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Performance persistence in anomaly returns : evidence from frontier markets

Zaremba, Adam - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 12, pp. 2852-2873

Persistent link: https://www.econbiz.de/10012312684

Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data

Agarwalla, Sobhesh Kumar; Jacob, Joshy; Pandey, Ajay - In: International review of financial analysis 39 (2015), pp. 167-178

Persistent link: https://www.econbiz.de/10011573174

Dynamic efficiency of stock markets and exchange rates

Sensoy, Ahmet; Tabak, Benjamin Miranda - In: International review of financial analysis 47 (2016), pp. 353-371

Persistent link: https://www.econbiz.de/10011624263

A tripartite inquiry into volatility-efficiency-integration nexus : case of emerging markets

Rizvi, Syed Aun Raza; Arshad, Shaista; Nafis Alam - In: Emerging markets review 34 (2018), pp. 143-161

Persistent link: https://www.econbiz.de/10012114691

Short-horizon market efficiency, order imbalance, and speculative trading : evidence from the Chinese stock market

Hu, Yingyi - In: Decision making and risk/return optimization in …, (pp. 253-274). 2019

Persistent link: https://www.econbiz.de/10012134804

Visibility graph combined with information theory: an estimator of stock market efficiency

Gonçalves, Bruna Amin; Atman, A. P. F. - In: The journal of network theory in finance 3 (2017) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10011730885

Is there momentum in equity anomalies? : evidence from the Polish emerging market

Zaremba, Adam; Szyszka, Adam - In: Research in international business and finance 38 (2016), pp. 546-564

Persistent link: https://www.econbiz.de/10011640746

Investigation of fractal market hypothesis in emerging markets : evidence from the MINT stock markets

Karaömer, Yunus - In: Organizations and markets in emerging economies 13 (2022) 2/26, pp. 467-489

This study aims to investigate the market efficiency of emerging stock markets, namely the Mexico, Indonesia, Nigeria, and Turkey (MINT) stock markets based on the Fractal Market Hypothesis. For this purpose, the ARFIMA and ARFIMA-FIGARCH type models are used to analyze the MINT stock return...

Persistent link: https://www.econbiz.de/10014532178

Does herding behavior matter in investment management and perceived market efficiency? : evidence from an emerging market

Ahmad, Maqsood; Wu, Qiang - In: Management decision 60 (2022) 8, pp. 2148-2173

Persistent link: https://www.econbiz.de/10013350340

Empirical Finance : Modelling and Analysis of Emerging Financial and Stock Markets

Islam, Sardar M. N - 2005

The emphasis of this book is on understanding special characteristics of the financial systems of emerging markets, where the existence of market imperfections such as asymmetric information, adverse selection and moral hazard can cause financial market failures. Considering the Thai stock...

Persistent link: https://www.econbiz.de/10013523026