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Dynamic efficiency of stock markets and exchange rates

Sensoy, Ahmet; Tabak, Benjamin Miranda - In: International review of financial analysis 47 (2016), pp. 353-371

Persistent link: https://www.econbiz.de/10011624263

Time-varying long range dependence in energy futures markets

Sensoy, Ahmet; Hacihasanoglu, Erk - In: Energy economics 46 (2014), pp. 318-327

Persistent link: https://www.econbiz.de/10011298582

The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches

Aye, Goodness C.; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International review of economics & finance : IREF 51 (2017), pp. 283-294

Persistent link: https://www.econbiz.de/10011754449

An examination of long-run overreaction in three Far Eastern capital markets

Wang, Kuang-hua; Lonie, A. Alasdair; Power, David M. - In: Advances in Pacific Basin financial markets 5 (1999), pp. 259-280

Persistent link: https://www.econbiz.de/10001493555

A test of the weak-form of the efficient markets hypothesis for the Saudi Stock Market

Abdulqader, K. A. al-; Hannah, G.; Power, David M. - In: Journal of emerging market finance 6 (2007) 2, pp. 167-190

Persistent link: https://www.econbiz.de/10003567654

An analysis of trading strategies in eleven European stock markets

Fifield, S. G. M.; Power, David M.; Sinclair, C. Donald - In: The European journal of finance 11 (2005) 6, pp. 531-548

Persistent link: https://www.econbiz.de/10003245231

Stock market overreaction : some evidence from the Colombo Stock Exchange

Gunasekarage, Abeyratna; Power, David M. - In: Journal of emerging markets 10 (2005) 1, pp. 5-17

Persistent link: https://www.econbiz.de/10003077040

Halloween effect in developed stock markets : a historical perspective

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: International economics : a journal published by CEPII … 161 (2020), pp. 130-138

Persistent link: https://www.econbiz.de/10012642532

Halloween Effect in Developed Stock Markets : A US Perspective

Plastun, Oleksiy - 2019

In this paper, we conduct a comprehensive investigation of the Halloween effect evolution in the US stock market over its entire history. We employ various statistical techniques (average analysis, Student's t-test, ANOVA, and the Mann-Whitney test) and the trading simulation approach to analyse...

Persistent link: https://www.econbiz.de/10012889672

Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach

Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan - In: Finance research letters 28 (2019), pp. 398-411

Persistent link: https://www.econbiz.de/10012388354