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https://doi.org/10.2139/ssrn.2393535

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-1-4419-8688-7_2openalex-extracted
Detecting Nonlinear Serial Dependence
inferredcites →https://doi.org/10.1016/0304-4076(93)90051-6openalex-extracted
A simple multiple variance ratio test
inferredcites →https://doi.org/10.1016/j.econlet.2006.01.007openalex-extracted
Wild bootstrapping variance ratio tests
inferredcites →https://doi.org/10.1016/j.econlet.2010.04.031openalex-extracted
Stock return predictability despite low autocorrelation
inferredcites →https://doi.org/10.1016/j.iref.2006.01.001openalex-extracted
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
inferredcites →https://doi.org/10.1016/j.irfa.2013.03.005openalex-extracted
Efficient or adaptive markets? Evidence from major stock markets using very long run historic data
inferredcites →https://doi.org/10.1016/j.jempfin.2006.04.002openalex-extracted
Non-synchronous trading and testing for market integration in Central European emerging markets
inferredcites →https://doi.org/10.1016/j.jempfin.2007.07.001openalex-extracted
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests
inferredcites →https://doi.org/10.1016/s1057-5219(03)00065-6openalex-extracted
Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange
inferredcites →https://doi.org/10.1080/07350015.2000.10524842openalex-extracted
Alternative Variance-Ratio Tests Using Ranks and Signs
inferredcites →https://doi.org/10.1080/07474939608800353openalex-extracted
A test for independence based on the correlation dimension
inferredcites →https://doi.org/10.1080/1351847021000025777openalex-extracted
Variance ratio tests of the random walk hypothesis for European emerging stock markets
inferredcites →https://doi.org/10.1080/13518470802423262openalex-extracted
Martingales in European emerging stock markets: Size, liquidity and market quality
inferredcites →https://doi.org/10.1080/1351847x.2010.495477openalex-extracted
Efficient market hypothesis in European stock markets
inferredcites →https://doi.org/10.1080/1351847x.2011.628682openalex-extracted
The changing and relative efficiency of European emerging stock markets
inferredcites →https://doi.org/10.1093/rfs/1.1.41openalex-extracted
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
inferredcites →https://doi.org/10.1111/1468-0327.00097openalex-extracted
Features of the euro's role in international financial markets
inferredcites →https://doi.org/10.1111/1468-0327.00109_1openalex-extracted
The currency union effect on trade: early evidence from EMU
inferredcites →https://doi.org/10.1111/1468-0327.00116_1openalex-extracted
Life on the outside: economic conditions and prospects outside euroland
inferredcites →https://doi.org/10.1111/j.1467-9957.2012.02303.xopenalex-extracted
NON‐LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS*
inferredcites →https://doi.org/10.1111/j.1540-6261.1970.tb00518.xopenalex-extracted
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04646.xopenalex-extracted
Chaos and Nonlinear Dynamics: Application to Financial Markets
inferredcites →https://doi.org/10.2139/ssrn.302797openalex-extracted
Market Integration and Contagion
inferredcites →https://doi.org/10.2139/ssrn.673641openalex-extracted
The Euro and European Financial Market Dependence
inferredcites →https://doi.org/10.2307/1392131openalex-extracted
inferredcites →https://doi.org/10.3386/w2168openalex-extracted
Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test
inferredcites →https://doi.org/10.3386/w3335openalex-extracted
Drawing Inferences From Statistics Based on Multi-Year Asset Returns

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inferred← citeshttps://doi.org/10.2139/ssrn.2640906openalex-extracted
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