Graham Smith
2002–2005
A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 7 researchers here, as inferred from the citation graph.
Whom Graham Smith trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Graham Smith overall
- Maria Rosa Borges
- K. Jefferis
- Thomas Lagoarde-Segot
- Amélie Charles
- K. Lim
- Jae Hyun Kim
- Brian M. Lucey
- Rakesh Gupta
- Andrew C. Worthington
Papers from Graham Smith's perspective
Ordered by how strongly the researchers Graham Smith trusts endorse each paper. Same corpus, a different order for every researcher.
- How Efficient are Africa's Emerging Stock Markets?
- African stock markets: multiple variance ratio tests of random walks
- The Behavior of Stock-Market Prices
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Introduction to Statistical Time Series.
- Nonparametric Estimation from Incomplete Observations
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Prospect theory: An analysis of decision under risk Econometrica 47
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
Their papers
- African stock markets: multiple variance ratio tests of random walks (2002) — 214 citations
- THE CHANGING EFFICIENCY OF AFRICAN STOCK MARKETS (2005) — 211 citations
- Variance ratio tests of the random walk hypothesis for European emerging stock markets (2003) — 147 citations