Random walk versus breaking trend in stock prices: Evidence from emerging markets
By Kausik Chaudhuri, Yangru Wu. 2003
300 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/d7d4b075a211caf4268780b8ec0d9a0e52b61c02
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Russell Smyth *
- S. Sharma
- Vinod Mishra
- Dimitris Kenourgios
- Aristeidis Samitas
- Theodore Syriopoulos
- Muhammad Shahbaz
- Paresh Kumar Narayan
In Finance
- Dimitris Kenourgios
- Vinod Mishra
- Russell Smyth *
- S. Sharma
- Aristeidis Samitas
- Theodore Syriopoulos
- Duc Khuong Nguyen
Citations in the corpus
- Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact? (2007, unknown): “…2001; Sharma & Wongbangpo, 2002; Yang, Kolari et al., 2003; Yang, Min et al., 2003); on Latin American stock markets (e.g. Chen, Firth, & Rui, 2002); and on cross-regional stock market relations (e.g. Bessler & Yang, 2003; Chaudhuri & Wu, 2003; Masih & Masih, 1997; Ratanapakorn & Sharma, 2002).”
- Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries (2009, background): “…reverting, it follows that the price level will return to its trend path over time and that it might be possible to forecast future movements in stock prices based on past behaviour, but if stock prices follow a random walk process, any shock to prices will be permanent (Chaudhuri and Wu, 2003).”
- VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW (2009, unknown): “Chaudhuri and Wu (2003) investigated the efficiency for Argentina, Brazil, Chile, Colombia, Mexico and Venezuela over the period 1985:1–1997:2.”
- Equity Market Integration in Emerging Balkan Markets (2011, background): “1 See, for example, Francis and Leachman (1998), Phylaktis (1999), Manning (2002), Chen et al. (2002), Chaudhuri and Wu (2003), Voronkova (2004), Syriopoulos (2006), and Samitas and Kenourgios (2007).”
- International portfolio diversification to Central European stock markets (2004, background): “…et al., 1997; Choudhry, 1997; Masih and Masih, 1997; Francis and Leachman, 1998; Chatterjee et al., 1998; Aggarwal et al., 1999; Ghosh et al., 1999; Ratanapakorn and Sharma, 2002; Chen et al., 2002; Capelle-Blancard and Raymond, 2002; Swanson, 2003; Chaudhuri and Wu, 2003; Bessler and Yang, 2003).”