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Small sample properties of alternative tests for martingale difference hypothesis. (2011). Kim, Jae ; Darné, Olivier ; CHARLES, Amelie.
In: Economics Letters.
RePEc:eee:ecolet:v:110:y:2011:i:2:p:151-154.

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  1. Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Ullah, Ihsan ; Akbar, Muhammad ; Rehman, Naser.
    In: International Review of Economics & Finance.
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  2. The adaptive market hypothesis and the return predictability in the cryptocurrency markets. (2023). Jacek, Karasiski.
    In: Economics and Business Review.
    RePEc:vrs:ecobur:v:9:y:2023:i:1:p:94-118:n:2.

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  3. On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854.

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  4. Which cryptocurrency data sources should scholars use?. (2022). Vidal-Tomas, David.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000369.

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  7. Efficiency in cryptocurrency markets: new evidence. (2021). Arguedas, Raquel ; Muela, Sonia Benito ; Lopez-Martin, Carmen.
    In: Eurasian Economic Review.
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  8. Impact of COVID-19 on stock market efficiency: Evidence from developed countries. (2021). Ozkan, Oktay.
    In: Research in International Business and Finance.
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  9. Market Adaptability and Evolving Predictability of Stock Returns: An Evidence from India. (2020). Bhuian, Ranjan Kumar ; Patra, Subhamitra ; Bhuyan, Biswabhusan.
    In: Asia-Pacific Financial Markets.
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  10. Time-varying return predictability and adaptive markets hypothesis: Evidence on MIST countries from a novel wild bootstrap likelihood ratio approach. (2020). Ozkan, Oktay.
    In: Bogazici Journal, Review of Social, Economic and Administrative Studies.
    RePEc:boz:journl:v:34:y:2020:i:2:p:101-113.

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  11. International Financial Markets. (2019). Saglio, Sophie ; Sanhaji, Bilel ; Guerreiro, David ; Goutte, Stéphane ; Chevallier, Julien.
    In: Post-Print.
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  12. Does the introduction of futures improve the efficiency of Bitcoin?. (2019). Posch, Peter N ; Muller, Janis ; Kochling, Gerrit.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:367-370.

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  13. Probability Forecasts Made at Multiple Lead Times. (2018). Regnier, Eva .
    In: Management Science.
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  15. Fourier--type tests involving martingale difference processes. (2017). Hlavka, Zdenk ; Meintanis, Simos G ; Kirch, Claudia ; Hukova, Marie.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:36:y:2017:i:4:p:468-492.

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  16. Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Darné, Olivier ; Kim, Jae Paul ; Darne, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-01598139.

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  17. Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie.
    In: Post-Print.
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  18. Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices. (2017). Kim, Jae ; Darné, Olivier ; Charles, Amelie.
    In: Post-Print.
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  19. Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie.
    In: International Economics.
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  20. The Relative Predictability of Stock Markets in the Americas. (2016). Smith, Graham ; Dyakova, Aneta .
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:21:y:2016:i:2:p:131-142.

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  21. Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa. (2016). Salisu, Afees ; Ayinde, Taofeek O.
    In: Journal of African Business.
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  22. Stock exchange mergers and market efficiency. (2016). Kim, Jae ; Darné, Olivier ; Redor, Etienne ; Darne, Olivier ; Charles, Amelie.
    In: Applied Economics.
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  23. Stock Exchange Mergers and Market. (2016). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Redor, Etienne ; Darne, Olivier.
    In: Post-Print.
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  24. Testing the martingale hypothesis for gross returns. (2016). LINTON, OLIVER ; Smetanina, Ekaterina .
    In: Journal of Empirical Finance.
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  25. Time-varying return predictability in the Chinese stock market. (2016). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shi, Huai-Long .
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  26. Will precious metals shine ? A market efficiency perspective. (2015). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier.
    In: Post-Print.
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  27. Towards a new framework on efficient markets. (2015). De Moor, Lieven ; Verheyden, Tim ; Van den Bossche, Filip .
    In: Research in International Business and Finance.
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  28. Will precious metals shine? A market efficiency perspective. (2015). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie.
    In: International Review of Financial Analysis.
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  29. Clustering financial time series with variance ratio statistics. (2014). Caiado, Jorge ; Bastos, João ; João A. Bastos, .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:14:y:2014:i:12:p:2121-2133.

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  30. Testing the Martingale Hypothesis. (2014). Phillips, Peter ; Jin, Sainan ; Peter C. B. Phillips, .
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:32:y:2014:i:4:p:537-554.

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  31. Precious metals shine? A market efficiency perspective. (2014). Kim, Jae ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Working Papers.
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  32. Stock Exchange Mergers and Market Efficiency. (2014). Kim, Jae ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier ; Redor, Etienne.
    In: Working Papers.
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  33. African Stock Markets: Efficiency and Relative Predictability. (2014). Dyakova, Aneta ; Smith, Graham.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:82:y:2014:i:2:p:258-275.

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  34. Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests. (2013). Lim, Kian-Ping ; Kim, Jae ; Luo, Weiwei .
    In: Applied Economics.
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  35. The evolution of stock market predictability in Bulgaria. (2013). Dyakova, Aneta ; Smith, Graham.
    In: Applied Financial Economics.
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  36. Middle Eastern stock markets: absolute, evolving and relative efficiency. (2013). Smith, Graham ; Niemczak, Kinga .
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  37. Bulgarian stock market relative predictability: BSE-Sofia stocks and South East European markets. (2013). Dyakova, Aneta ; Smith, Graham.
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  38. Random walks in the different sectoral submarkets of the Philippine Stock Exchange amid modernization. (2013). Rufino, Cesar .
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  39. Risk prediction management and weak form market efficiency in Eurozone financial crisis. (2013). Righi, Marcelo Brutti ; Ceretta, Paulo Sergio.
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  40. The influence of foreign portfolio investment on informational efficiency: Empirical evidence from Central and Eastern European stock markets. (2013). Todea, Alexandru ; Pleoianu, Anita .
    In: Economic Modelling.
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  41. Testing the Martingale Hypothesis. (2013). Phillips, Peter ; Jin, Sainan ; Peter C. B. Phillips, .
    In: Cowles Foundation Discussion Papers.
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  42. Uncertainty in the Money supply mechanism and interbank markets in Colombia. (2013). Vargas, Carmina ; Velasco, Andres M. ; Silva, Luisa ; Gonzalez, Camilo .
    In: BORRADORES DE ECONOMIA.
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  43. Uncertainty in the Money supply mechanism and interbank markets in Colombia. (2013). Vargas, Carmina ; Velasco, Andres ; Silva, Luisa ; Gonzalez, Camilo .
    In: Borradores de Economia.
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  44. An exploration on interbank markets and the operational framework of monetary policy in Colombia. (2013). Vargas, Carmina ; Velasco, Andres M. ; Silva, Luisa F. ; Gonzalez, Camilo .
    In: Borradores de Economia.
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  45. Global Crisis and Relative Efficiency: Empirical Evidence from Central and Eastern European Stock Markets. (2012). Todea, Alexandru ; Lazar, Dorina.
    In: The Review of Finance and Banking.
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  46. Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates. (2012). Kim, Jae ; Darné, Olivier ; Charles, Amelie.
    In: Post-Print.
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  47. Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates. (2012). Kim, Jae ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:6:p:1607-1626.

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  48. Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets. (2012). Todea, Alexandru ; Lazr, Dorina ; Filip, Diana .
    In: Economic Systems.
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