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An empirical study on impact of political events on stock market : evidence from recent trends in India
Sen, Parimal Kr.; Das, Debojyoti; Goyal, Ankit - In: Research bulletin / The Institute of Cost Accountants … 41 (2015) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10011420508
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Efficiency drifts in euronext stock indexes returns
Gomes, Luís M. P.; Soares, Vasco J. S.; Gama, Sílvio M. A. - In: International journal of business 27 (2022) 2, pp. 28-44
Persistent link: https://www.econbiz.de/10013395911
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Noise Trading und Ineffizienzen am deutschen Aktienmarkt : mit einem Geleitwort von Bernd Rudolph
Jaron, Martin - 2010
Persistent link: https://www.econbiz.de/10008652893
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Contrarian technical trading rules : evidence from Nairobi Stock Index
Metghalchi, Massoud; Kagochi, John; Hayes, Linda A. - In: The journal of applied business research 30 (2014) 3, pp. 833-846
Persistent link: https://www.econbiz.de/10010370826
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On the dynamics of international stock market efficiency
Khaled, Mohammed S.; Keef, Stephen P. - In: Cogent economics & finance 2 (2014) 1, pp. 1-11
The Granger causality procedure is used to assess the dynamics of market efficiency of 17 international stock indices. These indices are based on relatively smaller firms. The reference of market efficiency is a stock index, from the same economy, which is based on relatively larger firms. There...
Persistent link: https://www.econbiz.de/10010470565
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New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar; Phouphet Kyophilavong - In: Economic modelling 43 (2014), pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
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The Adaptive Market Hypothesis and Stock Return Predictability : Evidence from Major Stock Indices
Urquhart, Andrew - 2015
This study examines the adaptive market hypothesis of the S&P500, FTSE100, NIKKEI225 and EURO STOXX 50 by testing for stock return predictability using daily data from January 1990 to May 2014. We apply three bootstrapped versions of the variance ratio test to the raw stock returns and also...
Persistent link: https://www.econbiz.de/10013018018
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Predictability of stock market indexes following large drawdowns and drawups
Brandi, Vinicius Ratton - In: Revista Brasileira de Finanças : RBFin 19 (2021) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10012616143
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Weak form efficiency and martingale difference sequence tests of six African stock market indexes
Setlhare, Lexi L.; Kouassi, Eugène - In: The empirical economics letters : a monthly … 15 (2016) 1, pp. 37-44
Persistent link: https://www.econbiz.de/10011579682