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The stock market behaviour prior and subsequent to new highs

Schnusenberg, Oliver - In: Applied financial economics 16 (2006) 6, pp. 429-438

Persistent link: https://www.econbiz.de/10003335008

Are Chinese stock markets efficient? : further evidence from a battery of nonlinearity tests

Lim, Kian-Ping; Brooks, Robert - In: Applied financial economics 19 (2009) 1/3, pp. 147-155

Given that the efficiency of the Chinese stock markets was empirically examined in extant literature using statistical tests that are designed to uncover linear correlations of price changes, the obtained statistical inferences of efficiency/inefficiency are on very shaky grounds as highlighted...

Persistent link: https://www.econbiz.de/10003825852

A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...

Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186

This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...

Persistent link: https://www.econbiz.de/10003886017

Random walks in Middle Eastern stock markets

Smith, Graham - In: Applied financial economics 17 (2007) 7/9, pp. 587-596

Persistent link: https://www.econbiz.de/10003491201

Short-term overreaction, underreaction and efficient reaction : evidence from the London Stock Exchange

Spyrou, Spyros I.; Kassimatis, Konstantinos; … - In: Applied financial economics 17 (2007) 1/3, pp. 221-235

Persistent link: https://www.econbiz.de/10003427064

An alternative test for weak form efficiency based on technical analysis

Loh, Elaine Y. L. - In: Applied financial economics 17 (2007) 10/12, pp. 1003-1012

Persistent link: https://www.econbiz.de/10003538098

The efficiency of the stock market in the CARICOM sub-region : an empirical study

Watson, Patrick K. - In: Applied financial economics 19 (2009) 22/24, pp. 1915-1924

The objective of this article is to determine whether the stock exchanges of Barbados, Jamaica, Trinidad and Tobago and the virtual Caribbean Community and Common Market (CARICOM) Regional Stock Exchange (CRSE), as well as the banking, conglomerate, financial and manufacturing sectors of these...

Persistent link: https://www.econbiz.de/10003921104

Temporal information gaps and market efficiency : a dynamic behavioural analysis

Witte, Björn-Christopher - In: Applied financial economics 20 (2010) 13/15, pp. 1057-1070

Persistent link: https://www.econbiz.de/10009010306

The evolution of stock market predictability in Bulgaria

Dyakova, Aneta; Smith, Graham - In: Applied financial economics 23 (2013) 7/9, pp. 805-816

Persistent link: https://www.econbiz.de/10009750976

Middle Eastern stock markets : absolute, evolving and relative efficiency

Niemczak, Kinga; Smith, Graham - In: Applied financial economics 23 (2013) 1/3, pp. 181-198

Persistent link: https://www.econbiz.de/10009719013