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Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia

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Author Info
Butler, Kirt C.
Malaikah, S. J.
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 16 (1992)
Issue (Month): 1 (February)
Pages: 197-210
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Handle: RePEc:eee:jbfina:v:16:y:1992:i:1:p:197-210

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  1. Jorge Belaire-Franch & Kwaku Opong, 2005. "A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs," Review of Quantitative Finance and Accounting, Springer, vol. 24(1), pages 93-107, January. [Downloadable!] (restricted)
  2. Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi & Junji Shimada, 2005. "Dynamic Efficiency in the East European Emerging Markets," Asia-Pacific Financial Markets, Springer, vol. 12(2), pages 159-179, June. [Downloadable!] (restricted)
  3. Riad Dahel, . "Volatility in Arab Stock Market," API-Working Paper Series 9905, Arab Planning Institute - Kuwait, Information Center. [Downloadable!]
  4. Stephen Hall & Anna Zelweska-Mitura, . "Modelling Emerging Financial Markets and their Approach to Market Efficiency," Computing in Economics and Finance 1996 _066, Society for Computational Economics. [Downloadable!]
  5. Jorge Belaire-Franch & Stanley McGreal & Kwaku K. Opong & James R. Webb, 2007. "A Nonparametric Variance-Ratio Test of the Behavior of U.K. Real Estate and Construction Indices," International Real Estate Review, Asian Real Estate Society, vol. 10(2), pages 94-112. [Downloadable!]
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