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An empirical study on weak-form of market efficiency of selected Asian stock markets
Patel, Nikunj R.; Radadia, Nitesh; Dhawan, Juhi - In: Journal of applied finance & banking 2 (2012) 2, pp. 99-148
Composite and HANGSENG. BSE Sensex could be considered as high risk markets as it has reported the highest Standard Deviation …The purpose of this research is to investigate the weak form of market efficiency of Asian four selected stock markets …. We have taken a daily closing price of stock markets under the study from the 1st January 2000 to 31st March 2011 and …
Persistent link: https://www.econbiz.de/10010009119
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Determinants of banks' competitiveness in local financial markets
Kata, Ryszard - In: E-Finanse : finansowy kwartalnik internetowy 8 (2012) 1, pp. 1-13
The article presents the analysis of determinants of banks' competitiveness in local financial markets, with respect to … strategies in order to improve their competitiveness in local financial markets. -- banks ; local financial market …
Persistent link: https://www.econbiz.de/10010009386
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Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox
Sukhomlin, Nikolay; Santana Jiménez, Lisette Josefina - In: Revista de métodos cuantitativos para la economía y … 10 (2010), pp. 73-98
The main result of this paper consists in the resolution of the inverse problem for the Black-Cox (1976) model, using the method proposed by Sukhomlin (2007). Based on the backward approach, we obtain an exact expression of the implied volatility expressed as a function of quantifiable market...
Persistent link: https://www.econbiz.de/10009957380