1. Al-Jafari, M. K., & Altaee, H. H. A. (2011). Testing the Random Walk Behavior and Efficiency of the Egyptian Equity Market. Journal of Money, Investment and Banking, 22, 132-146. https://portal.arid.my/Publications/368e8fd7-0a71-4c.pdf.
2. Al-Jafari, M. K., & Abdulkadhim, H. (2012). Variance Ratio Test and Weak-Form Efficiency of Bahrain Bourse. International Research Journal of Finance and Economics, 88, 92-101. https://portal.arid.my/Publications/ec00a72e-3531-44.pdf.
3. Asiri, B. K. (2000). Testing Weak-Form Efficiency in the Bahrain Stock Market. International Journal of Emerging Markets, 3, (1), 38-53. https://doi.org/10.1108/17468800810849213.
4. Asiri, Batool., & Alzeera, Hamad. (2013). Is the Saudi Stock Market Efficient? A case of weak-form efficiency. Research Journal of Finance and Accounting, 4(6), 35-48. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2276520.
5. Blasco, N., Del Rio, C., & Rafael, S. (1997). The Random Walk Hypothesis in the Spanish Stock Market:1980-1992. Journal of Business Finance and Accounting, 24(5), 667-683. https://doi.org/10.1111/1468-5957.00128.