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Islamic capital market integration and asymmetric information: a study in the five ASEAN countries from the post-global financial crisis

Qizam, Ibnu - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 22 (2021) 1, pp. 121-132

results confirm an interplay between a modern portfolio theory, Efficient Market Hypothesis (EMH), contract theory, and … general economic theory, and also provide new insights for stakeholders in investment decisions and strategies, cross …

Persistent link: https://www.econbiz.de/10012503437

Entrepreneurial overconfidence, self-financing and capital market efficiency

Dell'Era, Michele; Santos-Pinto, Luís - 2011

Persistent link: https://www.econbiz.de/10009501196

Informed contrarian trades and stock returns

Chang, Sanders S.; Wang, F. Albert - In: Journal of financial markets 42 (2019), pp. 75-93

Persistent link: https://www.econbiz.de/10012316274

More informative disclosures, less informative prices? : portfolio and price formation around quarter-ends

Gormley, Todd A.; Kaplan, Zachary; Verma, Aadhaar - In: Journal of financial economics 146 (2022) 2, pp. 665-688

Persistent link: https://www.econbiz.de/10013482337

Modeling momentum and reversals

Stein, Harvey J.; Pozharny, Jacob - In: Risks : open access journal 10 (2022) 10, pp. 1-10

captured, the model is arbitrage free, and market informational efficiency is preserved. Simulation shows that in such a market …

Persistent link: https://www.econbiz.de/10013555665

Separating winners from losers : composite indicators based on fundamentals in the European context

Amor-Tapia, Borja; Tascón, Maria T. - In: Finance a úvěr 66 (2016) 1, pp. 70-94

Persistent link: https://www.econbiz.de/10011454353

Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks

Tan, Senren; Jin, Zhuo; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343

Persistent link: https://www.econbiz.de/10011439593

Stochastic dominance and Omega ratio : measures to examine market efficiency, arbitrage opportunity, and anomaly

Guo, Xu; Jiang, Xuejun; Wong, Wing Keung - In: Economies : open access journal 5 (2017) 4, pp. 1-16

arbitrage opportunity in the market and whether there is any anomaly in the market. In this paper, we first study the … ratio of one asset is always greater than that of the other one. We extend the theory of risk measures by proving that the …. Nonetheless, first-order SD does imply Omega ratio dominance. Thereafter, we apply the theory developed in this paper to examine …

Persistent link: https://www.econbiz.de/10011772356

Cointegration-based trading : evidence on index tracking & market-neutral strategies

Papantonis, Ioannis - In: Managerial finance 42 (2016) 5, pp. 449-471

Persistent link: https://www.econbiz.de/10011570282

Soybean futures crush spread arbitrage : trading strategies and market efficiency

Mitchell, John B. - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 63-96

This paper revisits the soybean crush spread arbitrage work of Simon (1999) by studying a longer time period, wider …

Persistent link: https://www.econbiz.de/10011556002