A test of significance of the predictive power of the moving average trading rule of technical analysis based on sensitivity analysis: application to the NYSE, the Athens Stock Exchange and the Vienna Stock Exchange. Implications for weak-form market efficiency testing

By Milionis A. E.   Papanagiotou E.  

Applied Financial Economics, Vol. 21, Iss. 6, 2011-03 ,pp. : 421-436

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A non-parametric assessment of weak-form efficiency in the UAE financial markets

By Squalli Jay  

Applied Financial Economics, Vol. 16, Iss. 18, 2006-12 ,pp. : 1365-1373

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The size effect and the random walk hypothesis: evidence from the London Stock Exchange using Markov Chains

By Mills T.C.   Jordanov J.V.  

Applied Financial Economics, Vol. 13, Iss. 11, 2003-11 ,pp. : 807-815

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Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange

By Spyrou Spyros   Kassimatis Konstantinos   Galariotis Emilios  

Applied Financial Economics, Vol. 17, Iss. 3, 2007-02 ,pp. : 221-235

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Structural breaks and the Fisher hypothesis in bond and stock markets

By Bae Sung   Yi Taihyeup David  

Applied Financial Economics, Vol. 19, Iss. 24, 2009-12 ,pp. : 1961-1973

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