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The predictability of German stock returns
Klähn, Judith, (2000)
Hurst Dynamics of S&P500 Returns : Implications and Impact on Market Efficiency, Long Memory, Multifractality and Financial Crises Predictability
Vogl, Markus, (2021)
Time-series momentum as an intra- and inter-industry effect : implications for market efficiency
Shynkevich, Andrei, (2013)
Transaction taxes and financial market equilibrium
Subrahmanyam, Avanidhar, (1998)
Multi-market trading and the informativeness of stock trades : an empirical intraday analysis
Subrahmanyam, Avanidhar, (1997)
Risk aversion, market liquidity, and price efficiency
Subrahmanyam, Avanidhar, (1991)