Ranking efficiency for emerging equity markets II

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The Evolution of Stock Market Efficiency Over Time: A Survey of the Empirical Literature (2011, methodology): “Nevertheless, this voluminous literature does contain papers with significant evidence of long memory (see Barkoulas et al., 2000; Limam, 2003; Cajueiro and Tabak, 2005b; Christodoulou-Volos and Siokis, 2006; Kyaw et al., 2006; Serletis and Rosenberg, 2009).”
Measuring capital market efficiency: Global and local correlations structure (2012, background): “The relationship between long-term memory, predictability and potential efficiency has been discussed in numerous studies [9, 10, 11, 18, 19, 20] and in many cases, the less developed markets were characterized by signs of long-term memory.”