Showing 1 - 10 of 271
Persistent link: https://www.econbiz.de/10014306509
Persistent link: https://www.econbiz.de/10011695908
Persistent link: https://www.econbiz.de/10011695915
It is systemic to expound how that the speculative behaviors are driven by the number of a series housing policies promulgated by China's government for the real estate market. The market is resulted in full of speculative behaviors, and has been booming since the beginning of this decade, even...
Persistent link: https://www.econbiz.de/10010286822
Isobar surfaces, a method for describing the overall shape of multidimensional data, are estimated by nonparametric regression and used to evaluate the efficiency of selected markets based on returns of their stock market indices.
Persistent link: https://www.econbiz.de/10010322194
We first report that one-minute returns on TOPIX have exhibited significant autocorrelation at five-minute intervals since 1997/98, which implies there is an arbitrage opportunity. Special quotes that are issued whenever there is a price jump in excess of a predetermined band seem to be the...
Persistent link: https://www.econbiz.de/10010332467
In recent years, especially in the aftermath of the global financial meltdown, the performance of South Asia capital markets has attracted the attention of the researchers and investors across the globe. The resilient shown provides the impetus to examine the efficient market hypothesis in these...
Persistent link: https://www.econbiz.de/10011938297
Dieser Beitrag beschäftigt sich mit den Theoriebeiträgen der Fundamentaldatenanalyse, der Effizienzmarkthypothese und … auf volatilen Märkten ihre Spielzüge optimieren können. Die Effizienzmarkthypothese versucht stattdessen, den … die Effizienzmarkthypothese trotz realitätsferner Annahmen die Behavioral Finance nicht nur hinsichtlich des Grades der …
Persistent link: https://www.econbiz.de/10011733818
Traders' values and information typically consist of both private and common-value elements. In such environments, full allocative efficiency is impossible when the private rate of information substitution differs from the social rate (Jehiel and Moldovanu, 2001). We link this impossibility...
Persistent link: https://www.econbiz.de/10010316881
In the paper a nested logit model is used to describe passenger preferencesconcerning airports and airlines. A statistical model for the passengers'sequential choice of airport and airline is calibrated. It appears that thechoice sequence first airport, then airline is statistically preferable...
Persistent link: https://www.econbiz.de/10010324518