Weak-form Efficiency and Causality Tests in Chinese Stock Markets

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

Investigating Causal Relations by Econometric Models and Cross-Spectral Methods

2010 • 3,086 citations

Asymptotic Properties of Residual Based Tests for Cointegration

1990 • 1,996 citations

Risk Aversion and the Martingale Property of Stock Prices

1973 • 360 citations

Risk and return on China's new stock markets: Some preliminary evidence

1994 • 232 citations

Risk, Return and Regulation in Chinese Stock Markets

1998 • 128 citations

Investment Markets: Gaining the Performance Advantage

1987 • 19 citations

Risk and return on China's new stock markets: Some preliminary evidence

1995 • 13 citations