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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

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

Does firm-specific information in stock prices guide capital allocation?

Durnev, Art; Morck, Randall; Yeung, Bernard - 2001

Persistent link: https://www.econbiz.de/10001547743

R-squared and the economy

Morck, Randall; Yeung, Bernard; Yu, Wayne - 2013

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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

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

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An analysis of trading strategies in eleven European stock markets

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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

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Does Firm-specific Information in Stock Prices Guide Capital Allocation?

Durnev, Artyom - 2001

We show that firms in industries in which firm-specific stock price variation is larger use more external financing and allocate capital with greater precision in the sense that their marginal q ratios are closer to one. According to the Efficient Markets Hypothesis, greater firm-specific stock...

Persistent link: https://www.econbiz.de/10012470636

Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis

Mensi, Walid; Lee, Yun Jung; Al-Yahyaee, Khamis Hamed; … - In: Finance research letters 31 (2019), pp. 19-25

Persistent link: https://www.econbiz.de/10012420970