Search Results - subject:"Random Walk"

Charting the financial odyssey : a literature review on history and evolution of investment strategies in the stock market : 1900-2022

Jagirdar, Sharneet Singh; Gupta, Pradeep Kumar - In: China Accounting and Finance Review 26 (2024) 3, pp. 277-307

Purpose The present study reviews the literature on the history and evolution of investment strategies in the stock market for the period from 1900 to 2022. Conflicts and relationships arising from such diverse seminal studies have been identified to address the research gaps....

Persistent link: https://www.econbiz.de/10014636981

The modeling of earnings per share of Polish companies for the post-financial crisis period using random walk and ARIMA models

Kuryłek, Wojciech - In: Journal of banking and financial economics 19 (2023) 1, pp. 26-43

seasonal random walk (SRW) model across all quarters, which describes quite well the behavior of the Polish market compared to … naive seasonal random walk model, whereas in the US the most adequate models are of a more sophisticated ARIMA type …

Persistent link: https://www.econbiz.de/10014285928

A century-long analysis of global warming and earth temperature using a random walk with drift approach

Wang, Leon; Wang, Leigh; Li, Yang; Wang, John - 2023

analyzing temperature changes over the past century, uncovering alarming results. Various models, including the Random Walk with …

Persistent link: https://www.econbiz.de/10014497326

Are capital markets turning efficient? : need for financial market efficiency index

Arora, Ruchi; Mehra, Rishi - In: International journal of financial engineering 10 (2023) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10014251214

A discrete-time homing problem with two optimizers

Lefebvre, Mario - In: Games 14 (2023) 6, pp. 1-10

-dimensional symmetric random walk {𝑋𝑛,𝑛=0,1,…} in the continuation region 𝐶:={1,2,…}, and the second player seeks to maximize the …

Persistent link: https://www.econbiz.de/10014443299

Overreaction and underreaction to new information and the directional forecast of exchange rates

Semenov, Andrei - In: International review of economics & finance : IREF 96 (2024) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10015323341

Analysts versus the random walk in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations survey

Kladívko, Kamil; Österholm, Pär - In: Applied economics 56 (2024) 17, pp. 2077-2088

Persistent link: https://www.econbiz.de/10014475262

Placebo in the random walk of stock price : momentum effect of corporate site visits

Yang, Jinyu; Xia, Guoen; Dong, Dayong - In: Research in international business and finance 70 (2024) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10015056316

A heuristic method to solve an assignment problem using a random walk approximation

Monteiro, Léo; Tremblay, Hugo; Séguin, Sara - 2024

Persistent link: https://www.econbiz.de/10015101664

Exchange rates and fundamentals : forecasting with long maturity forward rates

Darvas, Zsolt M.; Schepp, Zoltán - In: Journal of international money and finance 143 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014551354