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Are Asian stock markets efficient? : evidence from new multiple variance ratio tests
Kim, Jae H.; Shamsuddin, Abul - In: Journal of empirical finance 15 (2008) 3, pp. 518-532
Persistent link: https://www.econbiz.de/10003759569
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Can exchange rate volatility explain persistence in the forward premium?
Kellard, Neil; Sarantis, Nicholas - In: Journal of empirical finance 15 (2008) 4, pp. 714-728
Persistent link: https://www.econbiz.de/10003759755
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Estimation of an adaptive stock market model with heterogeneous agents
Amilon, Henrik - In: Journal of empirical finance 15 (2008) 2, pp. 342-362
Persistent link: https://www.econbiz.de/10003699174
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Herding and information based trading
Zhou, Rhea Tingyu; Lai, Rose Neng - In: Journal of empirical finance 16 (2009) 2, pp. 388-393
Persistent link: https://www.econbiz.de/10003856786
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Market efficiency and learning in an artificial stock market : a perspective from Neo-Austrian economics
Benink, Harald A.; Gordillo, José Luis; Pardo, Juan Pablo - In: Journal of empirical finance 17 (2010) 4, pp. 668-688
Persistent link: https://www.econbiz.de/10009267259
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Testing weak form efficiency on the Toronto stock exchange
Alexeev, Vitali; Tapon, Francis - In: Journal of empirical finance 18 (2011) 4, pp. 661-691
Persistent link: https://www.econbiz.de/10009306536
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Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data
Kim, Jae H.; Shamsuddin, Abul; Lim, Kian-Ping - In: Journal of empirical finance 18 (2011) 5, pp. 868-879
Persistent link: https://www.econbiz.de/10009492527
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Do industries lead stock markets? A reexamination
Tse, Yiuman - In: Journal of empirical finance 34 (2015), pp. 195-203
Persistent link: https://www.econbiz.de/10011557114
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On the dynamics of international stock market efficiency
Khaled, Mohammed S.; Keef, Stephen P. - In: Cogent economics & finance 2 (2014) 1, pp. 1-11
The Granger causality procedure is used to assess the dynamics of market efficiency of 17 international stock indices. These indices are based on relatively smaller firms. The reference of market efficiency is a stock index, from the same economy, which is based on relatively larger firms. There...
Persistent link: https://www.econbiz.de/10010470565
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Aggregate investor preferences and beliefs in stock market : a stochastic dominance analysis
Fang, Yi - In: Journal of empirical finance 19 (2012) 4, pp. 528-547
Persistent link: https://www.econbiz.de/10009615664