The Analysis of the Bucharest Stock Exchange Financial Sector [PDF]
The Romanian financial market has passed in the last years through a large “maturating” and consolidation process which has created an unfinished architecture, harmonising step by step with the capital markets from European Union.
Barna, Flavia +4 more
core +1 more source
Study on the linkage between macro policy and market effectiveness in China's stock market: Based on run test of China's stock market index. [PDF]
PLoS One, 2023 Liu M +6 more
europepmc +1 more source
Asymmetric Fractal Characteristics and Market Efficiency Analysis of Style Stock Indices. [PDF]
Entropy (Basel), 2022 Xu C, Ke J, Peng Z, Fang W, Duan Y.
europepmc +1 more source
The impact of patent activity on idiosyncratic volatility in U.S. pharmaceutical companies. [PDF]
PLoS OneAtilgan E +4 more
europepmc +1 more source
Efficiency of the Moscow Stock Exchange before 2022. [PDF]
Entropy (Basel), 2022 Shternshis A, Mazzarisi P, Marmi S.
europepmc +1 more source
Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]
PLoS OneHuynh TT, Khoa BT.
europepmc +1 more source
Efficiency across Time: Evidence from the Nigerian Stock Exchange [PDF]
This paper examines the Weak-Form Efficient Market Hypothesis across time for the Nigerian Stock Exchange (NSE) by hypothesizing Normal Distribution and Random walk in periodic return series.
Emenike, Kalu O.
core +1 more source
Revisiting the excess volatility puzzle through the lens of the Chiarella model. [PDF]
PLoS OneKurth JG, Majewski AA, Bouchaud JP.
europepmc +1 more source
Is It Possible to Earn Abnormal Return in an Inefficient Market? An Approach Based on Machine Learning in Stock Trading. [PDF]
Comput Intell Neurosci, 2021 Khoa BT, Huynh TT.
europepmc +1 more source