Search Results - subject:"Random Walk"

A runs test for stock-market prices with an unobserved trend

Herger, Nils - 2024

To analyze whether stock-market prices follow a random walk, the algebraic sign of their returns has been compared with …

Persistent link: https://www.econbiz.de/10014464828

Quantitative easing effectiveness : evidence from Euro private assets

Kirikos, Dimitris G. - In: Bulletin of economic research 76 (2024) 2, pp. 354-370

Persistent link: https://www.econbiz.de/10014543807

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

Higher-order assortativity for directed weighted networks and Markov chains

Arcagni, Alberto; Cerqueti, Roy; Grassi, Rosanna - In: European journal of operational research : EJOR 316 (2024) 1, pp. 215-227

Persistent link: https://www.econbiz.de/10014573972

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

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

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

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 - In: Decision analytics journal 7 (2023), pp. 1-10

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

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

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