Taylor and Francis Journals
Applied Financial Economics
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2004, Volume 14, Issue 10
- 697-705 Sources of exchange rate fluctuations: empirical evidence from six emerging market countries
by Ibrahim Chowdhury - 707-716 Downside risk for European equity markets
by John Cotter - 717-729 Volatility and risk estimation with linear and nonlinear methods based on high frequency data
by Marcel Dettling & Peter Buhlmann - 731-741 An empirical analysis of the German long-term interest rate
by Frank A. G. Den Butter & Pieter Jansen - 743-749 Valuing callable convertible bonds: a reduced approach
by F. Andre-le Pogamp & F. Moraux - 751-760 Evaluating the style-based risk model for equity mutual funds investing in Europe
by Stephanos Papadamou & George Stephanides
2004, Volume 14, Issue 9
- 611-630 Modelling the composition of personal sector wealth in the UK
by David Blake - 631-644 Investigating performance benchmarks in the context of international trusts: Australian evidence
by Karen Benson & Robert Faff - 645-650 The equity premium in the long-run
by Marco Taboga - 651-661 Fundamental share prices and aggregate real output
by Nicolaas Groenewold - 663-669 Diversification versus specialization: an event study of M&As in the European banking industry
by Laetitia Lepetit & Stephanie Patry & Philippe Rous - 671-679 A re-examination of variance-ratio test of random walks in foreign exchange rates
by Yuanchen Chang - 681-686 Efficiency of Indian commercial banks during the reform period
by K. R. Shanmugam & A. Das
2004, Volume 14, Issue 8
- 537-554 Fertility, human capital, and macroeconomic performance: long-term interactions and short-run dynamics
by A. F. Darrat & D. A. Yousef - 555-576 The impact of wealth on consumption and retirement behaviour in the UK
by David Blake - 577-589 A re-examination of Wagner's law for ten countries based on cointegration and error-correction modelling techniques
by Tsangyao Chang & WenRong Liu & Steven Caudill - 591-597 The relationship between risk and capital in Swiss commercial banks: a panel study
by Robert Bichsel & Jurg Blum - 599-610 Impact of operating and balance sheet performance of Japanese international banks on bank safety levels and risk ratings
by J. Evans & J. Simpson & A. A. Mahate & R. Evans
2004, Volume 14, Issue 7
- 461-476 Do high-tech stock prices revert to their 'fundamental' value?
by Leonardo Becchetti & Fabrizio Adriani - 477-484 Why do US banks borrow from the Fed? A fresh look at the 'reluctance' phenomenon
by Ali Darrat & Khaled Elkhal & Gaurango Banerjee & Maosen Zhong - 485-496 Bank acquisitions of security firms: the early evidence
by Aigbe Akhigbe & Jeff Madura - 497-505 The foreign exchange exposure of capital structure: the 1997 Asian crises revisited
by Tsung-Wu Ho - 507-515 Does deregulation make markets more competitive? Evidence of mark-ups in Spanish savings banks
by Subal Kumbhakar & Ana Lozano-Vivas - 517-523 Robust estimates of daily seasonality in the Irish equity market
by Brian Lucey - 525-536 Information sensitivity of high tech industries: evidence from merger announcements
by N. Kohers & T. Kohers
2004, Volume 14, Issue 6
- 375-383 Long range dependence in daily stock returns
by Guglielmo Maria Caporale & Luis Gil-Alana - 385-396 Expiration day effects of index futures and options: evidence from a market with a long settlement period
by Per Alkeback & Niclas Hagelin - 397-402 Returns on negative beta securities: implications for the empirical SML
by Dale Cloninger & Edward Waller & Yvette Bendeck & Lee Revere - 403-411 Exchange-rate uncertainty and workers' remittances
by Matthew Higgins & Alketa Hysenbegasi & Susan Pozo - 413-420 Censoring and its impact on multivariate testing of the Capital Asset Pricing Model
by Robert Brooks & Robert Faff & Tim Fry & Emma Newton - 421-428 Commercial bank entry into equity IPO underwriting: modern evidence
by Nancy Beneda & Ik-Whan Kwon - 429-441 A capital adequacy framework for Islamic banks: the need to reconcile depositors' risk aversion with managers' risk taking
by Dadang Muljawan & Humayon Dar & Maximilian Hall - 443-446 Don't lose sleep on it: a re-examination of the daylight savings time anomaly
