Results 131 to 140 of about 44,755 (301)
ANALYSIS OF HIGH FREQUENCY DATA ON THE WARSAW STOCK EXCHANGE IN THE CONTEXT OF EFFICIENT MARKET HYPOTHESIS [PDF]
This paper focuses on one of the heavily tested issue in the contemporary finance, i.e. efficient market hypothesis (EMH). However, we try to find the answers to some fundamental questions basing on the analysis of high frequency (HF) data from the ...
Robert SLEPACZUK, Pawel STRAWINSKI
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Does bursa Malaysia overreact? [PDF]
, 2009 Findings for the whole period from January 1987 to December 2006 reveal that loser has insignificantly becomes loser and winner has significantly reversed in the subsequent period. Arbitrage portfolio does not provide any significant abnormal return thus,
Ali, Norli +5 more
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Agribusiness, EarlyView.Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley +1 more source
New thoughts on efficient markets [PDF]
The globally widespread economic crisis that burst in 2007 has been a central topic of recent papers. Economists and researchers have been pointing out that the crisis underpins the downfall of the efficient market hypothesis (EMH), as part of a search ...
László Áron Kóczy, Helena NAFFA
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Swedish farmers' approval of nudges
Agribusiness, EarlyView.Abstract Interest in the use of behavioral policy approaches, such as nudges, has strongly increased over the past years, including in the domains of food, agricultural and environmental policies. While the approval of nudges among the general public has been studied extensively, we know little about the attitude of farmers toward nudging. Farmers may (
Liesbeth Colen +2 more
wiley +1 more source
Martingales, the efficient market hypothesis, and spurious stylized facts
The condition for stationary increments, not scaling, detemines long time pair autocorrelations. An incorrect assumption of stationary increments generates spurious stylized facts, fat tails and a Hurst exponent Hs=1/2, when the increments are ...
Gunaratne, Gemunu h. +2 more
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Do Spanish Stock Market Prices Follow a Random Walk? [PDF]
In this article we test the random walk hypothesis in the Spanish daily stock market prices by means of using fractionally integrated techniques. We use a version of the tests of Robinson (1994) that permit us to test I(d) statistical models. The results
Luis A. Gil-Alana, Javier De Peña
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Are all meats substitutes? A basket‐and‐expenditure‐based approach
Agribusiness, EarlyView.Abstract This study examines the relationship among animal‐based meat and plant‐based meat alternatives (PBMAs) using a basket‐and‐expenditure‐based choice experiment. In particular, we examine whether animal‐based meat products are substitutes or complements with PBMAs.
Clinton L. Neill, Logan L. Britton
wiley +1 more source
Efficient market hypothesis as a modern concept of stock market [PDF]
, 2013 У статті розглянуто основні положення гіпотези ефективного ринку, її сильні та слабкі сторони. Наведено приклади практичних обмежень і невідповідностей даної теорії.
Пластун, Олексій Леонідович +4 more
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Agribusiness, EarlyView.Abstract The Russian invasion of Ukraine in February 2022 had profound consequences for the global economy. As both countries are major commodity exporters, the food value chain was also affected. This study investigates the impact of the invasion on stock prices, profitability and sentiments of agribusinesses along the food supply chain by using an ...
Julia Höhler +2 more
wiley +1 more source