SOAS University of London

Department of Economics

Graham Smith

BA (Durham), MA (Warwick), PhD (Manchester)
  • Overview
  • Teaching
  • Research
  • Expertise
  • Publications

Overview

Graham Smith
Department of Economics

Emeritus Professor of Economics

Name:
Dr Graham Smith
Email address:
Address:
SOAS University of London
Thornhaugh Street, Russell Square, London WC1H 0XG
Building:
Russell Square: College Buildings

Teaching

Research

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.

Expertise

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.
For all press and media enquiries please call +44 (0)20 7898 4135 or email comms@soas.ac.uk

Available for
Regional Expertise
  • Global
Country Expertise
Languages

Publications

Jump to: Articles

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 generated on Mon Jul 24 03:19:35 2017 BST.