A note on the informational efficiency of emerging stock markets

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

Social Sciences, Economics, Causal Inference +8

Journal of the Royal Statistical Society.

The Economic Journal · 1923 · 3.3K citations

Social Sciences, Economics, Statistics +4

The Determination of the Order of an Autoregression

E. J. Hannan, Barry G. Quinn · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1979 · 3K citations

Computing, Economics, Time Series Analysis +8

Comparing alternative tests of causality in temporal systems

John Geweke, Richard Meese, Warren T. Dent · Journal of Econometrics · 1983 · 634 citations

Public Health, Economics, Causal Inference +8

Inefficiencies from Financial Liberalization in the Absence of Well-Functioning Equity Markets

Yoon Je Cho · Journal of money credit and banking · 1986 · 207 citations

Business, Economics, Finance +16