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Testing the Efficient Market Hypothesis Using Panel Data, with Application to the Athens Stock Market

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Author Info
Dockery, E
Kavussanos, M G

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Article provided by Taylor and Francis Journals in its journal Applied Economics Letters.

Volume (Year): 3 (1996)
Issue (Month): 2 (February)
Pages: 121-23
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Handle: RePEc:taf:apeclt:v:3:y:1996:i:2:p:121-23

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  1. Graham Smith & Hyun-Jung Ryoo, 2003. "Variance ratio tests of the random walk hypothesis for European emerging stock markets," European Journal of Finance, Taylor and Francis Journals, vol. 9(3), pages 290-300, June. [Downloadable!] (restricted)
  2. Khim-Sen Liew & Kian-Ping Lim & Chee-Keong Choong, 2003. "On The Forecastability Of Asean-5 Stock Markets Returns Using Time Series Models," Finance 0307012, EconWPA. [Downloadable!]
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