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Efficient market hypothesis in European stock markets [PDF]
The European Journal of Finance, 2010 This paper reports the results of tests on the weak-form market efficiency applied to stock market indexes of UK, France, Germany, Spain, Greece and Portugal, from January 1993 to December 2007. We use a runs test, and joint variance ratio tests, which are performed using daily and weekly data for the period 1993–2007 and for a subset, 2003–2007. Daily
Maria Rosa Borges
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Efficient Market Hypothesis: Some Evidences from Emerging European Forex Markets [PDF]
Romanian Economic Journal, 2014 This study attempts to analyze the presence of weak form efficiency in the forex markets of a set of select European emerging markets namely Bulgaria, Croatia, Czech Republic, Hungary Poland, Romania, Russia, Slovakia and Slovenia using the monthly NEER ...
Anoop S Kumar , Bandi Kamaiah
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Testing the weak-form of the efficient market hypothesis on the Johannesburg stock exchange after the global financial crisis [PDF]
, 2021 Magister Commercii - MComThe efficient market hypothesis (EMH) is a controversial theory in Finance. Advocates of the EMH argue that it provides a basis for understanding financial markets while critics suggest that the hypothesis is unreasonable in ...
Ggayi, Collin Mugga
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Studia i Materiały, 2022 The aim of this paper is to verify whether the COVID-19 outbreak negatively affected the weak-form informational efficiency of the Warsaw Stock Exchange (WSE). Applying a wild bootstrapped automatic variance ratio test and the rolling window methodology,
Jacek Karasiński
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Tests of the Efficient Markets Hypothesis
Austrian Journal of Statistics, 2016 This paper surveys various statistical methods that have been proposed for the examination of the efficiency of financial markets and proposes a novel procedure for testing the predictability of a time series. For illustration, this procedure is applied to Austrian stock return series.
Reschenhofer, Erhard, Hauser, Michael A.
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Efficiency in Dirty Tanker Market [PDF]
Journal of Eta Maritime Science, 2018 The maritime industry is highly capital intensive. From this point of view, it is very important that the return of the investments made is healthy. This can be achieved by efficiency of the freight market.
Sadık Özlen BAŞER, Abdullah AÇIK
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Adaptive markets hypothesis and economic-institutional environment: a cross-country analysis [PDF]
REGE Revista de GestãoPurpose – This study’s goal was to identify how several markets have developed over time and what determinants have influenced this process, based on adaptive markets hypothesis (AMH).
Marco Aurélio dos Santos +3 more
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TESTING THE MARKET EFFICIENCY WHEN INTEREST RATES CHANGE: CASE IN INDONESIA
Research in Management and Accounting, 2023 Until the end of September 2023, the interest rate policy in the Republic of Indonesia shifted from 3.50% to 5.75%. The objective of this study is to examine whether changes in interest rates have an impact on the market efficiency in Indonesia.
Novi Swandari Budiarso, Winston Pontoh
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Examining the Islamic stock market efficiency: Evidence from nonlinear ESTAR unit root tests
Indonesian Capital Market Review, 2015 This paper empirically examines the efficient market hypothesis (EMH) in the Islamic stock market namely Jakarta Islamic Index by emphasizing on the random walk behavior and nonlinearity. In the first step, we employ Brock et al.
Rahmat Heru Setianto +1 more
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Efficient Capital Market Hypothesis [PDF]
تحقیقات مالی, 1994 The introductory issue of the Journal of Financial Research contains six articles in Farsi and one in English. It also offers a glossary of financial terminology.
دکتر علی جهان خانی +1 more
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