Market Efficiency Today
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- Pesaran, Mohammad Hashem, 2005. "Market efficiency today," CFS Working Paper Series 2006/01, Center for Financial Studies (CFS).
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Citations
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- David de Villiers & Natalya Apopo & Andrew Phiri & David McMillan, 2020.
"Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets,"
Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1769348-176, January.
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- De Villeris, David & Apopo, Natalya & Phiri, Andrew, 2018. "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," MPRA Paper 87963, University Library of Munich, Germany.
- Camilleri, Silvio John, 2005.
"Can a Stock Index Be Less Efficient Than Underlying Shares? An Analysis Using Malta Stock Exchange Data,"
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84574, University Library of Munich, Germany.
- Silvio John Camilleri, 2005. "Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data," Finance 0507006, University Library of Munich, Germany.
- Andrew Ang & Geert Bekaert, 2007.
"Stock Return Predictability: Is it There?,"
The Review of Financial Studies, Society for Financial Studies, vol. 20(3), pages 651-707.
- Andrew Ang & Geert Bekaert, 2001. "Stock Return Predictability: Is it There?," NBER Working Papers 8207, National Bureau of Economic Research, Inc.
- Jorge Selaive & Vicente Tuesta, 2004.
"Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?,"
International Finance
0404014, University Library of Munich, Germany.
- Jorge Selaive & Vicente Tuesta R, 2005. "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," Working Papers 2005-002, Banco Central de Reserva del Perú.
- Roseli da Silva & Rodrigo Takeuchi, 2008. "Uma análise empírica de eficiência relativa nos mercados futuro e à vista de açúcar," Working Papers 08_06, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
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"Asset Pricing with Observable Stochastic Discount Factors,"
Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 397-446, July.
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"Excess Volatility of Exchange Rates with Unobservable Fundamentals,"
Review of International Economics, Wiley Blackwell, vol. 9(3), pages 518-530, August.
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Journal of Finance, American Finance Association, vol. 55(2), pages 565-613, April.
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- Srikanth Parthasarathy & Kannadas Sendilvelu, 2022. "On Stock Return Patterns Following Large Monthly Price Movements: Empirical Evidence from India," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 249-268.
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"Fads or bubbles?,"
Empirical Economics, Springer, vol. 27(2), pages 335-362.
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- Arshad, Shaista & Rizvi, Syed Aun R. & Ghani, Gairuzazmi Mat & Duasa, Jarita, 2016. "Investigating stock market efficiency: A look at OIC member countries," Research in International Business and Finance, Elsevier, vol. 36(C), pages 402-413.
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This paper has been announced in the following NEP Reports:- NEP-BEC-2006-01-24 (Business Economics)
- NEP-FMK-2006-01-24 (Financial Markets)
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