by Reinhold Lamb & Richard Zuber & John Gandar - 447-456 Firm-level return dispersion and correlation asymmetry: challenges for portfolio diversification
by Riza Demirer & Donald Lien - 457-460 Analysing long memory and volatility of returns in the Athens stock exchange
by Dimitrios Vougas
2004, Volume 14, Issue 5
- 299-311 Subjective discount functions - an experimental approach
by Uri Benzion & Yochanan Shachmurove & Joseph Yagil - 313-325 The volatility impact of the European monetary system on member and non-member currencies
by Michael Hu & Christine Jiang & Christos Tsoukalas - 327-335 An examination of financial integration for the group of seven (G7) industrialized countries using an I( ) cointegration model
by A. Tahai & Robert Rutledge & Khondkar Karim - 337-349 The performance of UK firms acquiring large cross-border and domestic takeover targets
by M. S. B. Aw & R. A. Chatterjee - 351-360 The effect of the Asian financial crisis on the performance of Korean nationwide banks
by Yongil Jeon & Stephen Miller - 361-365 Investment in information technology systems and other determinants of bank profitability in the UK
by Ken Holden & Magdi El-Bannany - 367-373 Estimating time-varying risk premia in UK long-term government bonds
by James Steeley
2004, Volume 14, Issue 4
- 221-231 Short patches of outliers, ARCH and volatility modelling
by Philip Hans Franses & Dick van Dijk & Andre Lucas - 233-242 Modelling East Asian exchange rates: a Markov-switching approach
by Guglielmo Maria Caporale & Nicola Spagnolo - 243-251 The impact of stock index futures on the Korean stock market
by Hyun-Jung Ryoo & Graham Smith - 253-263 Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
by David McMillan & Alan Speight - 265-278 The importance of variance stationarity in economic time series modelling. A practical approach
by Alexandros Milionis - 279-283 Is there a need for hedging exposure to foreign exchange risk?
by Imad Moosa - 285-297 The profitability of daily stock market indices trades based on neural network predictions: case study for the S&P 500, the DAX, the TOPIX and the FTSE in the period 1965-1999
by Teo Jasic & Douglas Wood
2004, Volume 14, Issue 3
- 155-163 Further empirical analysis of the time series properties of financial ratios based on a panel data approach
by David Peel & Michael Peel & Ioannis Venetis - 165-177 European stock market dependencies when price changes are unusually large
by Sebastian Schich - 179-194 IPO underpricing in Italy
by L. Cassia & G. Giudici & S. Paleari & R. Redondi - 195-202 Skewness in the conditional distribution of daily equity returns
by Richard Harris & C. Coskun Kucukozmen & Fatih Yilmaz - 203-208 Monthly and semi-annual seasonality in the Irish equity market 1934-2000
by Brian Lucey & Shane Whelan - 209-214 Back to the future: an empirical investigation into the validity of stock index models over time
by Barbara Summers & Evan Griffiths & Robert Hudson - 215-220 Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK
by A. Gregoriou & A. Kontonikas & N. Tsitsianis
2004, Volume 14, Issue 2
- 73-82 Identification of corporate distress in UK industrials: a conditional probability analysis approach
by L. Lin & J. Piesse - 83-92 A simple test of the Fama and French model using daily data: Australian evidence
by Robert Faff - 93-104 Estimating the risk premium of swap spreads. Two econometric GARCH-based techniques
by Carolina Castagnetti - 105-112 The rational expectations hypothesis and the cross-section of bond yields
by Richard Harris - 113-120 The causes of the long stagnation in Japan
by Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda - 121-129 Stock market and aggregate economic activity: evidence from Australia
by K. Chaudhuri & S. Smiles - 131-141 Performance persistence and the source of returns for hedge funds
by A. Harri & B. W. Brorsen - 143-154 The impact of the introduction of futures contracts on the spot market volatility: the case of Kuala Lumpur Stock Exchange
by Wee Ching Pok & Sunil Poshakwale
2004, Volume 14, Issue 1
- 1-11 Forecasting volatility in the Spanish option market
by Pilar Corredor & Rafael Santamaria - 13-17 Diversification benefits in trading?
