{"id":"https://openalex.org/W1908793549","doi":"https://doi.org/10.1007/978-3-642-35467-0_24","title":"Testing the Weak Form Market Efficiency: Empirical Evidence from the Italian Stock Exchange","display_name":"Testing the Weak Form Market Efficiency: Empirical Evidence from the Italian Stock Exchange","publication_year":2012,"publication_date":"2012-12-24","ids":{"openalex":"https://openalex.org/W1908793549","doi":"https://doi.org/10.1007/978-3-642-35467-0_24","mag":"1908793549"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-35467-0_24","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-35467-0_24","pdf_url":null,"source":{"id":"https://openalex.org/S4210172046","display_name":"Smart innovation, systems and technologies","issn_l":"2190-3018","issn":["2190-3018","2190-3026"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Smart Innovation, Systems and Technologies","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5070863674","display_name":"Giuseppina Albano","orcid":"https://orcid.org/0000-0002-2317-0331"},"institutions":[{"id":"https://openalex.org/I131729948","display_name":"University of Salerno","ror":"https://ror.org/0192m2k53","country_code":"IT","type":"education","lineage":["https://openalex.org/I131729948"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Giuseppina Albano","raw_affiliation_strings":["Dept. of Economics and Statistics, University of Salerno, via Ponte don Melillo, 84084, Fisciano, SA, Italy"],"affiliations":[{"raw_affiliation_string":"Dept. of Economics and Statistics, University of Salerno, via Ponte don Melillo, 84084, Fisciano, SA, Italy","institution_ids":["https://openalex.org/I131729948"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5014127212","display_name":"Michele La Rocca","orcid":"https://orcid.org/0000-0002-8768-4606"},"institutions":[{"id":"https://openalex.org/I131729948","display_name":"University of Salerno","ror":"https://ror.org/0192m2k53","country_code":"IT","type":"education","lineage":["https://openalex.org/I131729948"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Michele La Rocca","raw_affiliation_strings":["Dept. of Economics and Statistics, University of Salerno, via Ponte don Melillo, 84084, Fisciano, SA, Italy"],"affiliations":[{"raw_affiliation_string":"Dept. of Economics and Statistics, University of Salerno, via Ponte don Melillo, 84084, Fisciano, SA, Italy","institution_ids":["https://openalex.org/I131729948"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5026946923","display_name":"Cira Perna","orcid":"https://orcid.org/0000-0001-8496-0321"},"institutions":[{"id":"https://openalex.org/I131729948","display_name":"University of Salerno","ror":"https://ror.org/0192m2k53","country_code":"IT","type":"education","lineage":["https://openalex.org/I131729948"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Cira Perna","raw_affiliation_strings":["Dept. of Economics and Statistics, University of Salerno, via Ponte don Melillo, 84084, Fisciano, SA, Italy"],"affiliations":[{"raw_affiliation_string":"Dept. of Economics and Statistics, University of Salerno, via Ponte don Melillo, 84084, Fisciano, SA, Italy","institution_ids":["https://openalex.org/I131729948"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5070863674"],"corresponding_institution_ids":["https://openalex.org/I131729948"],"apc_list":null,"apc_paid":null,"fwci":0.8166,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.7791423,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"227","last_page":"236"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.984499990940094,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9836999773979187,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.7938905954360962},{"id":"https://openalex.org/keywords/null-hypothesis","display_name":"Null hypothesis","score":0.6176223158836365},{"id":"https://openalex.org/keywords/random-walk-hypothesis","display_name":"Random walk hypothesis","score":0.5972528457641602},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.5522753596305847},{"id":"https://openalex.org/keywords/efficient-market-hypothesis","display_name":"Efficient-market hypothesis","score":0.5456422567367554},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.525469183921814},{"id":"https://openalex.org/keywords/predictive-power","display_name":"Predictive power","score":0.518738329410553},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.4651219844818115},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4435034394264221},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.4274987280368805},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.41397011280059814},{"id":"https://openalex.org/keywords/statistical-hypothesis-testing","display_name":"Statistical hypothesis testing","score":0.41013967990875244},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4076239764690399},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.32440680265426636},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.32078760862350464},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.1460646390914917},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.09600427746772766},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.08319306373596191}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.7938905954360962},{"id":"https://openalex.org/C191988596","wikidata":"https://www.wikidata.org/wiki/Q628374","display_name":"Null hypothesis","level":2,"score":0.6176223158836365},{"id":"https://openalex.org/C46461501","wikidata":"https://www.wikidata.org/wiki/Q1935853","display_name":"Random walk hypothesis","level":4,"score":0.5972528457641602},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.5522753596305847},{"id":"https://openalex.org/C29368100","wikidata":"https://www.wikidata.org/wiki/Q724931","display_name":"Efficient-market hypothesis","level":4,"score":0.5456422567367554},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.525469183921814},{"id":"https://openalex.org/C2778136018","wikidata":"https://www.wikidata.org/wiki/Q10350689","display_name":"Predictive power","level":2,"score":0.518738329410553},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.4651219844818115},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4435034394264221},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.4274987280368805},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.41397011280059814},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.41013967990875244},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4076239764690399},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.32440680265426636},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.32078760862350464},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1460646390914917},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09600427746772766},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.08319306373596191},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-35467-0_24","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-35467-0_24","pdf_url":null,"source":{"id":"https://openalex.org/S4210172046","display_name":"Smart innovation, systems and technologies","issn_l":"2190-3018","issn":["2190-3018","2190-3026"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Smart Innovation, Systems and Technologies","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W1539335194","https://openalex.org/W1556885824","https://openalex.org/W1966106237","https://openalex.org/W1967851828","https://openalex.org/W1974888258","https://openalex.org/W1981980215","https://openalex.org/W1993091561","https://openalex.org/W2000857155","https://openalex.org/W2010997253","https://openalex.org/W2047207405","https://openalex.org/W2049400038","https://openalex.org/W2058538513","https://openalex.org/W2093307970","https://openalex.org/W2111255674","https://openalex.org/W2115472170","https://openalex.org/W2121044470","https://openalex.org/W2134658143","https://openalex.org/W2138293190","https://openalex.org/W2159426199","https://openalex.org/W2164278117","https://openalex.org/W2975308768","https://openalex.org/W3123598380","https://openalex.org/W3124838210","https://openalex.org/W3125458234","https://openalex.org/W3125537303","https://openalex.org/W4285719527","https://openalex.org/W4300567850"],"related_works":["https://openalex.org/W4253986909","https://openalex.org/W2577188334","https://openalex.org/W2110292450","https://openalex.org/W3125024994","https://openalex.org/W3125481833","https://openalex.org/W2239498098","https://openalex.org/W1993440767","https://openalex.org/W4394793463","https://openalex.org/W2306650440","https://openalex.org/W3141448564"],"abstract_inverted_index":null,"counts_by_year":[{"year":2015,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
