Showing 1 - 10 of 7,458
on non-hedging more to the currency depreciation, the reduction of the risk free rates, the volatility of the FWD and …
Persistent link: https://www.econbiz.de/10011015130
In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …
Persistent link: https://www.econbiz.de/10009003989
Seit dem Einbruch der Aktienmärkte Anfang 2000 hat die Fed durch massive Liquiditätszufuhr versucht, die amerikanische Wirtschaft zu stabilisieren. Ein wesentliches Motiv war die Befürchtung, die amerikanische Wirtschaft könne in eine Liquiditätsfalle geraten. Motiviert von der...
Persistent link: https://www.econbiz.de/10005047003
statistical and mathematical models for EMH, the evidence of the excess volatility mean reversion predictability, the existence of …The Efficient Markets Hypothesis (EMH) has been one of the most influential ideas in the past years and highlights that …, the EMH is surprisingly difficult to test and considerable care has to be exercised in empirical tests. It has attracted a …
Persistent link: https://www.econbiz.de/10010599749
Romania as an emergent country has an less develop stock markets which is strongly connected with the markets from Western Europe and the USA, so the Romanian Stock Market was one of the first market touch by the wave of financial crises. We analize th
Persistent link: https://www.econbiz.de/10008511787
Self-influence and self-reference are among the largely omitted, but quite substantial properties of thought systems in social sciences. These can have significant impact on the ways we can test such thought systems (theories), their applicability and reliability. This paper defines the basic...
Persistent link: https://www.econbiz.de/10011195359
interval and volatility, this method predicts the future behaviour of stock prices more accurately than the traditional random …
Persistent link: https://www.econbiz.de/10008914365
This paper analyses the initiated and changed recommendations published in six well-known Swedish newspapers and business magazines for the period 1996-2000 using a buy-and-hold abnormal returns (BHARs) approach. The results distinguish between recommendations from analysts and journalists. Buy...
Persistent link: https://www.econbiz.de/10009213942
We investigated the stock price behavior of public pharmaceutical and biotechnology companies upon approval of a drug by the Food and Drug Administration (FDA). Using event study methodology, we examine the reaction caused by the approval, seperating it from the asset price movements caused by...
Persistent link: https://www.econbiz.de/10010765339
The Efficient-Market Hypothesis (EMH) asserts that efficient markets are informationally efficient or all information … efficient market. There are three forms of efficiency in markets: strong, semi-strong and weak. We tested EMH for Dhaka Stock …
Persistent link: https://www.econbiz.de/10011130067