by Raphael Markellos - 19-27 Money demand stability under currency substitution: some recent evidence
by Santi Chaisrisawatsuk & Subhash Sharma & Abdur Chowdhury - 29-41 A Multivariate I(2) cointegration analysis of German hyperinflation
by Dimitris Georgoutsos & Georgios Kouretas - 43-54 Number preference in Australian stocks
by Hristos Doucouliagos - 55-66 Testing for inconsistencies in the estimation of UK capital structure determinants
by A. A. Bevan & J. Danbolt - 67-72 Interaction among China-related stocks: evidence from a causality test with a new procedure
by Gary Gang Tian & Guang Hua Wan
2003, Volume 13, Issue 12
- 869-876 Efficiency tests for mutual fund portfolios
by Jati Sengupta - 877-883 Increasing exchange rate volatility during the recent float
by Michael Frommel & Lukas Menkhoff - 885-889 Currency risks, government procurement and counter-trade: a note
by Sang-Rim Choi & Adrian Tschoegl - 891-898 Investor sentiment, market timing, and futures returns
by Changyun Wang - 899-911 Parities and Spread Trading in Gold and Silver Markets: A Fractional Cointegration Analysis
by Shi-Miin Liu & Chih-Hsien Chou - 913-923 Investment and firm value: an analysis using panel data
by Esther Del Brio & Alberto De Miguel & Julio Pindado - 925-929 Financial development and economic growth in India: 1970-1971 to 1998-1999
by Prabir Bhattacharya & M. N. Sivasubramanian
2003, Volume 13, Issue 11
- 783-806 A two-factor model of the German term structure of interest rates
by Nuno Cassola & Jorge Barros Luis - 807-815 The size effect and the random walk hypothesis: evidence from the London Stock Exchange using Markov Chains
by T. C. Mills & J. V. Jordanov - 817-827 Intraday information transmission between DJIA spot and futures markets
by Gokce Soydemir & A. George Petrie - 829-839 Dispersion of analysts' expectations and the cross-section of stock returns
by Bokhyeon Baik & Cheolbeom Park - 841-848 GMM-based testing procedures of the mixture of distributions model
by Ainhoa Zarraga
2003, Volume 13, Issue 10
- 701-719 Money market operations and short-term interest rate volatility in the United Kingdom
by Anne Vila Wetherilt - 721-729 Impact of nonearnings disclosures on market risk: evidence with interim reports
by Antti Kanto & Hannu Schadewitz - 731-739 The cross section of expected futures returns and the Keynesian hypothesis
by Joelle Miffre - 741-745 A contemporary analysis of Mexican stock market volatility
by Jorge Gonzalez & Roger Spencer & Daniel Walz - 747-752 Returns and volatility on the Chinese stock markets
by Robert Brooks & Vanitha Ragunathan - 753-761 Indirect convertibility as a money rule for inflation targeting
by J. S. Ferris & J. A. Galbraith - 763-769 A long memory test of the long-run Fisher effect in the G7 countries
by Noor Ghazali & Shamshubariah Ramlee - 771-782 A study of Spanish firms' security issue decision under asymmetric information and agency costs
by Ruben Arrondo & Silvia Gomez-Anson
2003, Volume 13, Issue 9
- 623-633 An investigation of the unconditional distribution of South African stock index returns
by O. Beelders - 635-643 An empirical investigation of asset price bubbles in Latin American emerging financial markets
by L. Sarno & M. P. Taylor - 645-653 Econometrics of yield spreads in the money market: a note
by S. K. Bhaumik & D. Coondoo - 655-664 Futures trading activity and stock price volatility: some extensions
by A. Chatrath & F. Song & B. Adrangi - 665-676 Stochastic behaviour of Deutsche mark exchange rates within EMS
