Jun 30 2022 Akihiko Noda   Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic   Abstract  Contact Information  Citation  Full Text  -  Note   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."   Abstract  Contact Information  Citation  Full Text  -  Note   May 18 2016 Xing Lu and Neel Patel   Festivity Anomaly in Indian Stock Market   Abstract  Contact Information  Citation  Full Text  -  Note   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   Abstract  Contact Information  Citation  Full Text  -  Note   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   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 08 2009 Qaiser Munir and Kasim Mansur   Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2009 Shyh-wei Chen   Random walks in asian foreign exchange markets:evidence from new multiple variance ratio tests   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 27 2008 Shyh-Wei Chen   Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 13 2007 Paresh Narayan and Arti Prasad   Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries   Abstract  Contact Information  Citation  Full Text  -  Note