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2. Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market?. (2015). Roca, Eduardo ; Jamaani, Fouad.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:33:y:2015:i:c:p:221-246.

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3. Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India. (2014). Green, Christopher ; Camilleri, Silvio.
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4. Testing the financial market informational efficiency in emerging states. (2012). Oprean-Stan, Camelia.
   In: Review of Applied Socio-Economic Research.
   RePEc:rse:wpaper:v:4:y:2012:i:2:p:181-190.

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1. Analyzing the Efficient Market Hypothesis with the Structural Break and Nonlinear Unit Root Tests: An Application on Borsa Istanbul. (2022). Ozdemir, Muge.
   In: EKOIST Journal of Econometrics and Statistics.
   RePEc:ist:ekoist:v:0:y:2022:i:37:p:257-282.

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2. Random Walk of Socially Responsible Investment in Emerging Market. (2022). Danila, Nevi.
   In: Sustainability.
   RePEc:gam:jsusta:v:14:y:2022:i:19:p:11846-:d:920080.

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3. Testing for efficiency in the Saudi stock market: does corporate governance change matter?. (2021). Al-Faryan, Mamdouh Abdulaziz Sa ; Saleh, Mamdouh Abdulaziz ; Dockery, Everton.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00939-0.

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4. Validity of Weak-Form Market Efficiency in Central and Eastern European Countries (CEECs): Evidence from Linear and Nonlinear Unit Root Tests. (2019). Levent, Erdas Mehmet.
   In: Review of Economic Perspectives.
   RePEc:vrs:reoecp:v:19:y:2019:i:4:p:399-428:n:8.

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5. Analysis of Stock Market Efficiency in Emerging Markets: Evidence from BRICS. (2019). Kiran, Siva ; Rao, Prabhakar.
   In: Romanian Economic Journal.
   RePEc:rej:journl:v:22:y:2019:i:72:p:60-77.

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6. Financial Cointegration and the Vector Error Correction Model: The Case of MENA Countries. (2019). Naziha, Kasraoui ; Lamia, Kalai.
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2019-01-20.

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7. Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets. (2018). Yoon, Seong-Min ; Mensi, Walid ; Hamdi, Atef.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:503:y:2018:i:c:p:1107-1116.

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8. Stock return autocorrelation, day of the week and volatility. (2017). Rahman, Arifur ; Chowdhury, Shah Saeed ; Sadique, Shibley M ; Hassan, Shah Saeed.
   In: Review of Accounting and Finance.
   RePEc:eme:rafpps:raf-12-2014-0146.

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9. Random walks and market efficiency in Chinese and Indian equity markets. (2017). Malafeyev, Oleg ; Kambekar, Kaustubh S ; Awasthi, Achal.
   In: Papers.
   RePEc:arx:papers:1709.04059.

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10. MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008. (2016). Assaf, Ata.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:222-240.

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11. Time varying market efficiency of the GCC stock markets. (2016). Charfeddine, Lanouar ; ben Khediri, Karim.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:444:y:2016:i:c:p:487-504.

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12. The efficiency of the stock market in Serbia. (2016). Kapor, Predrag ; Staki, Nikola ; Jovancai, Ana .
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:38:y:2016:i:1:p:156-165.

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13. Financial Repression and Bond Market Efficiency: the Case of Italy during World War II. (2015). OOSTERLINCK, Kim.
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/186361.

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14. Are the regional Gulf stock markets weak-form efficient as single stock markets and as a regional stock market?. (2015). Roca, Eduardo ; Jamaani, Fouad.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:33:y:2015:i:c:p:221-246.

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15. The small-cap effect in the predictability of individual stock returns. (2015). Semenov, Andrei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:38:y:2015:i:c:p:178-197.

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16. Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions. (2015). Assaf, Ata.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:29:y:2015:i:c:p:30-45.

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17. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). Kyriazis, Dimitris ; ARTIKIS, PANAGIOTIS ; Apergis, Nicholas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:42-64.

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18. The impact of unconventional monetary policy on the tail risks of stock markets between U.S. and Japan. (2015). Wang, Yi-Chen ; Huang, Chia-Hsing.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:41-51.

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19. Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach. (2015). Sghaier, Nadia ; Boubaker, Heni.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:254-265.

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20. Validity of EMH; A Case Study of KSE-100 Index. (2014). Razaque, Seema ; Naz, Salma ; Ahmed, Niaz ; Khuwaja, Hyder Ali .
    In: Sukkur IBA Journal of Management and Business.
    RePEc:ris:ibajmb:0007.

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21. Persistence and Predictability in UK House Price Movements. (2014). Schindler, Felix.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:48:y:2014:i:1:p:132-163.

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22. Weak Form Market Efficiency During the 2008 Financial Crisis: Evidence from the Muscat Securities Market. (2014). al Kharusi, Sami ; Weagley, Robert O..
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:8:y:2014:i:4:p:27-42.

