The Evolution Of Stock Market Efficiency Over Time: A Survey Of The Empirical Literature
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Volume (Year): 25 (2011)
Issue (Month): 1 (02)
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- Bing Zhang & Li Xindan, 2008. "A variance ratio test of the behaviour of Chinese stock indices," Applied Economics Letters, Taylor & Francis Journals, vol. 15(7), pages 567-571.
- Yilmaz, Kamil, 2003. "Martingale Property of Exchange Rates and Central Bank Interventions," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(3), pages 383-95, July.
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"The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series,"
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- Yoon-Jae Whang & Oliver Linton, 1997. "The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series," Cowles Foundation Discussion Papers 1130R, Cowles Foundation for Research in Economics, Yale University.
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- Phillip Wild & Melvin J. Hinich & John Foster, 2008. "The Use of Trimming to Improve the Performance of Tests for Nonlinear Serial Dependence with Application to the Australian National Electricity Market," Discussion Papers Series 367, School of Economics, University of Queensland, Australia.
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