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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
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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
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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
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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
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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
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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
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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
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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
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Market efficiency in the age of big data
Martin, Ian; Nagel, Stefan - 2019
Persistent link: https://www.econbiz.de/10012174738
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Market efficiency in the age of big data
Martin, Ian; Nagel, Stefan - 2019
Modern investors face a high-dimensional prediction problem: thousands of observable variables are potentially relevant for forecasting. We reassess the conventional wisdom on market efficiency in light of this fact. In our model economy, which resembles a typical machine learning setting, N...
Persistent link: https://www.econbiz.de/10012156724