This paper provides a systematic review of the weak‐form market efficiency literature that
examines return predictability from past price changes, with an exclusive focus on the stock …

In this paper, we examine the comparative efficiency of 12 Islamic and conventional stock
markets counterparts using multifractal de-trended fluctuation analysis (MF-DFA). The full …

This article provides evidence on how executive compensation relates to firm performance
in firms listed in the Shanghai and Shenzhen Stock Exchanges in China. Using …

This paper tests for the martingale hypothesis in the stock prices of a group of Asian markets.
We use new multiple variance ratio tests based on the wild bootstrap and signs. These are …

This article reviews developments in the Stock Trading Centre (STC) in Ho Chi Minh City,
Vietnam, the main stock market in the country, since its start in 2000. It presents information …

This study re-examines the random walk hypothesis for eight emerging equity markets in
Asia: Hong Kong, Indonesia, Korea, Malaysia, the Philippines, Singapore, Taiwan, and …

This study forecasts the return and volatility dynamics of S&P BSE Sensex and S&P BSE IT
indices of the Bombay Stock Exchange. To achieve the objectives, the study uses …

This study investigates whether the moving average and trading range breakout rules can
forecast stock price movements and outperform a simple buy-and-hold strategy after …

We propose a novel approach to study if Latin America Stock Markets are Efficient. This test
is based on a statistical arbitrage technique known as Pairs Trading, which is a relative …

In recent years, the Nigerian Stock Exchange (NSE) has witnessed an unprecedented
growth in market capitalization, membership, value and volume traded. By December 2007 …