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Jul 02 2017 Taro Ikeda
  A fractal analysis of world stock markets
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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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Sep 26 2011 Takeshi Inoue and Shigeyuki Hamori
  An empirical analysis on the efficiency of the microfinance investment market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
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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