Results 101 to 110 of about 9,090 (194)
, 2020 This paper analyses Ireland's capital market efficiency and performs a comparative analysis with its neighbouring countries of the United Kingdom, Belgium and the Netherlands using daily returns from their respective stock market indices from 1 January 2014 to 31 December 2019, a period rarely studied.
openaire +1 more source
Behind the price: on the role of agent's reflexivity in financial market microstructure
, 2017 In this chapter we review some recent results on the dynamics of price formation in financial markets and its relations with the efficient market hypothesis.
B LeBaron, George Soros, J-P Bouchaud
core +1 more source
, 2009 We define an activity dependent branching ratio that allows comparison of different time series $X_{t}$. The branching ratio $b_x$ is defined as $b_x= E[\xi_x/x]$. The random variable $\xi_x$ is the value of the next signal given that the previous one is
Amer Shreim +5 more
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The adaptive markets hypothesis through the lens of machine learning
HeliyonThe adaptive markets hypothesis (AMH) postulates that markets are not stationary environments permanently in equilibrium as the efficient market hypothesis (EMH) posits, but evolve over time. However, testing this requires tools that capture the inherent
Julio Villavicencio +2 more
doaj +1 more source
Market efficiency of cryptocurrency: evidence from the Bitcoin market. [PDF]
Sci Rep, 2023 Yi E, Yang B, Jeong M, Sohn S, Ahn K.
europepmc +1 more source
Does It Pay to Be Informed? Expenditure Efficiency in the US Mutual Fund Industry
, 2011 The mutual fund industry would like us to believe that fund expenses are justifiable by their extensive management expertise, security analysis and the consequent delivery of returns that exceed the market performance.
Cerny, Jan
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The price is right? : Has the financial crisis provided a fatal blow to the efficient market hypothesis? [PDF]
Related link(s): http://www.richmondfed.org/publications/research/region_focus/2009/fall/feature_weblinks.cfmCapital market ; Financial crises ; Business ...
Renee Courtois
core
International Journal of Management Studies, 2005 This study utilises the windowed testing procedure of Hinich & Patterson (1995) to examine the data generating process of KLCI returns series. Unlike previous studies, the present one relates the evidence to the weak-form Efficient Market Hypothesis (EMH)
Kian-Ping Lim +2 more
doaj
Nonlinear Dynamic in the Chilean Stock Market: Evidence from Returns and Trading Volume [PDF]
In this paper we investigate the possible presence of nonlinear dynamics for stock index returns and trading volume at the Chilean Stock Market. To capture any nonlinear behavior in the series we estimate Smooth Transition Autoregressive (STAR) models ...
Patricio Jaramillo, Rodrigo Aranda
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Skewed multifractal scaling of stock markets during the COVID-19 pandemic. [PDF]
Chaos Solitons Fractals, 2023 Saâdaoui F.
europepmc +1 more source