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Nichtlineare Zeitreihenanalyse als neue Methode für Eventstudien : eine empirische Studie am Beispiel der Ergebnismeldungen von NASDAQ-Unternehmen

Wagner, Waldemar - 2019

Um die klassische Eventstudie zu erweitern, entwickelt Waldemar Wagner ein theoriegestütztes Verfahren. Hierfür verwendet der Autor die Methoden der Theorien Nichtlinearer Dynamischer Systeme, um neben den linearen Abhängigkeiten in ökonomischen Zeitreihen auch die Existenz und zeitliche...

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COVID-19 and fractal characteristics in energy markets : evidence from US energy price time series

Emami-Meybodi, Mehdi; Owjimehr, Sakine; Samadi, Ali Hussein - In: Time and Fractals : Perspectives in Economics, …, (pp. 161-186). 2023

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The market efficiency analysis of China’s copper options based on risk-free arbitrages

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The effects of manager sentiment in financial disclosure : perspectives of operational efficiency and market reaction

Wang, Chunlan; Xin, Jianxuan; Sun, Fangfang; Shi, Yan; … - In: Finance research letters 64 (2024), pp. 1-12

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Profitability of technical trading rules in the Chinese stock market

Chuang, O-Chia; Chuang, Hui-Ching; Wang, Zixuan; Xu, Jin - In: Pacific-Basin finance journal 84 (2024), pp. 1-13

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Return seasonality in commodity futures

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An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages

Zhang, Huiming; Qian, Siji; Ma, Zhen - In: International review of financial analysis 94 (2024), pp. 1-20

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MSCI index inclusion and price efficiency evidence from China

Jiao, Menglei; Xia, Xinping; Li, Antai - In: International review of financial analysis 94 (2024), pp. 1-11

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Limits of arbitrage and their impact on market efficiency : evidence from China

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