Similar Search Results

Temporal information gaps and market efficiency : a dynamic behavioral analysis

Witte, Björn-Christopher - 2009

This study seeks to explore, how market efficiency changes, if ordinary traders receive fundamental news more or less often. We show that longer temporal information gaps lead to fewer but larger shocks and a reduction of the average noise level on the dynamics. The consequences of these effects...

Persistent link: https://www.econbiz.de/10003825276

Information in equity markets with ambiguity-averse investors

Caskey, Judson A. - In: The review of financial studies 22 (2009) 9, pp. 3595-3627

Persistent link: https://www.econbiz.de/10003885722

A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...

Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186

This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...

Persistent link: https://www.econbiz.de/10003886017

Comparing laboratory experiments and agent-based simulations : the value of information and market efficiency in a market with asymmetric information

Hauser, Florian; Huber, Jürgen; Kirchler, Michael - In: Artificial economics : the generative method in …, (pp. 199-210). 2009

Persistent link: https://www.econbiz.de/10003889501

The buy-write strategy, index investment and the efficient market hypothesis : more Australian evidence

O’Connell, Darren; O'Grady, Barry - 2009

Persistent link: https://www.econbiz.de/10003872369

Systematic noise

Barber, Brad M.; Odean, Terrance; Zhu, Ning N. - In: Journal of financial markets 12 (2009) 4, pp. 547-569

Persistent link: https://www.econbiz.de/10003902652

Does investors' sophistication affect persistence and pricing of discretionary accruals?

Kao, Lanfeng - In: Review of Pacific Basin financial markets and policies 10 (2007) 1, pp. 33-50

Persistent link: https://www.econbiz.de/10003463386

Short-term overreaction, underreaction and efficient reaction : evidence from the London Stock Exchange

Spyrou, Spyros I.; Kassimatis, Konstantinos; … - In: Applied financial economics 17 (2007) 1/3, pp. 221-235

Persistent link: https://www.econbiz.de/10003427064

Irrationale Verhaltensweisen auf Kapitalmärkten

Klein, Christian - 2005

Persistent link: https://www.econbiz.de/10003448654

How financial markets work

Swedroe, Larry E. - In: Mutual funds : portfolio structures, analysis, …, (pp. 77-94). 2010

Persistent link: https://www.econbiz.de/10003914127