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Efficient market hypothesis
22
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1969-2008
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Kim, Jae H.
Caporale, Guglielmo Maria
74
Williamson, Oliver E.
57
Plastun, Alex
52
Arruñada, Benito
45
Yang, Xiaokai
42
Gil-Alaña, Luis A.
37
Nooteboom, Bart
36
Butter, Frank A. G. den
34
Foss, Nicolai J.
34
Libecap, Gary D.
32
Muhle-Karbe, Johannes
30
Ménard, Claude
29
Kirchler, Michael
27
Lo, Andrew W.
27
Menkhoff, Lukas
27
Jouini, Elyès
26
Todorova, Tamara
26
Vives, Xavier
26
Starr, Ross M.
25
Subrahmanyam, Avanidhar
25
Langlois, Richard N.
24
Pedersen, Lasse Heje
24
Ciaian, Pavel
22
Huber, Jürgen
22
Makarenko, Inna
22
Zant, Wouter
22
Bessembinder, Hendrik
21
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21
Paul, Rodney J.
21
Perrakis, Stylianos
21
Guasoni, Paolo
20
Weinbach, Andrew P.
20
Windsperger, Josef
20
Bernard, Andrew B.
19
Cheng, Wenli
19
Hennart, Jean-François Marie André
19
Kabanov, Jurij M.
19
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19
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International review of financial analysis
4
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3
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2
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1
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1
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of economics & finance : IREF
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ECONIS (ZBW)
22
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1
Market efficiency in Asian and Australasian stock markets : a fresh look at the evidence
Kim, Jae H.
;
Doucouliagos, Chris
;
Stanley, Tom D.
-
2014
Persistent link: https://www.econbiz.de/10011301301
Saved in:
2
Stock exchange mergers and market efficiency
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
;
Redor, …
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 576-589
Persistent link: https://www.econbiz.de/10011412959
Saved in:
3
Will precious metals shine? : a market efficiency perspective
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
International review of financial analysis
41
(
2015
),
pp. 284-291
Persistent link: https://www.econbiz.de/10011508971
Saved in:
4
Adaptive markets hypothesis for Islamic stock indices : evidence from Dow Jones size and sector-indices
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
International economics : a journal published by CEPII …
151
(
2017
),
pp. 100-112
Persistent link: https://www.econbiz.de/10011793836
Saved in:
5
Stock returns and investors' mood : good day sunshine or spurious correlation?
Kim, Jae H.
- In:
International review of financial analysis
52
(
2017
),
pp. 94-103
Persistent link: https://www.econbiz.de/10011868713
Saved in:
6
Automatic variance ratio test under conditional heteroskedasticity
Kim, Jae H.
- In:
Finance research letters
6
(
2009
)
3
,
pp. 179-185
Persistent link: https://www.econbiz.de/10003888018
Saved in:
7
Are Gulf stock markets efficient? : evidence from new multiple variance ratio tests
Al Ajmi, Jasim
;
Kim, Jae H.
- In:
Applied economics
44
(
2012
)
13/15
,
pp. 1737-1747
Persistent link: https://www.econbiz.de/10009572955
Saved in:
8
Are US stock index returns predictable? : evidence from automatic autocorrelation-based tests
Lim, Kian-Ping
;
Luo, Weiwei
;
Kim, Jae H.
- In:
Applied economics
45
(
2013
)
7/9
,
pp. 953-962
Persistent link: https://www.econbiz.de/10009718484
Saved in:
9
Exchange-rate return predictability and the adaptive markets hypothesis : evidence from major foreign exchange rates
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Journal of international money and finance
31
(
2012
)
6
,
pp. 1607-1626
Persistent link: https://www.econbiz.de/10009680015
Saved in:
10
A comparison of variance ratio tests of random walk : a case of Asian emerging stock markets
Hoque, Hafiz A. A. B.
;
Kim, Jae H.
;
Pyun, Chong-soo
- In:
International review of economics & finance : IREF
16
(
2007
)
4
,
pp. 488-502
Persistent link: https://www.econbiz.de/10003613179
Saved in:
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