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Downside risk and asset pricing
Post, Thierry (contributor); Vliet, Pim van (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188466
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The inefficient markets hypothesis : why financial markets do not work well in the real world
Farmer, Roger E. A.; Nourry, Carine; Venditti, Alain - 2012
Persistent link: https://www.econbiz.de/10009697906
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The inefficient markets hypothesis : why financial markets do not work well in the real world
Farmer, Roger E. A.; Nourry, Carine; Venditti, Alain - 2013
Persistent link: https://www.econbiz.de/10009713937
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Stock markets as evolving complex systems : simulations and statistical inferences
Holtrup, Hans-Jürgen (contributor) - 2007
Persistent link: https://www.econbiz.de/10003438564
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"Performance and effects of linear feedback stock trading strategies"
Baumann, Michael - 2018
Persistent link: https://www.econbiz.de/10012153001
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Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process
Wehrli, Alexander; Sornette, Didier - 2021
Puzzling deviations from the predictions of rational finance theory have been extensively documented empirically. In … neo-classical concepts, like market efficiency, which are fundamental to financial and economic theory …
Persistent link: https://www.econbiz.de/10012518955
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Measuring capital market efficiency : long-term memory, fractal dimension and approximate entropy
Kristoufek, Ladislav; Vošvrda, Miloslav S. - 2014
We utilize long-term memory, fractal dimension and approximate entropy as input variables for the Efficiency Index [Kristoufek & Vosvrda (2013), Physica A 392]. This way, we are able to comment on stock market efficiency after controlling for different types of inefficiencies. Applying the...
Persistent link: https://www.econbiz.de/10010407497
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A note on the stochastic properties of German stock returns
Lux, Thomas - 1998
Persistent link: https://www.econbiz.de/10001372601
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Asset prices and omitted moments : a stochastic dominance analysis of market efficiency
Post, Thierry (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001774061
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A relative efficiency measure based on stock market index data
Ivanková, Kristýna - 2012
returns. We describe the theory behind the approach, discuss parameter choices and apply the novel measure on chosen indices …
Persistent link: https://www.econbiz.de/10009542315