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Tests of Financial Markets Efficiency for Thirteen Small European Countries

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  • Yochanan Shachmurove

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  • Yochanan Shachmurove, 2001. "Tests of Financial Markets Efficiency for Thirteen Small European Countries," Penn CARESS Working Papers eda175263851a1d10f52acc29, Penn Economics Department.
    • Handle: RePEc:cla:penntw:eda175263851a1d10f52acc29af07ed0
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    File URL: http://www.econ.upenn.edu/Centers/CARESS/01-20.pdf
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    1. Keith C. Brown & W. V. Harlow & Seba M. Tinic, 1989. "How Rational Investors Deal With Uncertainty (Or, Reports Of The Death Of Efficient Markets Theory Are Greatly Exaggerated)," Journal of Applied Corporate Finance, Morgan Stanley, vol. 2(3), pages 45-58, September.
    2. Brown, Keith C. & Harlow, W. V. & Tinic, Seha M., 1993. "The Risk and Required Return of Common Stock following Major Price Innovations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(1), pages 101-116, March.
    3. Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999. "What caused the Asian currency and financial crisis?," Japan and the World Economy, Elsevier, vol. 11(3), pages 305-373, October.
    4. Davidson, Wallace N, III & Dutia, Dipa, 1989. "A Note on the Behavior of Security Returns: A Test of Stock Market Overreaction and Efficiency," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 12(3), pages 245-252, Fall.
    5. De Bondt, Werner F M & Thaler, Richard H, 1987. "Further Evidence on Investor Overreaction and Stock Market Seasonalit y," Journal of Finance, American Finance Association, vol. 42(3), pages 557-581, July.
    6. Wallace N. Davidson III & Dipa Dutia, 1989. "A Note On The Behavior Of Security Returns: A Test Of Stock Market Overreaction And Efficiency," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 12(3), pages 245-252, September.
    7. Brown, Keith C. & Harlow, W. V. & Tinic, Seha M., 1988. "Risk aversion, uncertain information, and market efficiency," Journal of Financial Economics, Elsevier, vol. 22(2), pages 355-385, December.
    8. Dissanaike, Gishan, 1996. "Are stock price reversals really asymmetric? A note," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 189-201, January.
    9. Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "What Caused the Asian Currency and Financial Crisis? Part I: A Macroeconomic Overview," NBER Working Papers 6833, National Bureau of Economic Research, Inc.
    10. Dissanaike, Gishan, 1994. "On the computation of returns in tests of the stock market overreaction hypothesis," Journal of Banking & Finance, Elsevier, vol. 18(6), pages 1083-1094, December.
    11. De Bondt, Werner F M & Thaler, Richard, 1985. "Does the Stock Market Overreact?," Journal of Finance, American Finance Association, vol. 40(3), pages 793-805, July.
    12. Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "What Caused the Asian Currency and Financial Crisis? Part II: The Policy Debate," NBER Working Papers 6834, National Bureau of Economic Research, Inc.
    13. Chan, K C, 1988. "On the Contrarian Investment Strategy," The Journal of Business, University of Chicago Press, vol. 61(2), pages 147-163, April.
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