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Efficient market hypothesis
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Finance research letters
MPRA Paper
989
NBER working paper series
506
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IMF working papers
475
ECB Working Paper
442
Working paper / National Bureau of Economic Research, Inc.
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International business review : the official journal of the European International Business Academy
190
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Discussion paper series / IZA
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International review of economics & finance : IREF
187
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1
Short-term working allowance and firm risk in the post-COVID-19 period : novel matching evidence from an emerging market
Doruk, Ömer Tuğsal
;
Konuk, Serhat
;
Atici, Rümeysa
- In:
Finance research letters
43
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014633492
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2
The day of the week effect in the cryptocurrency market
Caporale, Guglielmo Maria
;
Plastun, Alex
- In:
Finance research letters
31
(
2019
),
pp. 258-269
Persistent link: https://www.econbiz.de/10012421566
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3
A new look at financial markets efficiency from linear response theory
Puertas, Antonio Manuel
;
Clara-Rahola, Joaquim
; …
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014291584
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4
Evolution of stock market efficiency in Europe : evidence from measuring periods of inefficiency
Bock, Jonas
;
Geissel, Sebastian
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530836
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5
Betting on long shots in NCAA basketball games and implications for skew loving behavior
Colquitt, L. Lee
;
Godwin, Norman H.
;
Swidler, Steven Mark
- In:
Finance research letters
1
(
2004
)
2
,
pp. 119-126
Persistent link: https://www.econbiz.de/10003307266
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6
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
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7
Automatic variance ratio test under conditional heteroskedasticity
Kim, Jae H.
- In:
Finance research letters
6
(
2009
)
3
,
pp. 179-185
Persistent link: https://www.econbiz.de/10003888018
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8
On the robustness of cointegration tests when assessing market efficiency
Kellard, Neil
- In:
Finance research letters
3
(
2006
)
1
,
pp. 57-64
Persistent link: https://www.econbiz.de/10003300878
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9
Assessing the profitability of intraday opening range breakout strategies : Ulf Holmberg; Carl Lönnbark; Christian Lundström
Holmberg, Ulf
;
Lönnbark, Carl
;
Lundström, Christian
- In:
Finance research letters
10
(
2013
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10009728609
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10
A simple model of market valuation and trend reversion for U.S. equities : 100 years of bubbles, non-bubbles, and inverse-bubbles
Godek, Paul E.
- In:
Finance research letters
13
(
2015
),
pp. 29-35
Persistent link: https://www.econbiz.de/10011552324
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