@incollection{,
	
					
					
					4D858AFA8B6435546471E588F1E7752D
				,
	author={{El MehdiFalloul}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}2032741
}

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	title={{Théorie de la spéculation}}
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			AWLo
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}

@incollection{b6,
	
	
	
	
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			14
		
	

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@incollection{b7,
	
	
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	title={{The random walk behavior of stock prices: a comparative study}}
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@incollection{b8,
	
	
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	title={{Some a posteriori probabilities in stock market action}}
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@incollection{b9,
	
	
		,
	title={{Some a posteriori probabilities in stock market action}}
		,
	author={{
			3rdCowles
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			AJones
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}

@incollection{b10,
	
	
		,
	title={{A brief history of market efficiency}}
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}

@incollection{b11,
	
	
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			74
			
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}

@incollection{b12,
	
	
		,
	title={{« the likelihood ratio statistics for autoregressive time series with unit root}}
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			49
			
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@incollection{b13,
	
	
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@incollection{b14,
	
	
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	title={{The behavior of stock-market prices}}
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}

@incollection{b15,
	
	
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	title={{Efficient capital markets: A review of theory and empirical work}}
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			25
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@incollection{b16,
	
	
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	title={{Efficient capital markets: II}}
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@incollection{b17,
	
	
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	title={{Market efficiency, long-term returns, and behavioral finance}}
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			49
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@incollection{b18,
	
	
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@incollection{b19,
	
	
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	author={{
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}

@incollection{b20,
	
	
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			KRFrench
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			17
			
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}

@incollection{b21,
	
	
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	title={{Spectral analysis of New York stock market prices}}
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			CW JGranger
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	year={1963. 1964}
			16
			
		
	
	,
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}

@incollection{b22,
	
	
		,
	title={{Spectral analysis of New York stock market prices}}
		,
	author={{
			CW JGranger
		} and {
			OMorgenstern
		}}
		
	
	
		,
	booktitle={{The Random Character of Stock Market Prices}}
				,
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	publisher={The MIT Press}
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			16
			
		
	
	,
	note={Reprinted in}

}

@incollection{b23,
	
	
		,
	title={{Testing the Weak form of Efficient Market Hypothesis: Empirical Evidence from Asia-Pacific Markets}}
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	author={{
			KashifHamid
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			58
			
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	year={2010}
		
	

}

@book{b24,
	
	
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	title={{L'efficience informationnelle des marchés financiers}}
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	author={{
			SLardic
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			VMignon
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	year={2006}
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	publisher={La Découverte}
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	address={Paris}
		
	

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@incollection{b25,
	
	
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	title={{Long-term memory in stock market prices}}
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			AWLo
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}

@incollection{b26,
	
	
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	title={{Stock market prices do not follow random walks: Evidence from a simple specification test}}
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	author={{
			AWLo
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@incollection{b27,
	
	
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	title={{Testing Weak-Form Efficiency of Indian Stock Markets}}
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			PSrinivasan
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		2229-4104
		
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@book{b28,
	
	
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	year={2014}
		
	

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@book{b29,
	
	
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@book{b30,
	
	
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@incollection{b31,
	
	
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}

@incollection{b32,
	
	
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	title={{Proof that properly anticipated prices fluctuate randomly}}
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	author={{
			PASamuelson
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	journal={{Industrial Management Review}}
		
			6
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	year={1965}
		
	

}

@incollection{b33,
	
	
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	title={{Les ambiguïtés de la théorie de l'efficience informationnelle des marches financiers}}
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@incollection{b34,
	
	
		,
	title={{« Heteroscedasticity-consistent covariance estimator and a direct test of heteroscedasticity}}
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}