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A tripartite inquiry into volatility-efficiency-integration nexus : case of emerging markets

Rizvi, Syed Aun Raza; Arshad, Shaista; Nafis Alam - In: Emerging markets review 34 (2018), pp. 143-161

Persistent link: https://www.econbiz.de/10012114691

The effects of (un)expected match outcomes on stock return : a case study of Borussia Dortmond

Frick, Bernd; Semmelroth, Dirk - In: International journal of sport finance 16 (2021) 4, pp. 167-183

Persistent link: https://www.econbiz.de/10012792910

Drifting away from market efficiency : the presence of the January effect in the U.S. stock market

Serbu, Alexandra Maria; Trifan, Theodor Gabriel - In: Theoretical and applied economics : GAER review 31 (2024) 1/638, pp. 95-104

Persistent link: https://www.econbiz.de/10014520730

Testing the efficiency of stock market using nonlinear unit root : evidence from India

Suresh, K. G.; Tiwari, Aviral Kumar - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 543-549

Persistent link: https://www.econbiz.de/10011419117

The influence of foreign portfolio investment on informational efficiency : empirical evidence from Central and Eastern European stock markets

Todea, Alexandru; Pleşoianu, Anita - In: Economic modelling 33 (2013), pp. 34-41

Persistent link: https://www.econbiz.de/10010192065

Asymmetric mean reversion in low liquid markets : evidence from BRVM

Gbenro, Nathaniel; Moussa, Richard Kouamé - In: Journal of risk and financial management : JRFM 12 (2019) 1/38, pp. 1-19

This paper analyzes the mean reversion property on the west African stock market (in French, Bourse Régionale des Valeurs Mobilières BRVM). For this purpose, we use two daily indices: (i) the composite index (BRVMC) and (ii) the index of the 10 most liquid assets (BRVM10) collected from 3...

Persistent link: https://www.econbiz.de/10012022315