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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

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

Do price trajectory data increase the efficiency of market impact estimation?

Li, Fengpei; Ihnatiuk, Vitalii; Chen, Yu; Lin, Jiahe; … - In: Quantitative finance 24 (2024) 5, pp. 545-568

Persistent link: https://www.econbiz.de/10014552104

The effect of ASC 842 leases on bond yields

Jung, Taejin; Scarlat, Elvira - In: Finance research letters 67 (2024) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10015062963

Topics in derivatives

Fock, John Henning - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003722057

Terminmarkttheorie und die Preiseffizienz der Energierohstoffterminkontrakte

Spangenberg, Arne - 2008

Persistent link: https://www.econbiz.de/10003737599

Das Phänomen der Volatilität : die Beurteilung der Informationseffizienz des europäischen Optionsmarktes

Bertsch, Marina - 2008

Persistent link: https://www.econbiz.de/10013432207

Obscure contract terms: An inadvertent pricing experiment

Choi, Stephen J.; Gulati, Mitu; Panizza, Ugo; Scott, … - 2024

Contract terms that improve or reduce the likelihood of repayment of a debt should impact its price. That's basic economics. But what about a contract that is hundreds of pages long and has lengthy and complex terms that even the lawyers are unwilling to read? Believers in efficient markets...

Persistent link: https://www.econbiz.de/10014540120

Stock market anomalies : the day of the week effects, evidence from Borsa Istanbul

Cengiz, Hülya; Bilen, Ömer; Büyüklü, Ali Hakan; … - In: Journal of Global Entrepreneurship Research : JGER 7 (2017) 4, pp. 1-11

This study was conducted to investigate the market anomalies in the Borsa Istanbul Index (BIST). The scope of this study is to examine the Monday effects in BIST that are stock index of Turkey with an data set that contains daily stock prices between 02.01.2010 and 22.10.2014. The stock returns...

Persistent link: https://www.econbiz.de/10011675884