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.

For help in contacting SOAS academics and advice on services to business and the community, please contact SOAS Enterprise on +44(0)20 7898 4837 or email enterprise@soas.ac.uk.
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Available for

Regional Expertise

• Global

Country Expertise

Languages

Articles

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, 29th July 2021, 05:49 Europe/London.