Asset pricing for inefficient markets: Evidence from China and India-Reference-Cited by-同舟云学术

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Asset pricing for inefficient markets: Evidence from China and India

Published:2014-05 Issue:2 Volume:54 Page:282-291
ISSN:1062-9769
Container-title:The Quarterly Review of Economics and Finance
language:en
Short-container-title:The Quarterly Review of Economics and Finance

Author:

Majumder Debasish

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference75 articles.

1. Testing weak form efficiency for Indian stock markets;Ahmad;Economic and Political Weekly,2006

2. The expected value of the adjusted rescaled Hurst range of independent normal summands;Anis;Biometrica,1976

3. Momentum anomaly: Evidence from India;Ansari;Managerial Finance,2012

4. Long memory in international equity markets: Revisited;Assif;Applied Financial Economics Letters,2012

5. A model of investor sentiment;Barberis;Journal of Financial Economics,1998

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1. Financial markets of the LAC region: Does the crisis influence the financial integration?;International Review of Financial Analysis;2019-05

2. The Roles of Investor Sentiment in Malaysian Stock Market;Asian Academy of Management Journal of Accounting and Finance;2016

3. Regret Theory and Asset Pricing Anomalies in Incomplete Markets with Dynamic Unaggregated Preferences;Anomalies in Net Present Value, Returns and Polynomials, and Regret Theory in Decision-Making;2016

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