Similar Search Results

The semi-strong efficiency debate : in search of a new testing framework

Ziliotto, Arianna; Serati, Massimiliano - In: Research in international business and finance 34 (2015), pp. 412-438

Persistent link: https://www.econbiz.de/10011326196

Why cryptocurrency markets are inefficient : the impact of liquidity and volatility

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ko, Hee-Un; … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012654953

Most Efficient Homogeneous Volatility Estimators

Saichev, Alexander I. - 2010

We present a new theory of homogeneous volatility (and variance) estimators for arbitrary stochastic processes. The … expression is derived exactly for Wiener processes with drift. The efficiency of the new proposed estimators is favorably …

Persistent link: https://www.econbiz.de/10013144341

The dynamic behavior of evolving efficiency : evidence from the UAE stock markets

Al-Shboul, Mohammad; Alsharari, Nizar Mohammad - In: The quarterly review of economics and finance : journal … 73 (2019), pp. 119-135

Persistent link: https://www.econbiz.de/10012296690

Impact of Brexit vote on the London stock exchange : a sectorial analysis of its volatility and efficiency

Arshad, Shaista; Rizvi, Syed Aun Raza; Haroon, Omair - In: Finance research letters 34 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012436576

The footprints of Russia-Ukraine war on the intraday (in)efficiency of energy markets : a multifractal analysis

Aslam, Faheem; Slim, Skander; Osman, Mohamed; Tabche, … - In: The journal of risk finance : JRF 24 (2023) 1, pp. 89-104

Persistent link: https://www.econbiz.de/10014232411

Information acquisition, efficiency, and nonfundamental volatility

Hébert, Benjamin; La'O, Jennifer - In: Journal of political economy 131 (2023) 10, pp. 2666-2723

Persistent link: https://www.econbiz.de/10014420242

Estimation of leverage effect : kernel function and efficiency

Yang, Xiye - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 939-956

Persistent link: https://www.econbiz.de/10014448463

Is cryptocurrency efficient? : a high-frequency asymmetric multifractality analysis

Meng, Kai; Khan, Khalid - In: Computational economics 63 (2024) 6, pp. 2225-2246

Persistent link: https://www.econbiz.de/10014636757

The impact of volatility shifts on market efficiency : the case of four emerging Southeast Asian stock markets

Tan, Hui Boon; Wong, Mei-Foong; Elshareif, Elgilani Eltahir - In: Global business & economics review 17 (2015) 2, pp. 203-216

Persistent link: https://www.econbiz.de/10011337092

A service of the

zbw