| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests |
0 |
0 |
0 |
81 |
0 |
1 |
1 |
267 |
| Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests |
0 |
2 |
3 |
99 |
0 |
2 |
9 |
261 |
| Cross-temporal universality of non-linear dependencies in Asian stock markets |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
86 |
| Does proprietary day trading provide liquidity at a cost to investors? |
0 |
0 |
1 |
5 |
0 |
1 |
4 |
49 |
| Effect of Geographical Diversification on Informational Efficiency in Malaysia |
0 |
0 |
0 |
115 |
0 |
0 |
1 |
384 |
| Efficiency tests of the UK financial futures markets and the impact of electronic trading systems: a note on relative market efficiency |
0 |
0 |
1 |
63 |
0 |
1 |
3 |
156 |
| Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia |
0 |
0 |
0 |
16 |
1 |
1 |
2 |
126 |
| Financial crisis and stock market efficiency: Empirical evidence from Asian countries |
2 |
5 |
9 |
651 |
4 |
10 |
26 |
1,948 |
| Foreign direct investment, financial development, and economic growth: the case of Malaysia |
0 |
1 |
4 |
244 |
1 |
4 |
12 |
572 |
| Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market? |
1 |
1 |
4 |
19 |
1 |
2 |
9 |
123 |
| Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity |
1 |
2 |
3 |
32 |
1 |
3 |
8 |
140 |
| Income Disparity between Japan and ASEAN-5 Economies: Converge, Catching Up or Diverge? |
0 |
0 |
0 |
66 |
0 |
0 |
2 |
214 |
| Income Divergence? Evidence of Non-linearity in the East Asian Economies |
0 |
0 |
1 |
19 |
1 |
1 |
4 |
90 |
| Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks |
0 |
1 |
1 |
7 |
0 |
2 |
4 |
57 |
| Is There Any International Diversification Benefits in ASEAN Stock Markets? |
0 |
0 |
1 |
98 |
0 |
0 |
6 |
367 |
| Is market integration associated with informational efficiency of stock markets? |
0 |
0 |
0 |
83 |
0 |
0 |
2 |
351 |
| Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership |
0 |
0 |
0 |
29 |
2 |
13 |
25 |
135 |
| More shareholders, higher liquidity? Evidence from an emerging stock market |
0 |
0 |
2 |
19 |
1 |
3 |
7 |
65 |
| NON-LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS |
1 |
1 |
1 |
29 |
1 |
1 |
2 |
86 |
| Non-linear Market Behavior: Events Detection in the Malaysian Stock Market |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
108 |
| Nonlinear mean reversion in stock prices: evidence from Asian markets |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
| Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets |
0 |
0 |
1 |
66 |
0 |
0 |
3 |
285 |
| ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
62 |
| On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note |
0 |
0 |
0 |
10 |
0 |
0 |
5 |
63 |
| Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
8 |
| Purchasing power parity in Asian economies: further evidence from rank tests for cointegration |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
161 |
| Ranking market efficiency for stock markets: A nonlinear perspective |
0 |
0 |
1 |
41 |
0 |
0 |
5 |
103 |
| Sectoral efficiency of the Malaysian stock market and the impact of the Asian financial crisis |
0 |
0 |
1 |
64 |
0 |
0 |
5 |
179 |
| Sectoral impact of shocks: empirical evidence from the Malaysian stock market |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Shareholding sizes and stock price informativeness |
0 |
0 |
2 |
2 |
0 |
1 |
5 |
5 |
| Statistical Inadequacy of GARCH Models for Asian Stock Markets |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
32 |
| Stock Market Liberalisation and Cost of Equity: Firm-Level Evidence from Malaysia |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
55 |
| Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data |
2 |
2 |
5 |
101 |
3 |
5 |
21 |
367 |
| THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE |
0 |
0 |
0 |
0 |
10 |
18 |
39 |
772 |
| Testing PPP Hypothesis In Major Asean Economies: Does Data Generating Process Matter? |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
20 |
| The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model |
0 |
0 |
0 |
7 |
1 |
1 |
2 |
59 |
| The Weak-form Efficiency of Chinese Stock Markets |
0 |
0 |
1 |
20 |
0 |
1 |
5 |
96 |
| The delay of stock price adjustment to information: A country-level analysis |
0 |
0 |
0 |
170 |
0 |
3 |
11 |
575 |
| The dynamics and determinants of liquidity connectedness across financial asset markets |
0 |
0 |
4 |
15 |
0 |
0 |
13 |
52 |
| The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies |
0 |
0 |
0 |
142 |
0 |
0 |
2 |
629 |
| The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
85 |
| Time series test of nonlinear convergence and transitional dynamics |
0 |
0 |
0 |
74 |
0 |
0 |
2 |
243 |
| Trade openness and the informational efficiency of emerging stock markets |
1 |
1 |
3 |
43 |
2 |
3 |
12 |
212 |
| WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS |
0 |
0 |
0 |
55 |
1 |
2 |
4 |
128 |
| Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices |
0 |
0 |
0 |
39 |
0 |
0 |
5 |
112 |
| Total Journal Articles |
8 |
16 |
49 |
2,647 |
30 |
81 |
289 |
9,893 |
LogEc is hosted by the
Örebro University School of Business.