Department of Economics

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Roles: Department of Economics Emeritus Professor of Economics
Department: Department of Economics
Qualifications: BA (Durham), MA (Warwick), PhD (Manchester)
Building: Russell Square: College Buildings
Email address: gs8@soas.ac.uk

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Empirical Finance, emerging stock markets, time series econometrics.

Current Projects:

Factors affecting efficiency in emerging markets.
Martingales.
Futures trading.
Quality of markets.

Supervision Interests

Emerging stock markets; empirical finance; time series econometrics.

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Email: gs8@soas.ac.uk

You are viewing: Key information

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Current Projects:

Supervision Interests

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Department of Economics

The University Network

MSc Economics

Dr Graham Smith

Key information

Research interests

Current Projects:

Supervision Interests

Publications

Articles Open

African stock markets: efficiency and relative predictability

Bulgarian stock market relative predictability: BSE-Sofia stocks and South East European markets

The evolution of stock market predictability in Bulgaria

Middle Eastern stock markets: absolute, evolving and relative efficiency

The Changing and Relative Efficiency of European Emerging Stock Markets

Martingales in European Emerging Stock Markets: Size, Liquidity and Market Quality

Liquidity and the Informational Efficiency of African Stock Markets

Random Walks in Middle Eastern stock markets

Variance ratio tests of the random walk hypothesis for South African stock futures

The Changing Efficiency of African Stock Markets

The Impact of Stock Index Futures on the Korean Stock Market

Capitalisation and Weak-Form Efficiency in the JSE Securities Exchange

Variance Ratio Tests of the Random Walk Hypothesis for European Emerging Stock Markets

African Stock Markets: Multiple Variance Ratio Tests of Random Walks

Growth and the poor: a comment on Dollar and Kraay

Tests of the Random Walk Hypothesis for London Gold Prices

Korean Stock Prices under Price Limits: Variance Ratio Tests of Random Walks

Contact Graham

Related content

Department of Economics

The University Network

MSc Economics

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