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Is cryptocurrency efficient? : a high-frequency asymmetric multifractality analysis
Meng, Kai; Khan, Khalid - In: Computational economics 63 (2024) 6, pp. 2225-2246
Persistent link: https://www.econbiz.de/10014636757
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The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets : implications for efficiency and contagion
Horta, Paulo; Lagoa, Sérgio; Martins, Luís Filipe - In: International review of financial analysis 35 (2014), pp. 140-153
Persistent link: https://www.econbiz.de/10010529616
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Are the crude oil markets really becoming more efficient over time? : some new evidence
Kristoufek, Ladislav - 2018
test for time-varying long-range dependence in prices and volatility" published in Energy Economics 29, pp. 28-36. The … results have been mostly confirmed. Specifically, we have confirmed that the crude oil markets efficiency could be rejected up … added for stronger validity of the results. The markets returned back to efficiency around 2012 and remained there until …
Persistent link: https://www.econbiz.de/10011809394
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Oil market efficiency, quantity of information, and oil market turbulence
Gronwald, Marc; Wadud, Sania; Dogah, Kingsley - 2024
This paper analyses the informational efficiency of the WTI crude oil markets using a recently proposed quantitative …
Persistent link: https://www.econbiz.de/10014490913
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The informational efficiency of the stock market : the international evidence of 1921 - 1930
Jeng, Chyong-Chiou; Butler, J. S.; Liu, Jin-Tan - 1990
Persistent link: https://www.econbiz.de/10000130011
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Expectations and efficiencies in international markets
Hsieh, David Arthur - 1981
Persistent link: https://www.econbiz.de/10002960946
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Financial structure, macroeconomic stability and monetary policy
Cecchetti, Stephen G.; Krause, Stefan - 2001
Persistent link: https://www.econbiz.de/10001594183
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Mikrostruktur und Handelseffizienz von Wertpapiermärkten : Konzeption einer vergleichenden Analyse
Liesner, Jörg - 1996 - [Mikrofiche-Ausg.]
Persistent link: https://www.econbiz.de/10000939223
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The informational efficiency of the stock market : the international evidence of 1921 - 1930
Lin, Chyongchiou Jeng - In: Economics letters 34 (1990) 2, pp. 157-162
Persistent link: https://www.econbiz.de/10001096985
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The pricing efficiency of exchange-traded commodities
Dorfleitner, Gregor; Gerl, Anna; Gerer, Johannes - In: Review of managerial science 12 (2018) 1, pp. 255-284
Persistent link: https://www.econbiz.de/10011847132