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Foreign exchange market efficiency : empirical results for the USD/EUR market

Czech, Katarzyna Anna; Waszkowski, Adam - In: E-Finanse : finansowy kwartalnik internetowy 8 (2012) 3, pp. 1-9

by applying the conventional UIP regression approach and orthogonality test of the forward rate forecast error. The … forward forecast error is not orthogonal to both its lagged value and the interest rate differential. Thus, the semi …

Persistent link: https://www.econbiz.de/10010078132

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

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 also divided full sample in three interval periods, and...

Persistent link: https://www.econbiz.de/10010009119

Observing evidence of insider trading in the Athens Stock Exchange

Thalassinos, Eleftherios; Maditinos, Dimitrios; … - In: Journal of economic structures : JES; the official … 1 (2012), pp. 1-26

This study proposes a process for observing evidence of insider trading in the Athens Stock Exchange (ASE). This is performed by building an environment which, based upon previous research, common sense and information technology, may be used for observing such evidence. It is designed to be...

Persistent link: https://www.econbiz.de/10010098104

The effects of surprise political events on quoted firms : the March 2004 election in Spain

Castells, Pau; Trillas, Francesc - In: SERIEs : Journal of the Spanish Economic Association 4 (2013) 1, pp. 83-112

In the last days of the electoral campaign for the 2004 general election in Spain, on Thursday March 11th 2004, a series of simultaneous terror attacks caused the death of 191 persons in commuting trains in the capital Madrid. Four days later, the opposition party won the election, against all...

Persistent link: https://www.econbiz.de/10010148155

Incorporating weekend information in stock prices : evidence from Israeli stock market

Kudryavtsev, Andrey; Cohen, Gil; Pavlodsky, Julia - In: Journal of finance and investment analysis 1 (2012) 4, pp. 1-14

-synchronous trading - a trading day when TASE is the only active stock exchange in the world. We find that TASE returns on Sundays are … prices on Sundays just "close up the differences" from the US exchanges by incorporating the news that arrive to the world … markets during the weekends in Israel, but do not reflect any additional news of worldwide relevance arriving when the world …

Persistent link: https://www.econbiz.de/10010148279

Volatility impact of stock index futures trading : a revised analysis

Matanovic, Eva; Wagner, Helmut - In: Journal of applied finance & banking 2 (2012) 5, pp. 113-126

The recent financial crisis renewed concerns about a possible destabilizing impact of derivatives trading. Despite a very active research, the question whether or not derivatives tend to destabilize financial markets has not yet been answered to satisfaction. This contribution aims to revise the...

Persistent link: https://www.econbiz.de/10010058694

Hedge ratios for short and leveraged ETFs

Schubert, Leo - In: Atlantic review of economics 1 (2011), pp. 1-33

Exchange-traded funds (ETFs) exist for stock, bond and commodity markets. In most cases the underlying feature of an ETF is an index. Fund management today uses the active and the passive way to construct a portfolio. ETFs can be used for passive portfolio management, for which ETFs with...

Persistent link: https://www.econbiz.de/10009958835

Formal and informal equity funding in Chile

Amorós, José Ernesto; Atienza, Miguel; Romani, Gianni - In: Estudios de economía 35 (2008) 2, pp. 179-194

This paper explores the state of formal and informal equity sources currently available for financing entrepreneurial activity in Chile. By integrating theoretical perspectives regarding formal and informal equity funding and information gathered from the Global Entrepreneurship Monitor (GEM)...

Persistent link: https://www.econbiz.de/10009959092

Finanztransaktionssteuer : kurzfristigen Handel verteuern, Finanzmärkte stabilisieren

Schäfer, Dorothea - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 79 (2012) 8, pp. 3-12

Eine Finanztransaktionssteuer kann neben der Finanzmarktregulierung das zentrale Instrument sein, um die Finanzmärkte in Zukunft wieder robuster zu machen. Wenn sie breit angelegt ist, zielt sie auf die Eindämmung von Regulierungsarbitrage, Blitzhandel, überaktivem Portfolio-Management und...

Persistent link: https://www.econbiz.de/10010079358

Structured bonds and Greek demons is the attack ”fair”?

Kiriakopoulos, Konstantinos; Mavralexakis, Theodoros - In: Journal of applied finance & banking 1 (2011) 2, pp. 231-277

The severe political turmoil provoked by an allegedly mispriced private bond issue in Greece added to the controversial matter of whether prices of structured bonds sold to investors are "fair" or not. In this paper structured bond market is analysed with particular focus on valuation issues. It...

Persistent link: https://www.econbiz.de/10010009068

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