Stock market efficiency and liquidity: The Indonesia Stock Exchange merger

The Behavior of Stock-Market Prices

Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations

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Permanent and Temporary Components of Stock Prices

Eugene F. Fama, Kenneth R. French · Journal of Political Economy · 1988 · 3.1K citations

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Do Domestic Investors Have an Information Advantage? Evidence from Indonesia

Tomáš Dvořák · The Journal of Finance · 2005 · 623 citations

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Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets

John M. Griffin, Patrick J. Kelly, Federico Nardari · Review of Financial Studies · 2010 · 587 citations

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Chung S. Kwon, Tai S. Shin · Global Finance Journal · 1999 · 361 citations

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