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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
The efficient market research to date has focused mostly on the developed stock markets. To be efficient the market needs to be large and liquid, transaction costs should be cheaper than the expected investment strategy profits and Macedonian capital market as a developing market is...
Persistent link: https://www.econbiz.de/10012178440
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Date-stamping US housing market explosivity
Balcilar, Mehmet; Katzke, Nico; Gupta, Rangan - 2018
Generalized supADF (GSADF) test procedure developed by Phillips et al. (Testing for multiple bubbles: Historical episodes of …
Persistent link: https://www.econbiz.de/10011812671
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Do Dividends Signal Future Earnings in the Nordic Stock Markets?
Liljeblom, Eva - 2015
We study the informational content of dividends on three Nordic civil law markets, i.e. on markets where the evidence for dividend catering has been weak. Using aggregate data on real earnings per share and payout ratios, long time series from 1969 to 2010, and methodologies which address...
Persistent link: https://www.econbiz.de/10013036257
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A study on the level of market efficiency based on CSI 300 and 300 constituent stocks
Duan, Guoxi; Tanizaki, Hisashi - 2021
Persistent link: https://www.econbiz.de/10012799614
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Identifying spillover effect & bubble in Bangladeshi asset markets : an analysis of stock market and real estate
Rahman, Sisili; Das, Biplab; Farah, Tazrina - In: International journal of economics and financial issues … 8 (2018) 6, pp. 76-83
Persistent link: https://www.econbiz.de/10011995922
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Do extreme market value ratios mean that the market is informationally inefficient? : a study of the Warsaw Stock Exchange
Karasiński, Jacek; Zduńczak, Patryk - In: Journal of economics & management 43 (2021) 1, pp. 206-224
Aim/purpose - The aim of this paper is to verify whether extremely high values of market value ratios are the symptoms of informational inefficiency of the market in a weak form. The authors intend to examine whether these phenomena co-occur with each other. Design/methodology/approach -...
Persistent link: https://www.econbiz.de/10013166614
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Stock Market Bubbles and the Forecastability of Goldreturns (and Volatility)
Gabauer, David; Gupta, Rangan; Karmakar, Sayar; … - 2023
Firstly, we use the Multi-Scale LPPLS Confidence Indicator approach to detectboth positive and negative bubbles at … that, our bubbles indicators,particularly when both positive and negative bubbles are considered simultaneously …
Persistent link: https://www.econbiz.de/10014353907
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Random walks and market efficiency tests : evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic
Dias, Rui; Teixeira, Nuno Miguel; Machova, Veronika; … - In: Oeconomia Copernicana 11 (2020) 4, pp. 585-608
Persistent link: https://www.econbiz.de/10012436533
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Random Walks in Dividend Yields and Bubbles
Bidian, Florin - 2014
A nonstationary dividend yield, having a unit root, is seen as proof of bubbles (Craine 1993). This inference is not … valid. A sufficient condition for the absence, respectively presence of bubbles is the uniform divergence, respectively … equilibrium dividend yield is a random walk without a deterministic trend or drift, but bubbles are still absent …
Persistent link: https://www.econbiz.de/10013058778
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Date-stamping US housing market explosivity
Balcilar, Mehmet; Katzke, Nico; Gupta, Rangan - 2017
Generalized sup ADF (GSADF) test procedure developed by Phillips, Shi, and Yu (Testing for Multiple Bubbles: Historical Episodes …
Persistent link: https://www.econbiz.de/10011674010