
Department of Economics
Emeritus Professor of Economics
- Name:
- Dr Graham Smith
- Email address:
- gs8@soas.ac.uk
- Address:
- SOAS University of London
Thornhaugh Street, Russell Square, London WC1H 0XG - Building:
- Russell Square: College Buildings
Emeritus Professor of Economics
Empirical Finance, emerging stock markets, time series econometrics.
Emerging stock markets; empirical finance; time series econometrics.
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Smith, Graham and Dyakova, Aneta (2014) 'African stock markets: efficiency and relative predictability'. South African Journal of Economics, (82) 2, pp 258-275.
Dyakova, Aneta and Smith, Graham (2013) 'Bulgarian stock market relative predictability: BSE-Sofia stocks and South East European markets'. Applied Financial Economics, (23) 15, pp 1257-1271.
Dyakova, Aneta and Smith, Graham (2013) 'The evolution of stock market predictability in Bulgaria'. Applied Financial Economics, (23) 9, pp 805-816.
Niemczak, Kinga and Smith, Graham (2013) 'Middle Eastern stock markets: absolute, evolving and relative efficiency'. Applied Financial Economics, (23) 3, pp 181-198.
Smith, Graham (2012) 'The Changing and Relative Efficiency of European Emerging Stock Markets'. The European Journal of Finance, (18) 8, pp 689-708.
Smith, Graham (2009) 'Martingales in European Emerging Stock Markets: Size, Liquidity and Market Quality'. The European Journal of Finance, (15) 3, pp 249-262.
Smith, Graham (2008) 'Liquidity and the Informational Efficiency of African Stock Markets'. South African Journal of Economics, (76) 2, pp 161-175.
Smith, Graham (2007) 'Random Walks in Middle Eastern stock markets'. Applied Financial Economics, (17) 7, pp 587-596.
Smith, Graham and Rogers, Gillian (2006) 'Variance ratio tests of the random walk hypothesis for South African stock futures'. South African Journal of Economics, (74) 3, pp 410-421.
Jefferis, Keith and Smith, Graham (2005) 'The Changing Efficiency of African Stock Markets'. South African Journal of Economics, (73) 1, pp 54-67.
Ryoo, Hyun-Jung and Smith, Graham (2004) 'The Impact of Stock Index Futures on the Korean Stock Market'. Applied Financial Economics, (14) 4, pp 243-251.
Jefferis, Keith and Smith, Graham (2004) 'Capitalisation and Weak-Form Efficiency in the JSE Securities Exchange'. South African Journal of Economics, (72) 4, pp 684-707.
Smith, Graham and Ryoo, Hyun-Jung (2003) 'Variance Ratio Tests of the Random Walk Hypothesis for European Emerging Stock Markets'. The European Journal of Finance, (9) 3, pp 290-300.
Smith, Graham and Jefferis, Keith and Ryoo, Hyun-Jung (2002) 'African Stock Markets: Multiple Variance Ratio Tests of Random Walks'. Applied Financial Economics, (12) 7, pp 475-484.
Ryoo, Hyun-Jung and Smith, Graham (2002) 'Korean Stock Prices under Price Limits: Variance Ratio Tests of Random Walks'. Applied Financial Economics, (12) 8, pp 545-553.
Smith, Graham (2002) 'Tests of the Random Walk Hypothesis for London Gold Prices'. Applied Economics Letters, (9) 10, pp 671-674.
Lubker, Malte and Smith, Graham and Weeks, John (2002) 'Growth and the poor: a comment on Dollar and Kraay'. Journal of International Development, (14) 3, pp 555-571.
This list was last generated on Thursday, 26th May 2022, 08:10 Europe/London.