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An empirical study on weak-form of market efficiency of selected Asian stock markets
Patel, Nikunj R., (2012)
Does US news impact Asian emerging markets? : evidence from nonparametric causality-in-quantiles test
Balcilar, Mehmet, (2017)
Are Northeast Asian stock markets weak form efficient? : evidence based on multiple variance ratio tests
Shaik, Muneer, (2017)
Are US stock index returns predictable? : evidence from automatic autocorrelation-based tests
Lim, Kian-Ping, (2013)
The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test
Lim, Kian-Ping, (2012)
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests