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Weak-Form Market Efficiency and Calendar Anomalies for Eastern European Equity Markets

Guidi, Francesco - 2012

In this article we test the weak form of the efficient market hypothesis for Central and Eastern Europe (CEE) equity markets for the period 1999-2009. To test weak-form efficiency in the markets, this study uses autocorrelation analysis runs test and variance ratio test. We find that stock...

Persistent link: https://www.econbiz.de/10013099252

Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets

Guidi, Francesco; Gupta, Rakesh; Maheshwari, Suneel - In: Journal of emerging market finance 10 (2011) 3, pp. 337-389

Persistent link: https://www.econbiz.de/10010217486

Market efficiency in the ASEAN region : evidence from multivariate and cointegration tests

Guidi, Francesco; Gupta, Rakesh - In: Applied financial economics 23 (2013) 4/6, pp. 265-274

Persistent link: https://www.econbiz.de/10009718948

Market efficiency in emerging economies : case of Vietnam

Gupta, Rakesh; Yang, Junhao; Basu, Parikshit K. - In: International journal of business and globalisation : IJBG 13 (2014) 1, pp. 25-40

Persistent link: https://www.econbiz.de/10011289512

Weak form efficiency in Indian stock markets

Gupta, Rakesh; Basu, Parikshit K. - In: International business and economics research journal 6 (2007) 3, pp. 57-64

Persistent link: https://www.econbiz.de/10003486803

Implied volatility smirk and future stock returns : evidence from the German market

Mo, Di; Todorova, Neda; Gupta, Rakesh - In: Managerial finance 41 (2015) 12, pp. 1357-1379

Persistent link: https://www.econbiz.de/10011504242

Chinese Lunar New Year effect in Asian stock markets : 1999 - 2012

Yuan, Tian; Gupta, Rakesh - In: The quarterly review of economics and finance : journal … 54 (2014) 4, pp. 529-537

Persistent link: https://www.econbiz.de/10010533391

The pre-holiday effect in China : abnormal returns or compensation for risk?

Tian, Yuan; Gupta, Rakesh; Bianchi, Robert J. - In: Review of Pacific Basin financial markets and policies 18 (2015) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10011383032

Market Efficiency in the ASEAN Region : Evidence from Multivariate and Cointegration Tests

Guidi, Francesco - 2012

The aim of this article is to investigate the Efficient Market Hypothesis (EMH) for the Association of Southeast Asian Nations' (ASEAN) stock markets for the period January 2000 to April 2011. We test whether these markets are efficient individually and collectively using a number of statistical...

Persistent link: https://www.econbiz.de/10013099364