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~subject:"Effizienzmarkthypothese"
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Effizienzmarkthypothese
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4,768
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Caporale, Guglielmo Maria
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ECONIS (ZBW)
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EconStor
11
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1
Dynamic
trading
and asset prices : Keynes vs. Hayek
Cespa, Giovanni
;
Vives, Xavier
-
2009
. The standard case of no residual uncertainty and noise
trading
following a random walk is on the frontier of the two … reversal. -- efficient market hypothesis ; long and short-term
trading
; average expectations ; higher order beliefs ; over …
Persistent link: https://www.econbiz.de/10003897551
Saved in:
2
Naked short selling : the emperor's new clothes?
Yadav, Pradeep
;
Fotak, Veljko
;
Raman, Vikas
-
2009
Regulatory and media concern has focused heavily on the potentially manipulative distortion of market prices associated with naked short selling. However, naked shorting can also have beneficial effects for liquidity and pricing efficiency. We empirically investigate the impact of naked...
Persistent link: https://www.econbiz.de/10003919368
Saved in:
3
Have financial markets become more informative?
Bai, Jennie
;
Philippon, Thomas
;
Savov, Alexi
-
2012
The finance industry has grown. Financial markets have become more liquid. Information technology has improved. But have prices become more informative? Using stock and bond prices to forecast earnings, we find that the information content of market prices has not increased since 1960. The...
Persistent link: https://www.econbiz.de/10009657611
Saved in:
4
Market efficiency and behavioral biases in the WNBA betting market
Paul, Rodney J.
;
Weinbach, Andrew P.
- In:
International Journal of Financial Studies : open …
2
(
2014
)
2
,
pp. 193-202
The betting market for the Women's National Basketball Association (WNBA) is a thin financial market, which does not attract much interest from sports bettors. Given these characteristics, it is possible that profitable wagering strategies could exist for informed bettors of the WNBA. Using...
Persistent link: https://www.econbiz.de/10010373269
Saved in:
5
The joint dynamics of liquidity, returns, and volatility across small and large firms
Chordia, Tarun
(
contributor
);
Sarkar, Asani
(
contributor
); …
-
2005
data that spans more than 3,000
trading
days. We find that volatility and liquidity innovations in one sector are …
trading
in large-cap stocks is transmitted to other stocks with a lag, order flows in the large-cap-stock decile predict both …
Persistent link: https://www.econbiz.de/10002746486
Saved in:
6
Are Freight Futures Markets Efficient? Evidence from IMAREX
Goulas, Lambros
-
2011
The International Maritime Exchange (IMAREX) is the leading regulated marketplace for
trading
and clearing shipping … means of
trading
strategies and taking into account the presence of transactions costs. We find that IMAREX is not efficient …
Persistent link: https://www.econbiz.de/10013133709
Saved in:
7
Dynamic
Trading
and Asset Prices : Keynes vs. Hayek
Cespa, Giovanni
-
2011
average expectations. The standard case of no residual uncertainty and noise
trading
following a random walk is on the …
Persistent link: https://www.econbiz.de/10013134234
Saved in:
8
Speed of Convergence to Market Efficiency : The Role of ECNs
Hrazdil, Karel
-
2012
to the type of
trading
platform where orders are executed, even after controlling for relative order flows,
trading
costs …, volatility, informational effects,
trading
conditions, market quality, institutional
trading
activity, and other firm …
Persistent link: https://www.econbiz.de/10013115246
Saved in:
9
Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly : Insights from REITs
Price, S. McKay
-
2012
This is the first study to examine the post-earnings-announcement drift anomaly in a Real Estate Investment Trust (REIT) context. The efficient markets hypothesis suggests that unexpected earnings should be fully incorporated into asset prices soon after being publicly announced. We hypothesize...
Persistent link: https://www.econbiz.de/10013115972
Saved in:
10
Empirical Evidence on Indian Stock Market Efficiency in Context of the Global Financial Crisis
Mishra, P. K.
-
2012
is no systematic way to exploit
trading
opportunities and acquire excess profits. In other words, stock prices follow a …
Persistent link: https://www.econbiz.de/10013116490
Saved in:
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