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Evolution of stock market efficiency in Europe : evidence from measuring periods of inefficiency

Bock, Jonas; Geissel, Sebastian - In: Finance research letters 62 (2024) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014530836

Private competition and market characteristics : evidence from public school efficiency

Misra, Kaustav; Grimes, Paul W.; Rogers, Kevin E. - In: Applied economics 53 (2021) 3, pp. 364-379

Persistent link: https://www.econbiz.de/10012416047

Portfolio inefficiency and the cross-section of expected returns

Kandel, Shmuel; Stambaugh, Robert F. - 1994 - Rev

Persistent link: https://www.econbiz.de/10000888001

Portfolio inefficiency and the cross-section of expected returns

Kandel, Shmuel - 1994

Persistent link: https://www.econbiz.de/10000888096

Efficiency tests in foreign exchange market

Lee, Hsien-yi; Sodoikhuu, Khatanbaatar - In: International journal of economics and financial issues … 2 (2012) 2, pp. 216-224

Persistent link: https://www.econbiz.de/10009579496

Towards the estimation of an efficient benchmark portfolio : the case of Croatian emerging market

Dolinar, Denis; Zoričić, Davor; Kožul, Antonija - In: Zagreb international review of economics & business 20 (2017), pp. 13-23

Persistent link: https://www.econbiz.de/10011775082

The changing and relative efficiency of European emerging stock markets

Smith, Graham - In: The European journal of finance 18 (2012) 7/8, pp. 689-708

Persistent link: https://www.econbiz.de/10009666502

Portfolio Inefficiency and the Cross-Section of Expected Returns

Kandel, Shmuel - 1994

portfolio moves closer to exact efficiency, the GLS mean-beta relation moves closer to the exact linear relation corresponding …'s squared relative efficiency, which measures closeness to efficiency in mean-variance space …

Persistent link: https://www.econbiz.de/10012474226

Innovative efficiency and stock returns : should we care about nonlinearity?

Basse Mama, Houdou - In: Finance research letters 24 (2018), pp. 81-89

Persistent link: https://www.econbiz.de/10011982471

A test of market efficiency when short selling is prohibited : a case of the Dhaka Stock Exchange

Sochi, Maria; Swidler, Steven Mark - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-17

data from the Dhaka Stock Exchange (DSE) to test for a short selling ban on market efficiency. The analysis examines runs … with market efficiency for liquid and easily shorted DJIA stocks. …

Persistent link: https://www.econbiz.de/10011961443