by N. T. Laopodis - 677-692 The association between disclosure level and information quality: voluntary management earnings forecasts
by Hark-Ppin Yhim & Khondkar Karim & Robert Rutledge - 693-700 Inflation and output as predictors of stock returns and volatility: international evidence
by Nicole Davis & Ali Kutan
2003, Volume 13, Issue 8
- 553-563 Stability of the day of the week effect in return and in volatility at the Indian capital market: a GARCH approach with proper mean specification
by Kaushik Bhattacharya & Nityananda Sarkar & Debabrata Mukhopadhyay - 565-571 Determinants of commercial banks' profitability in Malawi: a cointegration approach
by E. W. Chirwa - 573-579 Pros win! Pros win!… or do they?: an analysis of the 'Dartboard' contest using stochastic dominance
by Ross Dickens & Roger Shelor - 581-592 Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
by Felix Chan & Michael McAleer - 593-597 An examination of the information role of the yield spread and stock returns for predicting future GDP
by Ning Li & David. Ayling & Lynn Hodgkinson - 599-607 Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
by David McMillan & Alan Speight - 609-622 Mega-mergers in the US banking industry
by Said Elfakhani & Rita Ghantous & Imad Baalbaki
2003, Volume 13, Issue 7
- 477-486 Stock market integration and financial crises: the case of Asia
by Jian Yang & James Kolari & Insik Min - 487-494 Intraday volatility spillovers in the German equity index derivatives markets
by G. Geoffrey Booth & Raymond So - 495-502 Long memory and outliers in stock market returns
by Jussi Tolvi - 503-508 Beta, the Treynor ratio, and long-run investment horizons
by Charles Hodges & Walton Taylor & James Yoder - 509-516 Seasonal indexation bias in US Treasury Inflation-indexed Securities
by Michael Gapen - 517-523 Voluntary trading suspensions in Singapore
by Ruth Tan & W. Y. Yeo - 525-535 Monetary policy rules and regime shifts
by Giorgio Valente - 537-541 An alternative conditional asymmetry specification for stock returns
by Kurt Brannas & Niklas Nordman - 543-551 How rewarding is technical analysis? Evidence from Singapore stock market
by Wing-Keung Wong & Meher Manzur & Boon-Kiat Chew
2003, Volume 13, Issue 6
- 401-412 Political administration effects and day-of-the-week effects in New Zealand's foreign exchange rate
by Stephen Keef & Melvin Roush - 413-426 Cross-sectional estimation of stock returns in small markets: The case of the Athens Stock Exchange
by George Leledakis & Ian Davidson & George Karathanassis - 427-430 Does diversification strategy matter in explaining capital structure? Some evidence from Spain
by Eduardo Menendez-Alonso - 431-446 Parametric estimation of different interest rate processes
by Michalis Ioannides & Frank Skinner - 447-461 Examining intraday returns with buy/sell information
by Shinn-Juh Lin & Jian Yang - 463-472 Estimation of persistence in log-volatility using panel data
by Yoshitsugu Kitazawa - 473-476 Exchange rate determination during hyperinflation: the case of the Romanian lei
by Costas Karfakis
2003, Volume 13, Issue 5
- 317-335 On the equilibrium value of the peseta
by I. Paya & A. Duarte & K. Holden - 337-351 What Determines Maturity? An analysis of German Commercial Banks' foreign Assets
by C. M. Buch - 353-360 Calendar anomalies in the Turkish foreign exchange markets
by Kursat Aydoğan & G. Geoffrey Booth - 361-368 How is the market reaction to stock splits?
