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Have financial markets become more informative?
Bai, Jennie; Philippon, Thomas; Savov, Alexi - 2012
The finance industry has grown. Financial markets have become more liquid. Information technology has improved. But have prices become more informative? Using stock and bond prices to forecast earnings, we find that the information content of market prices has not increased since 1960. The...
Persistent link: https://www.econbiz.de/10009657611
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ARCH effects and cointegration : is the foreign exchange market efficient?
Alexakis, Panayotis - In: Journal of banking & finance 20 (1996) 4, pp. 687-697
Persistent link: https://www.econbiz.de/10001197705
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Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Baba, Naohiko; Packer, Frank - In: Journal of banking & finance 33 (2009) 11, pp. 1953-1962
Persistent link: https://www.econbiz.de/10003892128
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Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel - In: Journal of banking & finance 126 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
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A test of efficiency for the S&P 500 index option market using the generalized spectrum method
Huang, Henry H.; Wang, Kent; Wang, Zhanglong - In: Journal of banking & finance 64 (2016), pp. 52-70
Persistent link: https://www.econbiz.de/10011634259
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How does US monetary policy influence economic conditions in emerging markets?
Arora, Vivek B.; Cerisola, Martin - 2000
Persistent link: https://www.econbiz.de/10001539758
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Testing the informational efficiency of OTC options on emerging market currencies
Chan-Lau, Jorge A.; Morales, R. Armando - 2003
Persistent link: https://www.econbiz.de/10001752961
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Tests of technical trading strategies in the emerging equity markets of Latin America and Asia
Ratner, Mitchell; Leal, Ricardo Pereira Câmara - In: Journal of banking & finance 23 (1999) 12, pp. 1887-1905
Persistent link: https://www.econbiz.de/10001429010
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The composition of CMBS risk
Christopoulos, Andreas D. - In: Journal of banking & finance 76 (2017), pp. 215-239
Persistent link: https://www.econbiz.de/10011814330
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The light and dark side of TARP
Farrugio, Christian; Michalak, Tobias C.; Uhde, André - In: Journal of banking & finance 37 (2013) 7, pp. 2586-2604
Persistent link: https://www.econbiz.de/10009760582