Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 – 2009) by Pyemo Afego

“… This paper examines the weak-form of the efficient markets hypothesis for the Nigerian Stock Exchange (NSE) by testing for random walks in the monthly index returns over the period 1984-2009. …”
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Stock price and volume effects associated with changes in Nikkei 225 index. by Wang, Ranxu.

“…As changes of NIKKEI 225 composition do not convey information on the prospects of firm value, it should not have any impact on the stock price under the efficient markets hypothesis.…”
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The relationship between broad money and stock prices in Malaysia: An error correction model approach by Muzafar Shah Habibullah

“…Results from our Error Correction models suggest that the informational efficiency markets hypothesis can be rejected for the KLSE…”

The relationship between broad money and stock prices in Malaysia: an Error Correction model approach by Habibullah, Muzafar Shah

“…Results from our Error Correction models suggest that the informational efficiency markets hypothesis can be rejected for the KLSE.…”
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The Impact of Corporate Governance Capacity on Share Price by Esra Özkahveci, Sabiha Kılıç, Fatih Konak

“…Efficient Markets Hypothesis, one of the main theories of traditional finance, states that markets are efficient and investors do not have the opportunity to obtain abnormal profits. …”
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Stamp duty on shares and its effect on share prices. by Bond, S, Hawkins, M, Klemm, A

“…As expected under the efficient markets hypothesis, the implementation of cuts (when at a different date from the announcement) did not affect returns differentially.…”

Frontiers of finance: Evolution and efficient markets by Farmer, J, Lo, A

“…We begin with the Efficient Markets Hypothesis and describe how this controversial idea has stimulated a number of new directions of research, some focusing on more elaborate mathematical models that are captable of rationalizing the empirical facrts, others taking a completely different different tack in rejecting rationality altogether. …”

Noisy share prices and the Q model of investment. by Bond, S, Cummins, J

“…We show that the usual empirical formulation may fail to identify the Q model when stock market valuations deviate from the present value of expected net distributions in ways that are consistent with weak and semi-strong forms of the Efficient Markets Hypothesis. We show that the structural parameters of the Q model can stil be identified in this case using a direct estimate of the firm's fundamental value, and implement this using data on securities analysts' earnings forecasts for a large sample of publicly traded US firms. …”

Stylized facts and close dialogue: methodology in economic geography by Clark, G

“…The paper begins with this distinction and argues that Krugman's theory-enslaved stylized facts may impoverish theoretical innovation in economic geography just as the efficient-markets hypothesis has had severe consequences for research in finance. …”

Stylized facts and close dialogue: methodology in economic geography by Clark, G

“…The paper begins with this distinction and argues that Krugman's theory-enslaved stylized facts may impoverish theoretical innovation in economic geography just as the efficient-markets hypothesis has had severe consequences for research in finance. …”

EKONOMİK BÜYÜME DUYURULARININ İNŞAAT SEKTÖR ENDEKSİ ÜZERİNDEKİ ETKİSİ by Rana TORUN

“…Unlike other studies, Efficient Markets Hypothesis was used and event study method was employed in this study and using Efficient Markets Hypothesis and employing of the event study method is thought to be another contribution of the study to the literature. …”
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«ЕФЕКТ ЧАСУ ДОБИ» ЯК АНОМАЛІЯ ГІПОТЕЗИ ЕФЕКТИВНОГО РИНКУ by O. L. Plastun, I. A. Makarenko

“… One of the most critical arguments for the implementation of the efficient markets hypothesis is the presence of so-called «anomalies», that is, empirical evidence of abnormal  Одним з найбільш критичних аргументів щодо виконання гіпотези ефективного ринку є наявність так званих «аномалій», тобто емпіричних доказів ненормальної поведінки цін на активи, які не узгоджуються з ринковою ефективністю. …”
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Efficiency of Malaysia stock index futures market by Ng, Chen Wai

“…In the case of testing the semi strong form efficiency, the results of the forecast error approach shows the efficient markets hypothesis (EMH) is rejected. This means that this market is inefficient or that there exists a non-zero risk premium in the stock index futures market. …”
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The Law and Regulation of OTC Derivatives: An Anglo-American Comparison and Lessons for Developing Countries by Ahmad Ali Ghouri

“…The inherent lack of transparency in OTC markets impairs price discovery and obviates the efficient markets hypothesis, i.e., the OTC derivatives and the risks associated with them may be priced incorrectly. …”
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The Law and Regulation of OTC Derivatives: An Anglo-American Comparison and Lessons for Developing Countries by Ahmad Ali Ghouri

“…The inherent lack of transparency in OTC markets impairs price discovery and obviates the efficient markets hypothesis, i.e., the OTC derivatives and the risks associated with them may be priced incorrectly. …”
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