Nonlinearity and market efficiency in GCC stock markets
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- Type
- dissertation
- Published
- 2009-07-31
- Cited by
- 5
- References
- 143
- OpenAlex
- https://openalex.org/W4088914
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:281413
Keywords
Financial economics, Stock market, Nonlinear system, Stock (firearms), Business
References
- On the Predictability of Common Stock Returns: World-Wide Evidence
- Finding Chaos in Noisy Systems
- Models of Man, Social and Rational: Mathematical Essays on Rational Human Behavior in a Social Setting
- Financial Decision-Making in Markets and Firms: A Behavioral Perspective
- Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends
- The anomalous stock market behavior of small firms in January: Empirical tests for tax-loss selling effects
- Nonlinear dynamics and evolutionary economics
- Misspecification of capital asset pricing : Empirical anomalies based on earnings' yields and market values
- Do Security Analysts Overreact
- Measuring abnormal performance: Do stocks overreact?
- On the Impossibility of Informationally Efficient Markets
- A single-blind controlled competition among tests for nonlinearity and chaos
- A test for independence based on the correlation dimension
- Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets
- Cross-temporal universality of non-linear dependencies in Asian stock markets
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Birth and Early History of Nonlinear Dynamics in Economics
- The Behavior of Stock Prices in the GCC Markets
- NONLINEARITIES AND CHAOTIC EFFECTS IN OPTIONS PRICES
- Market Efficiency, Thin Trading and Non‐linear Behaviour: Evidence from an Emerging Market
Cited by
- Long Term Dynamics of Indian ADRs Market: The Case of Persistence and Irregular Cycles
- Nonlinear Structure in Time Series of the Energy Markets
- Financial Crises and Adaptive Market Hypothesis: An Evidence from International Commodities traded at New York Stock Exchange
- COVID-19 and adaptive behavior of returns: evidence from commodity markets
- Time-Varying Return Predictability and Adaptive Behavior in The U.S. Commodity Markets During COVID-19
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