Ranking efficiency for emerging markets

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

Long-Term Memory in Stock Market Prices

Andrew W. Lo · Econometrica · 1991 · 1.7K citations · Full text

Social Sciences, Economics, Finance +17

A search for long memory in international stock market returns

Yin‐Wong Cheung, Kon S. Lai · Journal of International Money and Finance · 1995 · 239 citations

Business, Economics, Finance +14

Long memory in the Greek stock market

John Barkoulas, Christopher F. Baum, Nickolaos G. Travlos · Applied Financial Economics · 2000 · 193 citations · Full text

Business, Economics, Finance +15

Long-term dependence in stock returns

John Barkoulas, Christopher F. Baum · Economics Letters · 1996 · 176 citations

Business, Economics, Finance +14