2 : Bonilla, C. A., Romero-Meza, R., & Hinich, M. J. (2006). Episodic nonlinearity in Latin American Stock Market Indices. Applied Economics Letters, 13, pp. 195--9.
3 : Brock, W., Lakonishok, J., & LeBaron, B. (1992). Simple technical trading rules and the stochastic properties of stock returns. Journal of Finance, 47, pp. 1731-1764.
4 : Cajueiro, D.O., & Tabak, B.M. (2006). Testing for predictability in equity returns for European transition markets. Economic Systems, forthcoming.
5 : Hinich, M. J., & Patterson, D.M. (1995). Detecting epochs of transient dependence in white noise. mimeo, University of Texas , Austin .
6 : Lagoarde-Segot, T., & Lucey, B. (2008). Efficiency in emerging markets: evidence from the MENA region. Journal of International Financial Markets, Institutions and Money,.18(1), pp. 94-105.
7 : Lim, K. P., Brooks, R. D., & Hinich, M. J. (2006). Testing the assertion that emerging Asian stock markets are becoming more efficient. SSRN Working Paper Series.
8 : Lim, K.P., & Hinich, M.J. (2005). Cross-temporal universality of non-linear dependencies in Asian stock markets. Economics Bulletin, 7(1), pp. 1 - 6.
9 : Lim, K.P., Brooks, R.D., & Hinich, M.J. (2007). Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets. Journal of International Financial Markets, Institutions & Money.
10 : Lim, K. P., Brooks, R.D., & Kim, J.H. (2007). Financial crisis and stock market efficiency: Empirical evidence from Asian countries. International Review of Financial Analysis.
11 : Lim, K. P. (2007). Ranking of efficiency for stock markets: A nonlinear perspective. Physica A, 376, pp. 445-454.
12 : Lo, A. W. (2004). The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective. Journal of Portfolio Management, 30, pp. 15-29.
13 : Lo, A. W. (2005). Reconciling efficient markets with behavioral finance: the Adaptive Markets Hypothesis. Journal of Investment Consulting 7(2), pp. 21-44.
14 : Patterson, D.M., & Ashley, R.A. (2000). A nonlinear time series workshop: a toolkit for detecting and identifying nonlinear serial dependence. Kluwer Academic Publishers, Boston .
15 : Ratner, M., & Leal, R.P.C. (1999). Tests of Technical Trading Strategies in the Emerging Equity Markets of Latin America and Asia . Journal of Banking & Finance, 23(1999), pp. 1887-1905.
16 : Todea, A., & Zoicas-Ienciu, A. (2008). Episodic Dependencies in Central and Eastern Europe Stock Markets. Applied Economics Letters, Vol.15, No.13-15, oct-dec 2008, pp.1123-1126.
17 : Todea, A. (2008). Episodic dependencies and the profitability of moving average strategy on Romanian capital market. Theoretical and Applied Economics, pp. 186-193.
18 : Todea, A., Zoicas-Ienciu, A., & Filip, A. (2009). Profitability of the Moving Average Strategy and the Episodic Dependencies: Empirical Evidence from European Stock Markets. European Research Studies, Vol. XII, Issue 1, 2009, pp. 63-72.
