//-->
A comparative study on the efficiency of Korean Stock Markets: KOSPI and KOSDAQ
Yoon, Il-Hyun, (2021)
Long-term memory in stock market prices : international evidence
Sadique, Shibley, (1998)
Long-term memory in stock market returns : international evidence
Sadique, Shibley, (2001)
Random walk and breaking trend in financial series : an economic critique of unit root tests
Rahman, Abdul H., (2008)
The day-of-the-week effect and conditional volatility : sensitivity of error distributional assumptions
Baker, H. Kent, (2008)
Evidence of non-stationary bias in scaling by square root of time : implications for value-at-risk
Saadi, Samir, (2008)