Results 91 to 100 of about 9,090 (194)
Energies, 2019 In this paper we examine and compare the efficiency of four European electricity markets (NordPool, Italian, Spanish and Greek) of different microstructure and level of maturity, by testing the weak form of the Efficient Market Hypothesis (EMH).
George P. Papaioannou +4 more
doaj +1 more source
Martingales, Detrending Data, and the Efficient Market Hypothesis [PDF]
We discuss martingales, detrending data, and the efficient market hypothesis for stochastic processes x(t) with arbitrary diffusion coefficients D(x,t).
Bassler, Kevin E. +2 more
core +1 more source
Time-varying return predictability in the Chinese stock market
, 2016 China's stock market is the largest emerging market all over the world. It is widely accepted that the Chinese stock market is far from efficiency and it possesses possible linear and nonlinear dependence.
Jiang, Zhi-Qiang +2 more
core +1 more source
Toward a Theory of Marginally Efficient Markets
, 1999 Empirical evidence suggests that even the most competitive markets are not strictly efficient. Price histories can be used to predict near future returns with a probability better than random chance. Many markets can be considered as {\it favorable games}
Challet +7 more
core +1 more source
مجلة الغري للعلوم الاقتصادية والاداريةAsymmetric information, where one party has more or worse information than another, significantly impacts financial markets. This study examines how information asymmetry shapes investment strategies and its implications for financial market stability ...
يوسف أدينيي جاميو +2 more
doaj +1 more source
Why do Goals Matter? Sport Events and Capital Market Returns [PDF]
Ovidius University Annals: Economic Sciences Series, 2016 Expected utility theory and Efficient Market Hypothesis (EMH) seem to be unable to properly explain the returns’ evolution in the stock market. The players does not act as rational as the theories assume and the prices seldom follow the EMH rules. The
Aurora Murgea, Milena-Jana Schank
doaj
The Impact of COVID-19 on Weak-Form Efficiency in Cryptocurrency and Forex Markets. [PDF]
Entropy (Basel), 2023 Zitis PI +5 more
europepmc +1 more source
Review of Islamic Economics and FinancePurpose - This study examines the efficiency of the Jakarta Islamic Index (JII) by testing for anomalies such as the Day of the Week Effect, Monday Effect, Friday Effect, and Week-Four Effect, both under normal conditions and during the Covid-19 crisis.
Widodo, Purwanto +3 more
openaire +1 more source
The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. [PDF]
Financ Innov, 2023 Erer D, Erer E, Güngör S.
europepmc +1 more source