Results 101 to 110 of about 44,755 (301)

EFFICIENT MARKET HYPOTHESIS: CASE OF THE CROATIAN CAPITAL MARKET

InterEULawEast : Journal for the international and european law, economics and market integrations, 2019
This study employs a quantile auto-regression approach in order to examine the market efficiency of the Croatian stock market using daily CROBEX returns in the period of 2000-2019. Auto-regression model AR (1) confirmed the significant influence of the previous day return, nevertheless model suffered from heteroscedasticity.
openaire   +3 more sources

Accounting for Substitution: Improving Estimates of GHG Reductions From Cattle‐Based Product Demand Shifts

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Estimates of reductions in greenhouse gas (GHG) emissions from lower demand for cattle‐based products must account for substitution effects. This study collected data through two surveys—one on ground beef and another on dairy milk—to evaluate substitution effects and potential GHG reductions.
Brandon R. McFadden, Sara Gardner Hedgecock, Lawton L. Nalley, Alvaro Durand‐Morat, Aaron Shew, Rodolfo M. Nayga Jr   +5 more
wiley   +1 more source

The Efficient Market Hypothesis

, 2014
The paper attempts testing the random walk hypothesis, which the strong form of the Efficient Market Hypothesis. The theory suggests that stocks prices at any time “fully reflect” all available information (Fama, 1970).
Alhamdan, Nora
core   +1 more source

Whether The Crypto Market Is Efficient? Evidence From Testing The Validity Of The Efficient Market Hypothesis

Buletin Ekonomi Moneter dan Perbankan
This study examines the validity of the efficient market hypothesis for the cryptocurrency market. We have used the Exponential Generalized Autoregressive Conditional Heteroscedastic approach to examine the presence of different calendar anomalies i.e ...
Rasim Özcan, Asad KHAN, Sundas Iftikhar
doaj   +1 more source

Ban Glyphosate—Does It Affect the Swedish Farmers' Willingness to Grow Cover Crops?

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT The cultivation of cover crops is one of the new Eco‐scheme practices introduced in Sweden. This study examines how the design of policy attributes of these schemes influences farmers' willingness to grow cover crops on arable land, with particular focus on the potential impact of a glyphosate ban.
Vivian Wei Huang, Anna Kristina Edenbrandt, Elin Röös   +2 more
wiley   +1 more source

Are European Equity Style Indexes Mean Reverting? Testing the Validity of the Efficient Market Hypothesis [PDF]

The article tests for a random walk in European equity style indexes. After briefly introducing the efficient market hypothesis, equity styles in general and the used statistical techniques (Variance Ratio Test and modified Rescaled Range Test) it is ...
Marian Berneburg
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Labeling Quality or Quantity? The Differential Impact of Geographical Indications on Export Performance in Turkish Agri‐Food Products

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT This study investigates the impact of geographical indication (GI) certification on the export performance of Turkish agri‐food products by analyzing both trade volume and unit value dynamics. Drawing on monthly data from 2000 to 2024 across 22 GI‐certified products, the research employs product‐level regressions, fixed‐effects panel models ...
Ihlas Sovbetov, Muge Burcu Ozdemir
wiley   +1 more source

Model portopollo berdasarkan efficient market hypothesis dan fractal market hypothesis

, 2000
Asumsi-asumsi dalam teori efficient market hypothesis yang menyebabkan digunakannya distribusi normal adalah perilaku investor rasional, semua informasi yang tercermin dalam harga saham dan return saham dengan karakteristik random walk.
Rampisela, Michael
core  

Why Didn't I Get a Payout? Understanding Farmer Choices, Index Insurance, and Basis Risk

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Index insurance, while heralded as a potential solution to alleviate poverty and food insecurity among agricultural households, has its own set of challenges, notably basis risk. Basis risk is the discrepancy between the insurance payout and losses incurred, posing a significant deterrent to the adoption of index insurance.
S. Lucille Blakeley, Sean Posey, Kathy Baylis, Daniel Osgood, Stuart Sweeney   +4 more
wiley   +1 more source

The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case [PDF]

In this paper the random walk hypothesis is tested for a set of daily Brazilian stock data given by the São Paulo Stock Exchange Index (IBOVESPA) in the period of 1986-1998.
Benjamin Miranda Tabak
core