Search Results - subject:"Walk"

How to measure financial market efficiency? : a multifractality-based quantitative approach with an application to the European carbon market

Sattarhoff, Cristina; Gronwald, Marc - 2018

coefficient. This is a multifractality measure that can quantify the deviation from a random walk within the framework of the … multifractal random walk model by Bacry et al. (2001b). While the random walk corresponds to the most genuine form of market …

Persistent link: https://www.econbiz.de/10011864306

Testing weak form of stock market efficiency at the Macedonian stock exchange

Angelovska, Julijana - In: UTMS journal of economics / University of Tourism and … 9 (2018) 2, pp. 133-144

Walk Model and GARCH (1,1) model provides evidence that Macedonian Stock Market is not weak form efficient. The evidence of …

Persistent link: https://www.econbiz.de/10012178440

Identifying the news in analysts' earnings forecasts revisions : an alternative to the random walk expectation

Pfeiffer, Ray J.; Teitel, Karen; Wahab, Susan; Wahab, … - In: Review of Pacific Basin financial markets and policies 24 (2021) 4, pp. 2150032-1-2150032-42

Persistent link: https://www.econbiz.de/10012805192

Testing weak-form market efficiency in the Stock Exchange of Thailand

Nattawut Jenwittayaroje - In: Global business & economics review 24 (2021) 3, pp. 211-224

Persistent link: https://www.econbiz.de/10012513838

Modelling exchange rate movements in South Africa : an ARDL application

Muzindutsi, Paul-Francois; Zungu, Zama; Khanyile, Minenhle - In: International journal of monetary economics and finance … 14 (2021) 4, pp. 342-352

Persistent link: https://www.econbiz.de/10012613350

A comparative study on the efficiency of Korean Stock Markets: KOSPI and KOSDAQ

Yoon, Il-Hyun - In: Journal of international trade & commerce 17 (2021) 5, pp. 115-127

Persistent link: https://www.econbiz.de/10013269883

The causal effects of leading macroeconomic indicators on stock return : evidence from 13 selected Asia Pacific countries

Lim, Shu-Ern; Gan, Pei-Tha; Fatimah Salwa binti Abd. Hadi; … - In: International journal of business and globalisation : IJBG 28 (2021) 1/2, pp. 77-96

Persistent link: https://www.econbiz.de/10012595007

Modeling of stock returns in continuous vis-à-vis discrete time is equivalent, respectively, to the conditioning of stock returns on a random walk process for trade imbalances vis-...

Obrimah, Oghenovo Adewale; Wong, Wing Keung - In: Annals of financial economics 17 (2022) 2, pp. 1-35

Persistent link: https://www.econbiz.de/10013262988

Are quantitative easing effects transitory? : evidence from out-of-sample forecasts

Kirikos, Dimitris G. - In: Journal of financial economic policy 14 (2022) 6, pp. 811-822

Persistent link: https://www.econbiz.de/10013454194

Can wavelets produce a clearer picture of weak-form market efficiency in Bitcoin?

Phiri, Andrew - In: Eurasian economic review : a journal in applied … 12 (2022) 3, pp. 373-386

Persistent link: https://www.econbiz.de/10013431509