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Random walks in Middle Eastern stock markets

https://doi.org/10.1080/09603100600911200
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0165-1765(85)90058-8openalex-snapshot
Testing the random walk hypothesis
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Does the exchange rate follow a random walk? A Monte Carlo study of four tests for a random walk
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A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’
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A simple multiple variance ratio test
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Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia
inferredcites →https://doi.org/10.1080/00036848000000035openalex-snapshot
Thin capital markets: a case study of the Kuwaiti stock market
inferredcites →https://doi.org/10.1080/09603100010009957openalex-snapshot
African stock markets: multiple variance ratio tests of random walks
inferredcites →https://doi.org/10.1080/09603100010015789openalex-snapshot
Korean stock prices under price limits: variance ratio tests of random walks
inferredcites →https://doi.org/10.1080/13518470121786openalex-snapshot
Empirical distributions of stock returns: European securities markets, 1990-95
inferredcites →https://doi.org/10.1080/758518675openalex-snapshot
The distribution of stock returns: international evidence
inferredcites →https://doi.org/10.1093/rfs/1.1.41openalex-snapshot
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
inferredcites →https://doi.org/10.1108/09504120310490642openalex-snapshot
International Financial Statistics
inferredcites →https://doi.org/10.1111/0732-8516.00008openalex-snapshot
Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets
inferredcites →https://doi.org/10.1111/j.1468-5957.1996.tb01027.xopenalex-snapshot
PRICE LIMITS AND STOCK MARKET EFFICIENCY
inferredcites →https://doi.org/10.1111/j.1540-6261.1986.tb04519.xopenalex-snapshot
Does the Stock Market Rationally Reflect Fundamental Values?
inferredcites →https://doi.org/10.2139/ssrn.883844openalex-snapshot
Emerging Equity Markets in Middle Eastern Countries
inferredcites →https://doi.org/10.2307/3867575openalex-snapshot
Emerging Equity Markets in Middle Eastern Countries
inferredcites →https://doi.org/10.3386/t0045openalex-snapshot
Testing the Random Walk Hypothesis: Power versus Frequency of Observation
inferredcites →https://doi.org/10.34120/ajas.v3i1.325openalex-snapshot
اختبار فرضية المشي العشوائي في أسواق الأسهم منخفضة التداول والسيولة: حالة الكويت

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Testing the Muscat Securities Market for Weak-Form Efficiency
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Capital Market and Operating Efficiency of Firms in Emerging Gulf Countries
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Weak Form Efficient Market Hypothesis Study: Evidence from Gulf Stock Markets
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Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis
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Random Walk Characteristics of Stock Returns
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How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach
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Are Asian stock markets efficient? Evidence from new multiple variance ratio tests
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Placebo in the random walk of stock price: Momentum effect of corporate site visits
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Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests
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Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests
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Middle Eastern stock markets: absolute, evolving and relative efficiency
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Carbon markets in times of VUCA: a weak-form efficiency investigation of the phase II EU ETS
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Measuring volatility persistence and long memory in the presence of structural breaks
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Testing weak‐form efficiency in the Bahrain stock market
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Corporate entrepreneurship and debt financing: evidence from the GCC countries
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The relevance of valuation models: insights from Palestine exchange
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THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE
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The application of random walk simulation in finance
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Simulation of Impact of COVID-19 Pandemic on Dow Jones Index Using Random Walk
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An Investigation of the Weak Form of the Efficient Markets Hypothesis for the Kuwait Stock Exchange
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Empirical Testing for Martingale Property: Evidence from the Egyptian and Some Selected MENA Stock Exchanges
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The Evolving Efficiency Of The South African Stock Exchange
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Testing Weak-Form Market Efficiency in MENA Equity Markets: Evidence from Traditional Econometrics and Machine Learning Approaches
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Infrastructure quality, firm characteristics and foreign ownership in Africa: Evidence from firm level manufacturing data
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Efficient Market Hypotheses –EMH (Lebanon and Arab Gulf states)
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STOCK MARKET EFFICIENCY IN AFRICA: EVIDENCE FROM RANDOM WALK HYPOTHESIS
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Further evidence on efficiency of Bahrain Bourse: A high challenge for other industries
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Le marché des actions de Beyrouth est-il efficient ?
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Efficient Capital Markets: A Review of Specialized Literature and Methodology on Nigerian Stock Market
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Lack of Reform Effect on Exchange Efficiency- Empirical Evidence from Saudi Market Index –
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Financial Institutions and Firm Efficiency in the Gulf Cooperation Council Countries
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Behavior of the North African Stock Markets: Validation of the Adaptive Market Hypothesis
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