Items where Author is "Brooks, Robert D."
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Lim, Kian Ping and Brooks, Robert D. (2011) The evolution of stock market efficiency over time: A survey of the empirical literature. Journal of Economic Surveys, 25 (1). pp. 69-108. ISSN 09500804
Lim, Kian Ping and Brooks, Robert D. (2009) Why do emerging stock markets experience more persistent price deviations from a random walk over time? A country-level analysis. Macroeconomic Dynamics. pp. 1-39. ISSN 1365-1005 (In Press)
Lim, Kian Ping and Brooks, Robert D. (2009) On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: A further note. Applied Economics Letters, 16 (6). pp. 649-652. ISSN 1350-4851
Lim, Kian Ping and Brooks, Robert D. (2009) Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests. Applied Financial Economics Volume 20, Issue 3, February 2010, Pages 255-264, 19 (2). pp. 147-155. ISSN 0960-3107
Lim, Kian Ping and Brooks, Robert D. and Hinich, Melvin J. (2008) Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets. Journal of International Financial Markets, Institutions and Money, 18 (5). pp. 527-544. ISSN 1042-4431
Lim, Kian Ping and Brooks, Robert D. (2009) On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process : A further note. Applied Economics Letters, 16 (6). pp. 649-652. ISSN 1350-4851
Lim, Kian Ping and Brooks, Robert D. (2009) Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic. Chaos, Solitons and Fractals, 40. pp. 1271-1276. ISSN 0960-0779