Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency-Reference-Cited by-同舟云学术

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Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency

Published:2024-04 Issue: Volume:62 Page:105129
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Bock J.,Geissel S.^ORCID

Publisher

Elsevier BV

Reference18 articles.

1. Testing the random walk behavior and efficiency of the gulf stock markets;Abraham;Financ. Rev.,2002

2. Efficient market hypothesis in European stock markets;Borges;Eur. J. Finance,2010

3. Random walks and market efficiency tests: evidence on US, Chinese and european capital markets within the context of the global covid-19 pandemic;Dias;Oeconomia Copernicana,2020

4. Efficient capital markets: A review of theory and empirical work;Fama;J. Finance,1970

5. Random walk tests for Latin American equity indexes and individual firms;Grieb;J. Financial Res.,1999

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