by Juan Reboredo - 369-378 The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case
by Benjamin Miranda Tabak - 379-385 A trend towards being normal: the 'A' share experience on the Shanghai stock exchange
by Anthony Yanxiang Gu - 387-399 The dynamics of bond yields and the stock index - with an application to the UK stock and bond market
by Jan Bo Jakobsen & Carsten S�rensen
2003, Volume 13, Issue 4
- 237-243 Is US inflation low because the dollar value is high? Some short- and long run evidence
by A. F. Darrat & M. C. Chopin & C. Topuz - 245-256 Non-linear dynamics in futures prices: evidence from the coffee, sugar and cocoa exchange
by B. Adrangi & A. Chatrath - 257-266 The relationship between commercial banks' interest rates and loan sizes: evidence from a small open economy
by W. Moore & R. Craigwell - 267-277 Credit channel and credit shocks in Canadian macrodynamics - a structural VAR approach
by J. Safaei & N. E. Cameron - 279-285 Electoral management, political risk and exchange rate dynamics: the Greek experience
by Fotios Siokis & Panayotis Kapopoulos - 287-294 Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration
by Winfried Hallerbach - 295-307 Event-related GARCH: the impact of stock dividends in Turkey
by Roy Batchelor & Ismail Orakcioglu - 309-316 Relative development in stock markets: empirical evidence from mainland China and Hong Kong
by Dauvin Peterson & Scott Pardee & Phanindra Wunnava
2003, Volume 13, Issue 3
- 159-167 A study of production efficiencies of integrated securities firms in Taiwan
by K. -L. Wang & Y. -T. Tseng & C. -C. Weng - 169-176 Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates
by Burak Saltoglu - 177-189 Expected returns and economic risk in Canadian financial markets
by B. Carmichael & L. Samson - 191-197 Implied option prices from the continuous time CKLS interest rate model: an application to the UK
by K. Ben Nowman & Ghulam Sorwar - 199-209 The link between monetary policy and stock and bond markets: evidence from the federal funds futures contract
by O. David Gulley & Jahangir Sultan - 211-223 Capital asset pricing model on UK securities using ARCH
by David Morelli - 225-235 Reflected glory and failure: international sporting success and the stock market
by Glenn Boyle & Brett Walter
2003, Volume 13, Issue 2
- 79-84 The role of fundamentalists and technicians in the foreign exchange market when the domestic currency is pegged to a basket
by I. A. Moosa & N. E. Al-Loughani - 85-95 Making political capital: the behaviour of the UK capital markets during Election'97
by J. M. Steeley - 97-112 An empirical investigation on the determinants of capital structure: the UK and Italian experience
by A. Panno - 113-122 Technical analysis in foreign exchange markets: evidence from the EMS
by F. FernAndez-RodrIguez & S. Sosvilla-Rivero & J. Andrada-FElix - 123-131 The role of information in Hong Kong individual stock futures trading
by M. D. Mckenzie & R. D. Brooks - 133-143 The determinants of corporate financial performance in the Bermuda insurance market
by M. Adams & M. Buckle - 145-157 Evidence on the determinants of equity issue method in the UK
by B. M. Burton & D. M. Power
2003, Volume 13, Issue 1
- 1-12 Cost and profit efficiency in the Spanish banking sector (1985-1996): a non-parametric approach
by J. Maudos & J. M. Pastor - 13-22 Intraday stock price patterns in the Greek stock exchange
by N. A. Niarchos & C. A. Alexakis - 23-35 Impulse responses in a threshold cointegrated system: the case of natural gas markets
by T. H. Root & D. Lien - 37-54 Forward-looking agents and macroeconomic determinants of the equity price in a small open economy
by Amir Kia - 55-69 Why firms hedge with currency derivatives: an examination of transaction and translation exposure
by Niclas Hagelin - 71-78 Seasonal cointegration analysis for German M3 money demand
by Helmut Herwartz & Hans-Eggert Reimers
2002, Volume 12, Issue 12
- 843-849 The relationship between dividend policy, financial structure, profitability and firm value
by Samy Ben Naceur & Mohamed Goaied - 851-861 Testing for cointegration between international stock prices
by Niklas Ahlgren & Jan Antell - 863-871 The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987-1997
by J. Andrew Coutts & Mohamed Sheikh - 873-883 Tests of international asset pricing model with and without a riskless asset
by Pin-Huang Chou & Mei-Chen Lin - 885-893 Common features between stock returns and trading volume
by Marta Regulez & Ainhoa Zarraga - 895-911 Credit risk and efficiency in the European banking system: A three-stage analysis
