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Brazilian stock-market efficiency before and after COVID-19 : the roles of fractality and predictability
Maciel, Leandro - In: Global finance journal 58 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014631406
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The new finance : overreaction, complexity, and their consequences
Haugen, Robert A. - 2010 - 4. ed.
Persistent link: https://www.econbiz.de/10003805971
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Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert - 2002
Trotz jahrzehntelanger Forschung zur Gültigkeit der Hypothese informationseffizienter Kapitalmärkte (EMH) sind wesentliche damit verbundene Fragestellungen noch immer ungeklärt. Eine ist diejenige nach der Existenz und der Erklärung von zeitvariablen Überrenditen ("Time Varying Excess...
Persistent link: https://www.econbiz.de/10011402080
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The new finance : overreaction, complexity, and uniqueness
Haugen, Robert A. - 2004 - 3. ed.
Persistent link: https://www.econbiz.de/10001786555
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Market efficiency : stock market behaviour in theory and practice
Lo, Andrew W. (contributor) - 1997
Persistent link: https://www.econbiz.de/10000971430
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Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert - 2002
Persistent link: https://www.econbiz.de/10001671445
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Liquidity and short-run predictability : evidence from international stock markets
Park, Jin Suk; Newaz, Mohammad Khaleq - In: Global finance journal 50 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013365689
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The new finance : the case against efficient markets
Haugen, Robert A. - 1995
Persistent link: https://www.econbiz.de/10013474742
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Stock markets and real-time macroeconomic data
Hartmann, Daniel - 2007
Persistent link: https://www.econbiz.de/10003516924
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Moderating effects of oil price on the impact of macroeconomic variables on stock market performance
In: Business management review : journal of the University … 25 (2022) 1, pp. 75-89
Persistent link: https://www.econbiz.de/10013349357