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Time evolution of market efficiency and multifractality of the Japanese stock market

Takaishi, Tetsuya - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-12

This study investigates the time evolution of market efficiency in the Japanese stock markets, considering three indices: Tokyo Stock Price Index (TOPIX), Tokyo Stock Exchange Second Section Index, and TOPIX-Small. The Hurst exponent reveals that the Japanese markets are inefficient in their...

Persistent link: https://www.econbiz.de/10012814029

The existence of an anomaly in the city indices in Borsa Istanbul

Altin, Hakan - In: International journal of corporate finance and … 8 (2021) 2, pp. 12-27

Persistent link: https://www.econbiz.de/10012666820

Is the capital market of Bangladesh efficient?

Rahman, Md. Habibour; Islam, Md. Ezazul; Hossain, Md. … - 2016

Persistent link: https://www.econbiz.de/10011576314

Stock investment and excess returns : a critical review in the light of the efficient market hypothesis

Qianwei, Ying; Yousaf, Tahir; Ul Ain, Qurat; Akhtar, Yasmeen - In: Journal of risk and financial management : JRFM 12 (2019) 2/97, pp. 1-22

diverged from their intrinsic value. This paper presents an analysis of anomaly returns in the presence of the theory of the …

Persistent link: https://www.econbiz.de/10012022012

Influence of news on rational decision making by financial market investors

Shantha Gowri B.; Ram, Vedantam Seetha - In: Investment management and financial innovations 16 (2019) 3, pp. 142-156

Persistent link: https://www.econbiz.de/10012159366

Causality networks of financial assets

Stavroglou, Stavros K.; Pantelous, Athanasios A.; … - In: The journal of network theory in finance 3 (2017) 2, pp. 17-67

Persistent link: https://www.econbiz.de/10011730886

Are financial markets epistemically efficient?

Herzog, Lisa - In: The philosophy of money and finance, (pp. 91-110). 2024

Persistent link: https://www.econbiz.de/10014582838

Efficiency of the UK Stock Exchange

Sogiakas, Vasilios - In: Journal of risk & control 4 (2017) 1, pp. 51-69

Persistent link: https://www.econbiz.de/10012236809

A new look at financial markets efficiency from linear response theory

Puertas, Antonio Manuel; Clara-Rahola, Joaquim; … - In: Finance research letters 51 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014291584

On risk, rational expectations, and efficient asset markets

Stevens, Guy V. G.; Akbarian, Dara - 1994

Persistent link: https://www.econbiz.de/10000893004

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