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Reconsidering the impossibility of informationally efficient markets
Keiber, Karl Ludwig - In: Applied financial economics 17 (2007) 13/15, pp. 1113-1122
Persistent link: https://www.econbiz.de/10003590542
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The informational content of article publication : the case of twin stocks
Levy, Tamir; Yagil, Joseph - In: Applied financial economics 15 (2005) 17, pp. 1199-1202
Persistent link: https://www.econbiz.de/10003228771
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Short-sales constraints and stock return asymmetry : evidence from the Chinese stock markets
Hueng, C. James - In: Applied financial economics 16 (2006) 10, pp. 707-716
Persistent link: https://www.econbiz.de/10003334984
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Informed and uniformed trading in the EUR/PLN spot market
Bień-Barkowska, K. - In: Applied financial economics 23 (2013) 7/9, pp. 619-628
Persistent link: https://www.econbiz.de/10009750644
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Disappearing anomalies : a dynamic analysis of the persistence of anomalies
Marquering, Wessel A.; Nisser, Johan; Valla, Toni - In: Applied financial economics 16 (2006) 4, pp. 291-302
Persistent link: https://www.econbiz.de/10003289217
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Uncertain information release and informed trading
Walsh, David - In: Applied financial economics 9 (1999) 1, pp. 21-30
Persistent link: https://www.econbiz.de/10001363835
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Volatility smiles and the information content of news
Fornari, Fabio; Mele, Antonio - In: Applied financial economics 11 (2001) 2, pp. 179-186
Persistent link: https://www.econbiz.de/10001563358
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Secondary market pricing behaviour around UK bound auctions
Ahmad, Farooq; Steeley, James M. - In: Applied financial economics 18 (2008) 7/9, pp. 691-699
Persistent link: https://www.econbiz.de/10003739347
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The stock market behaviour prior and subsequent to new highs
Schnusenberg, Oliver - In: Applied financial economics 16 (2006) 6, pp. 429-438
Persistent link: https://www.econbiz.de/10003335008
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Are Chinese stock markets efficient? : further evidence from a battery of nonlinearity tests
Lim, Kian-Ping; Brooks, Robert - In: Applied financial economics 19 (2009) 1/3, pp. 147-155
Given that the efficiency of the Chinese stock markets was empirically examined in extant literature using statistical tests that are designed to uncover linear correlations of price changes, the obtained statistical inferences of efficiency/inefficiency are on very shaky grounds as highlighted...
Persistent link: https://www.econbiz.de/10003825852