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Testing market efficiency on the Johannesburg Stock Exchange using the overlapping serial test
Noakes, Michael A.; Rajaratnam, Kanshukan - In: Optimization models with economic and game theoretic …, (pp. 273-300). 2016
Persistent link: https://www.econbiz.de/10011533679
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A random walk of stock prices in Visegrad Group : efficient market hypothesis
Saglam, Yagmur; Guresci, Gulcin - In: Efficiency in business and economics : proceedings from …, (pp. 175-185). 2018
The purpose of this paper is to investigate Efficient Market Hypothesis (EMH) for Visegrad Group. The stock prices have been analyzed for the period between 1995 and 2014 with panel multiple structural breaks unit root test which is developed by Carrion-i-Silvestre et al. (2005). According to...
Persistent link: https://www.econbiz.de/10012230857
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Financial behavior of investors : long-run overreaction phenomenon in Euronext stock exchange
Aleknevičienė, Vilija; Aleksandravičiūtė, Inga - In: Eurasian economic perspectives : proceedings of the …, (pp. 69-85). 2020
The research investigates the long-run overreaction phenomenon in EURONEXT stock exchange. Data of EURONEXT stock exchange for the period of 2000-2017 were employed for the winner and the loser portfolio formation and systemic risk adjustment with the CAPM. Robustness was checked with t-test...
Persistent link: https://www.econbiz.de/10012793028
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The quality of rural employment and agricultural production efficiency - empirical evidence from Sub-Saharan Africa
Ayenew, Habtamu Yesigat; Estruch, Elisenda; Sauer, Johannes - In: Perspektiven für die Agrar- und Ernährungswirtschaft …, (pp. 379-391). 2016
Persistent link: https://www.econbiz.de/10011630813
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Volatility linkage between the stock exchange of Thailand and major stock markets
Budsabawan Maharakkhaka; Boonyachote Suteerawattananon; … - In: Corporate Practices: Policies, Methodologies, and …, (pp. 569-585). 2024
Persistent link: https://www.econbiz.de/10014564326
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Performance of technical trading rules : evidence from the crude oil market
Psaradellis, Ioannis; Laws, Jason; Pantelous, Athanasios A. - In: The European journal of finance 25 (2019) 17, pp. 1793-1815
Persistent link: https://www.econbiz.de/10012207149
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The financial strength anomaly in the UK : information uncertainty or liquidity?
Kumsta, René; Vivian, Andrew - In: The European journal of finance 26 (2020) 10, pp. 925-957
Persistent link: https://www.econbiz.de/10012207343
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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
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An equilibrium foundation of the Soros chart
Kano, Takashi; Morita, Hiroshi - In: Journal of the Japanese and international economies : … 37 (2015), pp. 21-42
Persistent link: https://www.econbiz.de/10011486603
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Time scale and fractionality in financial time series
Sproul, Thomas W. - In: Agricultural finance review 76 (2016) 1, pp. 76-93
Persistent link: https://www.econbiz.de/10011695555