Similar Search Results

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...

Persistent link: https://www.econbiz.de/10012401680

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

Persistent link: https://www.econbiz.de/10014430657

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

Zhang, Huiming; Ma, Zhen; Qian, Siji - In: Applied economics 56 (2024) 15, pp. 1834-1862

Persistent link: https://www.econbiz.de/10014473235

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

Persistent link: https://www.econbiz.de/10014531754

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

Persistent link: https://www.econbiz.de/10014534566

Return seasonality in commodity futures

Li, Yan; Liu, Qingfu; Miao, Deyu; Tse, Yiuman - In: International review of economics & finance : IREF 93 (2024) 2, pp. 448-462

Persistent link: https://www.econbiz.de/10014535578

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

Persistent link: https://www.econbiz.de/10014543946

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

Persistent link: https://www.econbiz.de/10014544081

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

Chen, Jian; Haboub, Ahmad; Khan, Ali - In: Global finance journal 59 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014545142

A Hawkes process analysis of high-frequency price endogeneity and market efficiency

Zhuo, Jingbin; Chen, Yufan; Zhou, Bang; Lang, Baiming; … - In: The European journal of finance 30 (2024) 9, pp. 949-979

Persistent link: https://www.econbiz.de/10014548011