SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Felix Schindler, Persistence and Predictability in UK House Price Movements, The Journal of Real Estate Finance and Economics, 2014, 48, 1, 132

    CrossRef

  2. 2
    Asma Mobarek, Angelo Fiorante, The prospects of BRIC countries: Testing weak-form market efficiency, Research in International Business and Finance, 2014, 30, 217

    CrossRef

  3. 3
    Benjamin R. Auer, Martin Schuster, Varianzquotiententests und Random Walk Verhalten internationaler Aktienmärkte, Management Review Quarterly, 2014, 64, 2, 73

    CrossRef

  4. 4
    Jorge Belaire-Franch, Kwaku K. Opong, A Time Series Analysis of U.K. Construction and Real Estate Indices, The Journal of Real Estate Finance and Economics, 2013, 46, 3, 516

    CrossRef

  5. 5
    Petr Zeman, Martin Maršík, High-frequency data and the effectiveness of the spot exchange rate EUR/USD, Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2013, 61, 7, 2965

    CrossRef

  6. 6
    Felix Schindler, Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices, The Journal of Real Estate Finance and Economics, 2013, 46, 1, 44

    CrossRef

  7. 7
    Seongman Moon, Carlos Velasco, Tests for -dependence based on sample splitting methods, Journal of Econometrics, 2013, 173, 2, 143

    CrossRef

  8. 8
    Dorina Lazăr, Alexandru Todea, Diana Filip, Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets, Economic Systems, 2012, 36, 3, 338

    CrossRef

  9. 9
    Juan C. Reboredo, José M. Matías, Raquel Garcia-Rubio, Nonlinearity in Forecasting of High-Frequency Stock Returns, Computational Economics, 2012, 40, 3, 245

    CrossRef

  10. 10
    Kin Lam, May Chun Mei Wong, Wing-Keung Wong, New variance ratio tests to identify random walk from the general mean reversion model, Journal of Applied Mathematics and Decision Sciences, 2006, 2006, 1

    CrossRef

  11. 11
    Jorge L. Urrutia, TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS, Journal of Financial Research, 1995, 18, 3