Testing the Weak-Form Efficiency of the Palestinian Securities Market

Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations

Social Sciences, Economics, Econometrics +16

Stock returns and the weekend effect

Kenneth R. French · Journal of Financial Economics · 1980 · 2K citations

Business, Economics, Finance +14

A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994

Robert Hudson, Michael Dempsey, Kevin Keasey · Journal of Banking & Finance · 1996 · 300 citations

Business, Economics, Finance +13

The Analysis of Economic Time Series.

Louis J. Paradiso, Harold T. Davis · Journal of the American Statistical Association · 1942 · 294 citations

Social Sciences, Business Economics, Economics +12

TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS

Jorge L. Urrutia · The Journal of Financial Research · 1995 · 291 citations

Business, Economics, Finance +14