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Sep 17 2021 Salvatore Caruso and Giuseppe Pernagallo
  On the efficiency of online soccer betting markets: a new methodology based on symbolic series
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 02 2017 Taro Ikeda
  A fractal analysis of world stock markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 26 2016 Mohsen Bahmani-Oskooee , Tsangyao Chang , Tsung-hsien Chen and Han-wen Tzeng
  "Revisiting the efficient market hypothesis in transition countries using quantile unit root test."
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May 18 2016 Xing Lu and Neel Patel
  Festivity Anomaly in Indian Stock Market
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Jun 19 2013 Marcus F. da Silva , Eder J. A. Leão , Idaraí Santos de Santana and José Garcia Vivas Miranda
  Pattern of fluctuations in the exchange rate change from fixed to floating, in Brazil, Argentina and Mexico
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 26 2011 Takeshi Inoue and Shigeyuki Hamori
  An empirical analysis on the efficiency of the microfinance investment market
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Nov 23 2010 Bill M Woodland and Linda M Woodland
  Market Efficiency and the NHL totals betting market: Is there an under bias?
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Nov 23 2010 Catherine L. McDevitt and James R. Irwin
  Efficient markets: land and slave prices in Henrico County, Virginia, 1782-1863
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Nov 11 2010 Abd Halim Ahmad , Siti Nurazira Mohd Daud and W.N.W. Azman-Saini
  Efficient market hypothesis in emerging markets: Panel data evidence with multiple breaks and cross sectional dependence
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Jan 19 2010 Siow-hooi Tan , Muzafar-shah Habibullah and Roy-wye-leong Khong
  Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka
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Jun 08 2009 Qaiser Munir and Kasim Mansur
  Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests
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Jun 05 2009 Shyh-wei Chen
  Random walks in asian foreign exchange markets:evidence from new multiple variance ratio tests
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Feb 27 2008 Shyh-Wei Chen
  Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries
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Aug 13 2007 Paresh Narayan and Arti Prasad
  Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries
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