer
;
Maheswaran, S.
- In:
Journal of emerging market finance
15
(
2016
)
3
,
pp. 333-361
Persistent link: https://www.econbiz.de/10011691166
Saved in:
3
Random
walk
in emerging Asian stock markets
Shaik, Muneer
;
Maheswaran, S.
- In:
International journal of economics and finance
9
(
2017
)
1
,
pp. 20-31
Persistent link: https://www.econbiz.de/10011617588
Saved in:
4
Is USD-INR really an excessively volatile currency pair?
Kayal, Parthajit
;
Maheswaran, S.
- In:
Journal of quantitative economics
15
(
2017
)
2
,
pp. 329-342
Persistent link: https://www.econbiz.de/10012418291
Saved in:
5
Testing the martingale hypothesis in the Indian stock market : evidence from multiple variance ratio tests
Kumar, Dilip
;
Maheswaran, S.
- In:
Decision
39
(
2012
)
2
,
pp. 62-85
Persistent link: https://www.econbiz.de/10009670164
Saved in:
6
Testing against smooth stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 415-429
Persistent link: https://www.econbiz.de/10001592354
Saved in:
7
Testing in unobserved components models
Harvey, Andrew C.
- In:
Journal of forecasting
20
(
2001
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001556210
Saved in:
8
Tests of common stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
Saved in:
9
Tests of common stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
-
1999
Persistent link: https://www.econbiz.de/10001354556
Saved in:
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