by Jose Pastor - 913-921 An empirical investigation of the premium for volatility risk in currency options for the British pound
by Ghulam Sarwar - 923-931 Macroeconomic factors and international industry returns
by Manolis Kavussanos & Stelios Marcoulis & Angelos Arkoulis
2002, Volume 12, Issue 11
- 765-769 SeptemBear - A seasonality puzzle in the German stock index DAX
by Michael Reutter & Jakob Von Weizsacker & Frank Westermann - 771-781 Calculating the misspecification in beta from using a proxy for the market portfolio
by Soosung Hwang & Stephen Satchell - 783-790 Inter-market spread trading: evidence from UK index futures markets
by Darren Butterworth & Phil Holmes - 791-798 Evaluating the hedging performance of the constant-correlation GARCH model
by Donald Lien & Y. K. Tse & Albert Tsui - 799-804 The Forward Rate Unbiasedness Hypothesis revisited
by Tsung-Wu Ho - 805-811 Large changes in major exchange rates: a chronicle of the 1990s
by B. J. Lobo - 813-826 On the predictive ability of several common models of volatility: an empirical test on the FOX index
by Marko Maukonen - 827-834 Effects of financial constraints on research and development investment: an empirical investigation
by Neslihan Ozkan - 835-842 Returns and the interest rate: a non-linear relationship in the Bogotastock market
by L. E. Arango & A. Gonzalez & C. E. Posada
2002, Volume 12, Issue 10
- 687-696 Some answers to puzzles in testing unbiasedness in the foreign exchange market
by Scott Barnhart & Robert McNown & Myles Wallace - 697-706 The short-run price performance of investment trust IPOs on the UK main market
by Arif Khurshed & Ram Mudambi - 707-713 Return-volume dynamics in UK futures
by David McMillan & Alan Speight - 715-724 The predictability of futures returns: rational variation in required returns or market inefficiency?
by Joelle Miffre - 725-729 Long memory in stock returns: some international evidence
by Olan Henry - 731-741 Intra- and inter-continental transmission of inflation in Africa
by Jin-Gil Jeong & Philip Fanara & Charlie Mahone - 743-750 Mutual funds as an alternative to direct stock investment: A cointegration approach
by Juan Carlos Matallin & Luisa Nieto - 751-763 Testing the univariate conditional CAPM in thinly traded markets
by Per Bjarte Solibakke
2002, Volume 12, Issue 9
- 613-623 The time profile of risk in banking crises: evidence from Scandinavian banking sectors
by Ari Hyytinen - 625-631 Purchasing power parity in the long-run: evidence from Australia's recent float
by George Tawadros - 633-637 Identifying irregularities in a financial market
by David Paton & Leighton Vaughan Williams - 639-653 Technical trading strategies and return predictability: NYSE
by Ki-Yeol Kwon & Richard Kish - 655-665 Determinants of capital structure choice: a study of the Indian corporate sector
by Saumitra Bhaduri - 667-672 The effect of interest rate volatility on treasury yields
by Sudipto Sarkar & Mohamed Ariff - 673-680 Have unincorporated businesses in the UK been constrained in their ability to obtain bank lending?
by David Barlow & Martin Robson - 681-686 Why investors should be cautious of the academic approach to testing for stock market anomalies
by Robert Hudson & Kevin Keasey & Kevin Littler
2002, Volume 12, Issue 8
- 535-543 Do forecasters use monetary models? an empirical analysis of exchange rate expectations
by Michael Schroder & Robert Dornau - 545-553 Korean stock prices under price limits: variance ratio tests of random walks
by Hyun-Jung Ryoo & Graham Smith - 555-564 Generalized asymmetric power ARCH modelling of exchange rate volatility
by Michael McKenzie & Heather Mitchell - 565-574 Share returns and the Fisher hypothesis reconsidered
by Jakob Madsen - 575-580 Predictability of stock returns: is it rational?
by Samih Antoine Azar - 581-588 Do venture capitalists add value? A comparative study between Singapore and US
by Clement Wang & Kangmao Wang & Qing Lu - 589-600 Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates
by Michel Beine & Sebastien Laurent & Christelle Lecourt - 601-612 A solution to the equity premium and riskfree rate puzzles: an empirical investigation using Japanese data
by Atsushi Maki & Tadashi Sonoda
2002, Volume 12, Issue 7
- 457-467 Aggregate market returns and UK unit trust net acquisitions
by Andrew Clare & Philip Moschetti - 469-474 The stock market rumours and stock prices: a test of price pressure and size effect in an emerging market
by Halil Kiymaz - 475-484 African stock markets: multiple variance ratio tests of random walks
by Graham Smith & Keith Jefferis & Hyun-Jung Ryoo