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Stock Market Volatility and Weak-form Efficiency: Evidence from an Emerging Market

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Author Info

  • Abid Hameed

    (State Bank of Pakistan, Karachi)

  • Hammad Ashraf

    (Bahria University, Islamabad)

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    File URL: http://www.pide.org.pk/pdf/PDR/2006/Volume4/1029-1040.pdf
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    Bibliographic Info

    Article provided by Pakistan Institute of Development Economics in its journal The Pakistan Development Review.

    Volume (Year): 45 (2006)
    Issue (Month): 4 ()
    Pages: 1029-1040

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    Handle: RePEc:pid:journl:v:45:y:2006:i:4:p:1029-1040

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Patricia Fraser & David Power, 1997. "Stock return volatility and information: an empirical analysis of Pacific Rim, UK and US equity markets," Applied Financial Economics, Taylor and Francis Journals, vol. 7(3), pages 241-253.
    2. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    3. Khwaja, Asim Ijaz & Mian, Atif, 2005. "Unchecked intermediaries: Price manipulation in an emerging stock market," Journal of Financial Economics, Elsevier, vol. 78(1), pages 203-241, October.
    4. Husain, Fazal & UPPAL, Jamshed, 1999. "Stock Returns Volatility in an Emerging Market: The Pakistani Evidence," MPRA Paper 5270, University Library of Munich, Germany.
    5. Salman Syed Ali & Khalid Mustafa, 2001. "Testing Semi-strong Form Efficiency of Stock Market," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 40(4), pages 651-674.
    6. Fama, Eugene F, 1991. " Efficient Capital Markets: II," Journal of Finance, American Finance Association, vol. 46(5), pages 1575-617, December.
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    Cited by:
    1. Matthew McCartney, 2011. "Pakistan, Growth, Dependency, and Crisis," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 16(Special E), pages 71-94, September.

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