On the public citation graph

Testing Weak-Form Market Efficiency in MENA Equity Markets: Evidence from Traditional Econometrics and Machine Learning Approaches

https://doi.org/10.2139/ssrn.6450772
0 signed · 42 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

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

inferredcites →https://doi.org/10.1016/0378-4266(92)90085-eopenalex-snapshot
Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia
inferredcites →https://doi.org/10.1016/j.ejor.2016.10.031openalex-snapshot
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500
inferredcites →https://doi.org/10.1016/j.qref.2018.05.007openalex-snapshot
The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets
inferredcites →https://doi.org/10.1016/j.ribaf.2012.01.005openalex-snapshot
Hurst exponent behavior and assessment of the MENA stock markets efficiency
inferredcites →https://doi.org/10.1023/a:1010933404324openalex-snapshot
Random Forests
inferredcites →https://doi.org/10.1080/00036848200000046openalex-snapshot
World stock markets: some random walk tests
inferredcites →https://doi.org/10.1080/09603100010009957openalex-snapshot
African stock markets: multiple variance ratio tests of random walks
inferredcites →https://doi.org/10.1080/09603100500447594openalex-snapshot
A non-parametric assessment of weak-form efficiency in the UAE financial markets
inferredcites →https://doi.org/10.1080/09603100600911200openalex-snapshot
Random walks in Middle Eastern stock markets
inferredcites →https://doi.org/10.1080/135048501750237865openalex-snapshot
A note on weak form market efficiency in security prices: evidence from the Hong Kong stock exchange
inferredcites →https://doi.org/10.1080/13504850601032032openalex-snapshot
Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices
inferredcites →https://doi.org/10.1080/23311975.2018.1497573openalex-snapshot
Predictable returns in an emerging stock market: Evidence from Qatar
inferredcites →https://doi.org/10.1086/261535openalex-snapshot
Permanent and Temporary Components of Stock Prices
inferredcites →https://doi.org/10.1086/294743openalex-snapshot
The Behavior of Stock-Market Prices
inferredcites →https://doi.org/10.1093/biomet/65.2.297openalex-snapshot
On a Measure of Lack of Fit in Time Series Models
inferredcites →https://doi.org/10.1093/biomet/75.2.335openalex-snapshot
Testing for a Unit Root in Time Series Regression
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/10.1093/rfs/8.3.773openalex-snapshot
Predictable Risk and Returns in Emerging Markets
inferredcites →https://doi.org/10.1093/rfs/hhaa009openalex-snapshot
Empirical Asset Pricing via Machine Learning
inferredcites →https://doi.org/10.1108/10867370610661927openalex-snapshot
Tests of weak form efficiency in the Middle East emerging markets
inferredcites →https://doi.org/10.1108/17468800810849213openalex-snapshot
Testing weak‐form efficiency in the Bahrain stock market
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04636.xopenalex-snapshot
Efficient Capital Markets: II
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04681.xopenalex-snapshot
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
inferredcites →https://doi.org/10.1177/0972652717748085openalex-snapshot
An Investigation of the Weak Form of the Efficient Markets Hypothesis for the Kuwait Stock Exchange
inferredcites →https://doi.org/10.1504/ijse.2015.072201openalex-snapshot
Long memory properties on Tunisian sectorial stock market index volatilities: evidence from FIEGARCH model
inferredcites →https://doi.org/10.1504/jgba.2018.096334openalex-snapshot
Testing the weak form of efficiency of the stock markets in Gulf Cooperation Council countries
inferredcites →https://doi.org/10.1515/9781400830213openalex-snapshot
The Econometrics of Financial Markets
inferredcites →https://doi.org/10.18488/journal.aefr.2020.106.644.653openalex-snapshot
Testing Weak-Form Market Efficiency: The Case of Saudi Arabia
inferredcites →https://doi.org/10.18843/ijms/v6i3/05openalex-snapshot
The Weak Form of Informational Efficiency – A Case Study of Muscat Securities Market, Sultanate of Oman
inferredcites →https://doi.org/10.20414/jed.v6i2.9819openalex-snapshot
Random walk tests for the MENA stock returns
inferredcites →https://doi.org/10.21511/imfi.18(1).2021.21openalex-snapshot
Investigating the efficiency of financial markets: Empirical evidence from MENA countries
inferredcites →https://doi.org/10.21511/imfi.21(2).2024.31openalex-snapshot
Testing the weak-form efficiency of Arab stock markets after the COVID-19 pandemic
inferredcites →https://doi.org/10.2307/2286348openalex-snapshot
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
inferredcites →https://doi.org/10.2307/2325486openalex-snapshot
Efficient Capital Markets: A Review of Theory and Empirical Work
inferredcites →https://doi.org/10.24136/oc.2020.024openalex-snapshot
Random walks and market efficiency tests: evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic
inferredcites →https://doi.org/10.32479/ijefi.10634openalex-snapshot
STUDY THE EFFICIENCY HYPOTHESIS IN THE EGYPTIAN STOCK MARKET
inferredcites →https://doi.org/10.3934/qfe.2025022openalex-snapshot
The weak-form efficient markets hypothesis: Macroeconomic evidence from MEDA capital markets
inferredcites →https://doi.org/10.4236/tel.2023.132011openalex-snapshot
ESG Indices Efficiency in Five MENA Countries: Application of the Hurst Exponent
inferredcites →https://doi.org/10.5267/j.ijiec.2012.11.005openalex-snapshot
Do MENA stock market returns follow a random walk process?
inferredcites →https://doi.org/10.5430/afr.v8n1p183openalex-snapshot
The Test of the Efficiency of the Saudi Financial Capital Markets at Weak Form: An Empirical Study of the TASI Index and Sub-Indices of the Saudi Market
inferredcites →https://doi.org/10.55248/gengpi.5.0224.0605openalex-snapshot
Empirical Examination of the Weak Form of Efficient Market Hypothesis: Insights from the Bahrain Bourse
inferredcites →https://doi.org/10.58205/fber.v5i1.619openalex-snapshot
The Efficiency of the Maghreb Financial Markets: Tests of the Weak Form.
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.