Narrow search
Showing 1 - 10 of 669,628
Cover Image
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 measure for market inefficiency. The procedure measures the extent to which observed oil price behaviour deviates from the Random Walk benchmark which represents an efficient...
Persistent link: https://www.econbiz.de/10014490913
Cover Image
Volatility asset pricing model as an alternative approach?
Kuklik, Robert G.; Vacek, Vladislav - In: European financial and accounting journal : EFAJ 8 (2013) 1, pp. 39-66
deductive theory based on simplified rationality of the physical world. The behaviour of the markets cannot be derived from … inspired the outline of the Volatility Asset Pricing Model (VAPM) based on the market’s expected volatility and the serial …
Persistent link: https://www.econbiz.de/10011460249
Cover Image
News-driven expectations and volatility clustering
Inoua, Sabiou M. - In: Journal of risk and financial management : JRFM 13 (2020) 1/17, pp. 1-14
Financial volatility obeys two fascinating empirical regularities that apply to various assets, on various markets, and …
Persistent link: https://www.econbiz.de/10012173087
Cover Image
Speed of convergence to market efficiency : example of top loser stocks
Huang, Han-Ching; Su, Yong-chern; Shih, Chun-Chi - In: International journal of economics and financial issues … 3 (2013) 3, pp. 591-601
Persistent link: https://www.econbiz.de/10010518975
Cover Image
The speed of convergence to market efficiency on NASDAQ hedging stocks
Huang, Han-Ching; Su, Yong-chern; Yang, Ming-yu - In: Investment management and financial innovations 10 (2013) 2, pp. 84-92
Persistent link: https://www.econbiz.de/10010201089
Cover Image
Efficient multipowers
Kolokolov, Aleksey; Renò, Roberto - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 629-659
Persistent link: https://www.econbiz.de/10011988002
Cover Image
Limited market participation and volatility of asset prices
Allen, Franklin; Gale, Douglas - 1993
Persistent link: https://www.econbiz.de/10000865087
Cover Image
Security prices and market transparency
Madhavan, Ananth Narayan - 1990
Persistent link: https://www.econbiz.de/10000800653
Cover Image
Die Stabilisierungswirkungen von Mindestreserven
Bindseil, Ulrich - 1997
Persistent link: https://www.econbiz.de/10000614681
Cover Image
Der Overreaction-Effekt am deutschen Aktienmarkt : Einordnung und empirische Untersuchung der langfristigen Überreaktion
Meyer, Bernd - 1994
Persistent link: https://www.econbiz.de/10000418302