Results 111 to 120 of about 44,755 (301)
Revisiting The Efficient Market Hypothesis
, 2013 The efficient market hypothesis is an investment theory that states it is impossible to beat the market because stock market efficiency causes existing share prices to always incorporate and reflect all relevant information.
Gu, Xiaozhu, Burdick, David
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Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Increased frequency of extreme weather events, particularly droughts, threatens grassland farming by destabilizing yields and farms' economic viability. We examine, theoretically and through numerical simulations, how sown plant diversity (natural insurance) influences the attractiveness of indemnity and drought index insurance (formal ...
Nicolas Alou +3 more
wiley +1 more source
The adaptive markets hypothesis: evidence from the foreign exchange market [PDF]
We analyze the intertemporal stability of excess returns to technical trading rules in the foreign exchange market by conducting true, out-of-sample tests on previously studied rules.
Christopher J. Neely +2 more
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Understanding Egg Price Volatility and Policy Implications in the U.S. With Machine Learning
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Eggs are an inexpensive and sustainable source of proteins, but volatility in the U.S. egg prices has intensified in recent years, raising concerns over food affordability and market stability. This study examines the drivers of U.S. egg price dynamics over 2004–2025 using a two‐stage framework that combines LASSO‐based variable selection with
Xuemei Zhao +3 more
wiley +1 more source
The efficient market hypothesis re-visited: new evidence from 100 US firms
In this paper, we test the efficient market hypothesis for 100 US firms listed on the New York Stock Exchange. To test the unit root null hypothesis, we develop a generalized autoregressive heteroskedasticity (GARCH) model that not only caters for the ...
Ruipeng Liu, Paresh Kumar Narayan
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, 1981 Bibliography: p. 250-271.The dissertation presents a discussion on the Efficient Market Hypothesis (EMH) with particular reference to the implications for Financial Reporting.
Knight, Rory Francis Murphy
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Unpacking the Farmland Capitalization Effect of Ethanol Establishment
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT We unpack the impact of expansions in ethanol production—as measured by proximity to newly constructed ethanol plants and capacity expansions—on farmland values using land transaction data from Kansas in combination with modern causal inference techniques.
Gabriel S. Sampson, Jisang Yu
wiley +1 more source
ROMANIAN CAPITAL MARKET AND THE INFORMATIONAL EFFICIENCY
Many financial studies are based on the efficient capital markets hypothesis. In this context, testing the existence of this concept becomes an interesting field of study for the emerging capital market.
Dima, Bogdan +2 more
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The efficient hypothesis and deregulation: the Greek case
, 1997 The impact is examined of the 1988 monetary deregulation in Greece on the efficiency of the foreign exchange market. A ‘news’ model reveals that the deregulation of the monetary system contributed to the presence of an efficient foreign exchange ...
Apergis, Nicholas, Eleftheriou, Sofia
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Crop Insurance Design and On‐Farm Risk Adaptation
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The United States spends billions annually on crop insurance premium subsidies, yet the prevailing distance‐based guarantee design unintentionally rewards risk‐taking by linking subsidies to yield variability. We consider a simple redesign: define guarantees in terms of probability so that coverage reflects a consistent likelihood of indemnity.
Gerald Van Tassell, Alan P. Ker
wiley +1 more source