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Some tests for speculative exchange rate bubbles based on unit root tests
Kirikos, Dimitris G. - In: Spudai / University of Piraeus : journal of economics … 44 (1994) 1, pp. 14-30
Persistent link: https://www.econbiz.de/10001185300
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ARCH effects and cointegration : is the foreign exchange market efficient?
Alexakis, Panayotis - In: Journal of banking & finance 20 (1996) 4, pp. 687-697
Persistent link: https://www.econbiz.de/10001197705
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Möglichkeiten der Wechselkursprognose : empirische Untersuchungen zur Informationseffizienz des Devisenmarktes
Leoni, Wolfgang - 1990
Persistent link: https://www.econbiz.de/10000791898
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Towards a general theory of the stock market
Fender, John - 2015
Persistent link: https://www.econbiz.de/10011389962
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Towards a general theory of the stock market
Fender, John - 2016
Although there are many stock market anomalies which the Efficient Market Hypothesis (EMH) finds difficult to explain, it also has its strengths, and so far no alternative hypothesis has been developed which can explain what the EMH explains but which can also do a better job in explaining the...
Persistent link: https://www.econbiz.de/10012010417
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Legitimate speculation versus excessive speculation
Tokic, Damir - In: The journal of asset management 15 (2014) 6, pp. 378-391
Persistent link: https://www.econbiz.de/10010476256
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What proportion of time is a particular market inefficient? : a method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid; Satchell, Stephen - In: Journal of time series econometrics 10 (2018) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011898000
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Review on efficiency and anomalies in stock markets
Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51
reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …
Persistent link: https://www.econbiz.de/10012237439
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Information jumps, liquidity jumps, and market efficiency
Tseng, Michael; Mahmoodzadeh, Soheil - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-21
We formulate a measure of information efficiency in a general, no-arbitrage semimartingale model of the price process. The market quality measure is applied to a high-frequency dataset from the interdealer FX market to identify changes in market efficiency after a decimalization of tick size.
Persistent link: https://www.econbiz.de/10013161552
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Evolving efficiency of exchange rate movement : an evidence from Indian foreign exchange market
Khuntia, Sashikanta; Pattanayak, Jamini Kanta - In: Global business review 21 (2020) 4, pp. 956-969
Persistent link: https://www.econbiz.de/10012287504