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An analysis of Burton Malkiel's A random walk down Wall Street
Burton, Nick - 2017
Persistent link: https://www.econbiz.de/10011804109
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How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange
Dutta, Shantanu; Essaddam, Naceur; Kumar, Vinod; Saadi, … - In: Research in international business and finance 39 (2017), pp. 867-877
Persistent link: https://www.econbiz.de/10011912398
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Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market?
Jamaani, Fouad; Roca, Eduardo - In: Research in international business and finance 33 (2015), pp. 221-246
Persistent link: https://www.econbiz.de/10011325867
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Stock market behaviour : evidences from Indian market
Mittal, Satish K.; Jain, Sonal - In: Vision : the journal of business perspective 13 (2009) 3, pp. 19-29
Persistent link: https://www.econbiz.de/10003922586
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Stock exchange mergers and weak form of market efficiency : the case of Euronext Lisbon
Khan, Walayet; Vieito, João Paulo - In: International review of economics & finance : IREF 22 (2012) 1, pp. 173-189
Persistent link: https://www.econbiz.de/10009618684
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The effects of the Brazilian ADRs Program on domestic market efficiency
Tabak, Benjamin Miranda (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743252
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Efficiency in the Australian stock market, 1875 - 2006 : a note on extreme long-run random walk behaviour
Worthington, Andrew Charles; Higgs, Helen - In: Applied economics letters 16 (2009) 1/3, pp. 301-306
Persistent link: https://www.econbiz.de/10003823023
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Market Efficiency in Malaysia : An Empirical Study of Random Walk Hypothesis of Kuala Lumpur Stock Market (Composite Index) – Bursa Malaysia
kumar, Satish - 2018
existence of random walk for Bursa Malaysia Index has been examined through autocorrelation, Q-statistics and the run test and …
Persistent link: https://www.econbiz.de/10012931199
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Stock Market Prices Follow the Random Walks : Evidence from the Efficiency of Karachi Stock Exchange
Mehmood, Mian Saqib - 2012
This study describes the behavior of the Karachi Stock Exchange (KSE) regarding the movement of share prices of the companies listed at KSE-100 Index as well as how the share price at KSE follows Random Walk. Moreover, this study pinpoints that the prices of the securities are co-integrated and...
Persistent link: https://www.econbiz.de/10013101804
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Weak Form Efficiency of the Nigerian Stock Market : An Empirical Analysis (1984–2009)
Afego, Pyemo - 2013
This paper examines the weak-form efficient markets hypothesis for the Nigerian stock market by testing for random walks in the monthly index returns over the period 1984-2009. The results of the non-parametric runs test show that index returns on the Nigerian Stock Exchange (NSE) display a...
Persistent link: https://www.econbiz.de/10013085432