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"ABSTRACTInvestigating if the market is efficient is an old issue as market efficiency is imperative for channeling investments to best-valued projects and its importance endures. There is contradictory evidence in the literature provided by empirical researches. The primary purpose of this research has been to find out whether share prices are a random walk process by applying multiple unit root tests, Runs Test and newly developed State Space Model. The empirical findings of the study provide sufficient evidence that the stock prices of KSE 100 Index, S & P BSE 500 Index, and CSE All Share Index is not a random walk process and are thus weak form inefficient hypothesis. In this study, the concept of the random walk is examined considering only the stock markets while bypassing the other asset markets. This research supply exciting facts about independent samples from Pakistan, India, and Bangladesh and complement the existing literature on emerging markets."

"AbstrakOne aspect that concerns investors in valuing stocks is financial performance. The purpose of this research is to examine the effect of financial performance, firm size, and corporate social responsibility disclosure to the stock price in food and beverage sector companies in Indonesia Stock Exchange. Using a purposive sampling method has done the sample collection method and eleven of eighteen companies, which listed in Indonesia Stock Exchange in the years of 20013-2017, are used as the research samples. The method used in this study was Structural Equation Modeling Partial Least Square (SEM-PLS). The result of the research shows that financial performance, firm size, and corporate social responsibility disclosure affect the stock price. This result implies that the firm should improve the internal factors to increase stock prices."

"Structural change in volatility of five Asian and U.S. stock markets is examined during the post-liberalization period (1990-2005) of asian financial markets using the Sup-LM test ..."

"This book examines the dynamic relationship and volatility spillovers between crude oil prices, exchange rates and stock markets of India. Unfortunately very little research has been conducted to analyze the volatility spillovers and dynamic relationship between crude oil prices, exchange rates and stock markets of India."

"Modeling the correlation of assets returns volatilities across different markets or segments of amarket has practical value for portfolio selection and diversification, market regulation, and riskmanagement. This paper therefore evaluates the nature of time-varying correlation between volatilitiesof stock market and crude oil returns in Nigeria using Dynamic Conditional Correlation-GeneralisedAutoregressive Conditional Heteroscedasticity (DCC-GARCH) model. Results from DCCGARCH(1,1) model show evidence of volatility clustering and persistence in Nigeria stock marketand crude oil returns. The results also show that there is no dynamic conditional correlation in ARCHeffects between stock market returns and crude oil prices in Nigeria. The results further show thatthere is strong evidence of time-varying volatility correlation between stock market and crude oilreturns volatility. The findings will help shape policy-making in risk management and market regulationin Nigeria."