Narrow search
Showing 1 - 10 of 1,735
Cover Image
Dynamics of randomness and efficiency in the Indian stock markets
Kumar, S. Sujeesh; Nandamohan, V. - In: International journal of financial markets and derivatives 6 (2018) 4, pp. 287-320
Persistent link: https://www.econbiz.de/10011996872
Cover Image
Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis
Aslam, Faheem; Ferreira, Paulo; Mohti, Wahbeeah - In: International journal of emerging markets 18 (2023) 7, pp. 1650-1676
Persistent link: https://www.econbiz.de/10014333916
Cover Image
Efficiency and stability in complex financial markets
Caccioli, Fabio; Marsili, Matteo - 2010
The authors study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough. Upon introducing non-informed agents, the...
Persistent link: https://www.econbiz.de/10003914180
Cover Image
On the 'Usual' Misunderstandings between Econophysics and Finance : Some Clarifications on Modelling Approaches and Efficient Market Hypothesis
Ausloos, Marcel - 2018
In line with the recent research and debates about econophysics and financial economics, this article discusses on … econophysics, the methodology used by financial economists is frequently considered as a top-down approach (starting from a priori …-up approach. Although this dualist perspective is very common in the econophysics literature, this paper claims that the …
Persistent link: https://www.econbiz.de/10012907171
Cover Image
On the "usual" misunderstandings between econophysics and finance : some clarifications on modelling approaches and efficient market hypothesis
Ausloos, Marcel; Jovanovic, Franck; Schinckus, Christophe - In: International review of financial analysis 47 (2016), pp. 7-14
Persistent link: https://www.econbiz.de/10011624013
Cover Image
A critical review of the main approaches on financial market dynamics modelling
Pasca, Lucian - In: Journal of heterodox economics : JHE 2 (2015) 2, pp. 151-167
Persistent link: https://www.econbiz.de/10011917353
Cover Image
Testing for detailed balance in a financial market
Fiebig, H.R.; Musgrove, D.P. - In: Physica A: Statistical Mechanics and its Applications 427 (2015) C, pp. 26-33
We test a historical price–time series in a financial market (the NASDAQ 100 index) for a statistical property known as detailed balance. The presence of detailed balance would imply that the market can be modeled by a stochastic process based on a Markov chain, thus leading to equilibrium....
Persistent link: https://www.econbiz.de/10011209659
Cover Image
Alternatives to the efficient market hypothesis : an overview
Nyakurukwa, Kingstone; Seetharam, Yudhvir - In: Journal of capital markets studies 7 (2023) 2, pp. 111-124
Purpose - The authors' goal is to provide an overview and historical context for the various alternatives to the efficient market hypothesis (EMH) that have emerged over time. The authors found eight current alternatives that have emerged to address the EMH's flaws. Each of the proposed...
Persistent link: https://www.econbiz.de/10014442467
Cover Image
A comment on measuring the Hurst exponent of financial time series
Couillard, Michel; Davison, Matt - In: Physica A: Statistical Mechanics and its Applications 348 (2005) C, pp. 404-418
cannot be rejected as a model for price dynamics. …
Persistent link: https://www.econbiz.de/10010590365
Cover Image
Third country news in the monetary model of the exchange rate
Jackson, John D.; Thompson, Henry; Zheng, Juliet - In: Applied financial economics 15 (2005) 11, pp. 757-764
Persistent link: https://www.econbiz.de/10003016838