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Efficient Market Hypothesis: Examining the Case of South Asian Stock Markets
1 of 16 checkable references need attention · checked 2026-08-27
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.1080/10168739800000019
The 15 checked references that resolve
resolves10.1111/0732-8516.00008
Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets
resolves10.1353/jda.2008.0030
The Efficiency of Emerging Stock Markets: Empirical Evidence from the South Asian Region
resolves10.1111/j.1475-6803.1999.tb00701.x
RANDOM WALK TESTS FOR LATIN AMERICAN EQUITY INDEXES AND INDIVIDUAL FIRMS
resolves10.2139/ssrn.2912908
Testing the Weak Form of Efficient Market Hypothesis: Empirical Evidence from Asia-Pacific Markets
resolves10.1080/758536875
Do Asian stock market prices follow random walks? Evidence from the variance ratio test
resolves10.1093/rfs/1.1.41
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
resolves10.1111/j.1540-6261.1973.tb01447.x
NOTE ON THE VALIDITY OF THE RANDOM WALK FOR EUROPEAN STOCK PRICES
resolves10.2139/ssrn.2845446
Stock Price Behaviour in Emerging Markets: Tests for Weak-Form Efficiency on the Jamaica Stock Exchange
resolves10.1111/j.1475-6803.1995.tb00568.x
TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS
The 5 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedThe Chinese Stock Market: An Examination of the Random Walk Model and Technical Trading Rules
no DOI — not checkedref13
no DOI — not checkedAn Empirical Analysis of Karachi Stock Exchange
no DOI — not checkedRandom walks and market efficiency in European equity markets
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