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Are African stock markets efficient? : a comparative analysis between six African markets, the UK, Japan and the USA in the period of the pandemic
Dias, Rui; Pereira, João M.; Carvalho, Luísa Cagica - In: Naše gospodarstvo : NG 68 (2022) 1, pp. 35-51
The aim of this study is to test and compare the efficient market hypothesis, in its weak form, on the stock markets of Botswana, Egypt, Kenya, Morocco, Nigeria, South Africa, Japan, the UK and the USA from 2 September 2019 to 2 September 2020. This study is based on the following research...
Persistent link: https://www.econbiz.de/10013184360
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Stock returns and calendar anomalies on the London Stock Exchange in the dynamic perspective of the Adaptive Market Hypothesis : a study of FTSE100 & FTSE250 indices over a ten yea...
Rosini, Lucrezia; Shenai, Vijay - In: Quantitative finance and economics 4 (2020) 1, pp. 121-147
Persistent link: https://www.econbiz.de/10012176735
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A variance-ratio test of random walk in international stock markets
Li, Bin; Liu, Benjamin - In: The empirical economics letters : a monthly … 11 (2012) 8, pp. 775-782
Persistent link: https://www.econbiz.de/10010199252
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Quantitative easing effectiveness : evidence from Euro private assets
Kirikos, Dimitris G. - In: Bulletin of economic research 76 (2024) 2, pp. 354-370
Persistent link: https://www.econbiz.de/10014543807
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Structural breaks and testing for the random walk hypothesis in international stock prices
Chancharat, Surachai; Valadkhani, Abbas - In: The journal of the Korean economy 8 (2007) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10009771405
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Modelling the yield curve : a two components approach
Hatgioannides, John (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002229537
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Asymmetric patterns in international stock prices : evidence of random walk and reverting behaviour
McMillan, David G. - In: Journal of world economic review 14 (2019) 2, pp. 243-260
Persistent link: https://www.econbiz.de/10012311001
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Is the London Stock Exchange a rationally efficient market
Donaldson, R. Glen - 1990
Persistent link: https://www.econbiz.de/10000801393
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Electronic trading systems and intraday non-linear dynamics : an examination of the FTSE 100 cash and futures returns
Cantó, Beatriu (contributor); Kräussl, Roman (contributor) - 2007
Persistent link: https://www.econbiz.de/10003448577
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Market efficiency and arbitrage opportunities for Russian depositary receipts cross-listed on the London stock exchange
Kim, Oksana - In: Review of Pacific Basin financial markets and policies 19 (2016) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10011521422