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Using financial markets to estimate the macro effects of monetary policy : an impact-identified FAVAR
Pitschner, Stefan, (2013)
Do investors make abnormal returns consistently? : an econometric investigation in the Nigerian capital market
Whisky, Ayakeme Ebiwarefa, (2014)
The efficient market hypothesis : problems with interpretations of empirical tests
Alajbeg, Denis, (2012)
Implications of survival and data trimming for tests of market efficiency
Kothari, S. P., (2005)
Autocorrelation structure of forecast errors from time series models : alternative assessments of the causes of post-earnings announcement drift
Jacob, John, (1999)
Research design issues in grouping-based tests
Lys, Thomas, (1992)