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Interday drifts in opening stock returns
Kudryavtsev, Andrey - In: Theoretical and applied economics : GAER review 20 (2013) 11, pp. 53-72
Persistent link: https://www.econbiz.de/10010224752
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Stock return predictability : evaluation based on interval forecasts
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Bulletin of economic research 74 (2022) 2, pp. 363-385
Persistent link: https://www.econbiz.de/10013188680
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Time-series momentum in nearly 100 years of stock returns
Lim, Bryan Y.; Wang, Jiaguo; Yao, Yaqiong - In: Journal of banking & finance 97 (2018), pp. 283-296
Persistent link: https://www.econbiz.de/10011968748
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Testing of consistent trends in stock performance in the Nairobi securities exchange
Ndegwa, James N.; Kiweu, Josephat Mboya - In: DBA Africa management review 5 (2015) 2, pp. 212-221
Persistent link: https://www.econbiz.de/10012250738
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Measuring weak-form of market efficiency : the case of Dhaka stock exchange
Dulal Miah, Md.; Banik, Shubha Lal - In: International journal of financial services management … 6 (2013) 3, pp. 219-235
Persistent link: https://www.econbiz.de/10010338904
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Adaptive market hypothesis : evidence from the Vietnamese stock market
Phan Tran Trung Dzung; Hung Pham Quang - In: Journal of risk and financial management : JRFM 12 (2019) 2/81, pp. 1-16
This paper aims to test the adaptive market hypothesis in the two main Vietnamese stock exchanges, namely Ho Chi Minh City Stock Exchange (HSX) and Hanoi Stock Exchange (HNX), by measuring the relationship between current stock returns and historical stock returns. In particular, the tests...
Persistent link: https://www.econbiz.de/10012022105
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Random walks and market efficiency : evidence from Indian stock market
Tripathy, Nalini Prava - In: International journal of economics and business research 6 (2013) 2, pp. 210-228
Persistent link: https://www.econbiz.de/10010351158
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Does the Indian stock market exhibit random walk?
Dsouza, Janet Jyothi; Mallikarjunappa, T. - In: Paradigm : the journal of Institute of Management Technology 19 (2015) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10011761334
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Reversals in opening stock returns
Kudryavtsev, Andrey - In: The empirical economics letters : a monthly … 12 (2013) 7, pp. 807-812
Persistent link: https://www.econbiz.de/10010363119
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Informational content of open-to-close stock returns
Kudryavtsev, Andrey - In: European financial and accounting journal : EFAJ 10 (2015) 1, pp. 5-17
In the present study, I explore interday correlations between open-to-close and opening stock returns. Employing intraday price data on all the stocks that were S&P 500 Index constituents during the period from 1993 to 2013, I find that stock returns in opening trading sessions systematically...
Persistent link: https://www.econbiz.de/10011470962