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23. Testing Random Walk Behavior in the Damascus Securities Exchange. (2014). Abbas, Ghada .
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:4:y:2014:i:4:p:317-325.

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24. What factors explain stock market retardation in Islamic Countries. (2014). Rizvi, Syed Aun R. ; Masih, Abul ; Bacha, Obiyathulla ; Rizvi, Syed Aun R., ; Dewandaru, Ginanjar.
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25. Is Pakistan Stock Market Moving towards Weak-Form Efficiency? Evidence from The Karachi Stock Exchange and the Random Walk Nature of Free-Float of Shares of KSE 30 Index. (2014). Akber, Ushna ; Muhammad, Nabeel.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2014:p:808-836.

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26. .

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27. Empirical Testing for Weak Form Hypothesis of Emerging Capital Markets: A Comparative study of Jordan’s ASE and Turkey’s BORSA IST. (2013). Farid, Abdul Aziz.
    In: International Journal of Empirical Finance.
    RePEc:rss:jnljef:v1i2p1.

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28. Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index.. (2013). Muhammad, Nabeel ; Akber, Ushna.
    In: MPRA Paper.
    RePEc:pra:mprapa:49128.

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29. Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices. (2013). Schindler, Felix.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:46:y:2013:i:1:p:44-90.

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30. Asymmetric causality tests with an application. (2012). Hatemi-J, Abdulnasser ; Abdulnasser Hatemi-J, .
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:1:p:447-456.

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31. Testing the financial market informational efficiency in emerging states. (2012). Oprean-Stan, Camelia.
    In: Review of Applied Socio-Economic Research.
    RePEc:rse:wpaper:v:4:y:2012:i:2:p:181-190.

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32. Global and Regional Spillovers to GCC Equity Markets. (2011). Williams, Oral ; Saadi Sedik, Tahsin.
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33. Are GCC stock markets predictable?. (2011). Bley, Jorg.
    In: Emerging Markets Review.
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34. Testing the Weak Form Efficiency of Pakistani Stock Market (2000 2010). (2011). Liu, Hung-Chun ; Fakhar-Un-Nisa, ; Haque, Abdul.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2011-04-2.

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35. Some Further Evidence on the Behaviour of Stock Returns in India. (2010). HIREMATH, GOURISHANKAR ; Bandi, Kamaiah.
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36. Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets. (2010). Gupta, Rakesh ; Guidi, Francesco ; Maheshwari, Suneel.
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    RePEc:pra:mprapa:21984.

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37. An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation. (2010). Hatemi-J, Abdulnasser ; Irandoust, Manuchehr ; Hatemi-J, Abdulnasser, ; Al Janabi, Mazin A. M., .
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38. Testing the evolving efficiency of Arab stock markets. (2010). Abdmoulah, Walid.
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39. Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets. (2010). Masih, Abul ; Alzahrani, Mohammed ; Al-Titi, Omar.
    In: International Review of Financial Analysis.
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40. Short-Horizon Return Predictability in International Equity Markets. (2009). Shamsuddin, Abul ; Kim, Jae.
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41. Testing the weak-form market efficiency and the day of the week effects of some African countries.. (2009). Guidi, Francesco ; batuo, Michael ; Enowbi, Michael Batuo ; Mlambo, Kupukile.
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42. Extreme observations and risk assessment in the equity markets of MENA region: Tail measures and Value-at-Risk. (2009). Assaf, A..
    In: International Review of Financial Analysis.
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43. Efficient Market Hypothesis in European Stock Markets. (2008). Borges, Maria.
    In: Working Papers Department of Economics.
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44. Efficiency in emerging markets--Evidence from the MENA region. (2008). lucey, brian ; Lagoarde-Segot, Thomas ; Lagoarde-Ségot, Thomas.
    In: Journal of International Financial Markets, Institutions and Money.
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45. Transitory and Permanent Volatility Components: The Case of the Middle East Stock Markets. (2008). Siriopoulos, Costas ; Zarour, Bashar Abu .
    In: Review of Middle East Economics and Finance.
    RePEc:bpj:rmeecf:v:4:y:2008:i:2:n:3.

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46. Efficiency of the foreign exchange markets in South Asian Countries. (2008). Ahmed, Minhaz U ; Noman, Abullah M.
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47. Random Walk Tests for the Lisbon Stock Market. (2007). Borges, Maria.
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48. A non-parametric assessment of weak-form efficiency in the UAE financial markets. (2006). Squalli, Jay.
    In: Applied Financial Economics.
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49. Dependence and mean reversion in stock prices: The case of the MENA region. (2006). Assaf, A..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:20:y:2006:i:3:p:286-304.

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50. Testing Random Walk Behavior and Market Efficiency: Evidence from New Emerging Equity Markets in the Middle East. (2001). ABUZAROUR, Basher .
    In: Middle East and North Africa.
    RePEc:ekd:003304:330400002.

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