Search Results - subject:"Generalized spectral test"

Evolution of the housing market under the framework of adaptive market hypothesis and martingale difference hypothesis : a case of India

Pandey, Richa; Jessica, V. Mary - In: Property management 40 (2022) 1, pp. 17-28

Persistent link: https://www.econbiz.de/10013169931

Identifying periods of market inefficiency for return predictability

Mitra, Subrata Kumar; Chattopadhyay, Manojit; Charan, … - In: Applied economics letters 24 (2017) 10/12, pp. 668-671

Persistent link: https://www.econbiz.de/10011714120

A nonparametric distribution-free test for serial independence of errors

Du, Zaichao; Escanciano, Juan Carlos - In: Econometric reviews 34 (2015) 6/10, pp. 1011-1034

Persistent link: https://www.econbiz.de/10011483448

Are the crude oil markets becoming more efficient over time? : new evidence from a generalized spectral test

Zhang, Bing - In: Energy economics 40 (2013), pp. 875-881

Persistent link: https://www.econbiz.de/10010355552

The influence of foreign portfolio investment on informational efficiency : empirical evidence from Central and Eastern European stock markets

Todea, Alexandru; Pleşoianu, Anita - In: Economic modelling 33 (2013), pp. 34-41

Persistent link: https://www.econbiz.de/10010192065

The influence of foreign portfolio investment on informational efficiency: Empirical evidence from Central and Eastern European stock markets

Todea, Alexandru; Pleşoianu, Anita - In: Economic Modelling 33 (2013) C, pp. 34-41

This paper presents empirical evidence suggesting that foreign portfolio investment had a positive and significant influence on the informational efficiency of eleven Central and Eastern European stock markets during the period 1999–2010, regardless of the type of dependence – short or long...

Persistent link: https://www.econbiz.de/10011048921

Are the crude oil markets becoming more efficient over time? New evidence from a generalized spectral test

Zhang, Bing - In: Energy Economics 40 (2013) C, pp. 875-881

This paper utilizes the newly developed method of a generalized spectral test to examine the weak-form efficiency of … the main worldwide crude oil markets. The generalized spectral test, unlike other methods, can detect both linear and …

Persistent link: https://www.econbiz.de/10011039530