Maria Rosa Borges

Economics and Econometrics · 2005–2008

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Maria Rosa Borges trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jae Hyun Kim
  2. Graham Smith
  3. Andrew C. Worthington
  4. Abul Shamsuddin
  5. H. Higgs
  6. Jonathan H. Wright
  7. Andrew W. Lo

Who trusts Maria Rosa Borges overall

  1. Martin Eling

Papers from Maria Rosa Borges's perspective

Ordered by how strongly the researchers Maria Rosa Borges trusts endorse each paper. Same corpus, a different order for every researcher.

  1. African stock markets: multiple variance ratio tests of random walks
  2. Alternative Variance-Ratio Tests Using Ranks and Signs
  3. Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets
  4. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  5. Random walks and market efficiency in European equity markets
  6. Variance ratio tests of the random walk hypothesis for European emerging stock markets
  7. Wild bootstrapping variance ratio tests
  8. Are Asian stock markets efficient? Evidence from new multiple variance ratio tests ☆
  9. Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange
  10. The Behavior of Stock-Market Prices

Their papers