Vitor Dias Martins
Instituto Superior de Contabilidade e Administração de CoimbraCoimbra, Portugal
RePEc:edi:iscacpt (more details at EDIRC)
Research outputJump to: Working papers
- José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho, 2004. "Efficiency tests in the Iberian stock markets," Finance 0406001, University Library of Munich, Germany.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho, 2004.
"Efficiency tests in the Iberian stock markets,"
0406001, University Library of Munich, Germany.
- Ana Rita Gonzaga & Helder Sebastião, 2011. "As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação," GEMF Working Papers 2012-02, GEMF, Faculty of Economics, University of Coimbra.
- Hiremath, Gourishankar S & Bandi, Kamaiah, 2012. "Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns," MPRA Paper 48710, University Library of Munich, Germany.
- Hiremath, Gourishankar S & Bandi, Kamaiah, 2010. "Some Further Evidence on the Behaviour of Stock Returns in India," MPRA Paper 48518, University Library of Munich, Germany.
- Maria Rosa Borges, 2008.
"Efficient Market Hypothesis in European Stock Markets,"
Working Papers Department of Economics
2008/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Maria Rosa Borges, 2010. "Efficient market hypothesis in European stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 16(7), pages 711-726.
- Maria Rosa Borges, 2011.
"Random walk tests for the Lisbon stock market,"
Applied Economics, Taylor & Francis Journals, vol. 43(5), pages 631-639.
- Maria Rosa Borges, 2007. "Random Walk Tests for the Lisbon Stock Market," Working Papers Department of Economics 2007/14, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Hiremath, Gourishankar S & Bandi, Kamaiah, 2009. "On the random walk characteristics of stock returns in India," MPRA Paper 46499, University Library of Munich, Germany.
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NEP FieldsNEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
- NEP-EEC: European Economics (1) 2004-06-07
- NEP-FMK: Financial Markets (1) 2004-06-07
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