Results 91 to 100 of about 308,670 (321)
Lessons from the evolution of foreign exchange trading strategies [PDF]
The adaptive markets hypothesis posits that trading strategies evolve as traders adapt their behavior to changing circumstances. This paper studies the evolution of trading strategies for a hypothetical trader who chooses portfolios from foreign exchange
Christopher J. Neely, Paul A. Weller
core
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The present study uses an agroeconomic supply model to assess the impacts of 2023–2027 CAP on Italian specialized dairy cattle farms. The model considers the voluntary choice of Eco‐Scheme 1, specifically addressed to livestock farms, through the implementation of binary variables.
Davide Dell'Unto, Raffaele Cortignani
wiley +1 more source
From efficient markets to adaptive markets: Evidence from the French stock exchange
Research In International Business and Finance, 2019 This paper examines the degree of market efficiency of the French Stock Market and tries to check both the efficient market hypothesis (EMH) and the adaptative market hypothesis (AMH).
Christophe Boya
semanticscholar +1 more source
Changes in Alcohol Retail Laws and Foot Traffic at Liquor Stores
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT We study how expanding alcohol availability at grocery and convenience stores affects consumer traffic in liquor stores by leveraging recent changes in state‐level alcohol distribution laws in a difference‐in‐difference quasi‐experimental design.
Nathan Palardy +3 more
wiley +1 more source
Testing the Weak-Form Informational Efficiency of United Kingdom, United States of America and Japan’s Capital Markets [PDF]
This paper examines the weak form of informational efficiency for of three major capital markets, namely United Kingdom, United States of America and Japan. Results are obtained for DJI, FTSE 100 and NIKKEI 225 indexes, over a span time from 1995 to 2010.
Bogdan DIMA, Otilia SARAMAT
core
The adaptive nature of liquidity taking in limit order books
, 2014 In financial markets, the order flow, defined as the process assuming value one for buy market orders and minus one for sell market orders, displays a very slowly decaying autocorrelation function.
Bormetti, Giacomo +2 more
core +1 more source
Beyond the Ban—Shedding Light on Smallholders' Price Vulnerability in Indonesia's Palm Oil Industry
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The Indonesian government imposed a palm oil export ban in April 2022 to address rising cooking oil prices. This study explores oil palm smallholders' vulnerability to the policy using descriptive statistics, Lasso, and post‐Lasso OLS regressions.
Charlotte‐Elena Reich +3 more
wiley +1 more source
Gadjah Mada International Journal of BusinessThis study examined the effectiveness of machine learning models in capturing adaptive herding behaviour in the US, Malaysia, and Indonesia. Utilising data from January 2010 to December 2023, the study incorporates market sentiment (Thomson Reuters ...
Ooi Kok Loang, Sevenpri Candra
doaj +1 more source
Evidence of cycles in European commercial real estate markets and some hypotheses [PDF]
, 2000 In this paper, we seek to achieve four objectives. First, we provide some contextual material concerning the performance of the UK real estate market relative to stocks and bonds over a long period.
Baum, Andrew
core
Statistical mechanics of asset markets with private information
, 2001 Traders in a market typically have widely different, private information on the return of an asset. The equilibrium price of the asset may reflect this information more accurately if the number of traders is large enough compared to the number of the ...
Berg, Johannes +3 more
core +1 more source