Results 31 to 40 of about 443 (153)
Stock Portfolio Management Based on AI Technology
Journal of Forecasting, Volume 45, Issue 2, Page 458-469, March 2026.ABSTRACT Forecasting stock performance is crucial for formulating a profitable trading approach aimed at achieving significant gains. In addition, prediction results serve as essential prerequisites for creating and optimizing active investment portfolios.
Alejandro Moreno Alonso +1 more
wiley +1 more source
Fractal and FractionalSince the early 1970s, the study of Black–Scholes (BS) partial differential equations (PDEs) under the Efficient Market Hypothesis (EMH) has been a subject of active research in financial engineering.
Samuel M. Nuugulu +2 more
doaj +1 more source
When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
Journal of Futures Markets, Volume 46, Issue 3, Page 529-544, March 2026.ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro +2 more
wiley +1 more source
An Entropic Analysis of Efficiency in the West Texas Intermediate Crude Oil Futures Market
International Journal of Empirical EconomicsFor the last 50 years or so, the efficient market hypothesis (EMH) has been the central pillar of economic thought and the building block of portfolio theory.
Ky-Hyang Yuhn, Ryan Sagul
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Journal of Economic Surveys, Volume 40, Issue 1, Page 443-468, February 2026.ABSTRACT Cryptocurrency markets are known for their wide price fluctuations, lack of central control, and fast‐paced development. These characteristics present serious challenges to traditional theories about how markets work and how prices reflect available information.
Giulia Fantini, Joy Jia, Chiara Oldani
wiley +1 more source
Aggregate excess demand on wall street
Heliyon, 2021 The rational investor behavior and news triggered price change assumed by the Efficient Market Hypothesis (EMH) could not explain most of asset price variances, suggesting the need for an alternative theory.
Qingyuan Han, Steve Keen
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Environmental, Social, and Governance Bonds and Stock Market Reactions: An Event Study
Business Strategy and the Environment, Volume 35, Issue 1, Page 881-892, January 2026.ABSTRACT As environmental, social, and governance (ESG) bonds have become a fundamental tool in corporate strategies for financing sustainability, an understanding of how stock markets react to their issuance is essential. Based on the efficient market hypothesis (EMH) and signaling theory, this event study uses 3618 ESG bond issuances from 2021 to ...
Rubén Ordonez‐Borrallo +2 more
wiley +1 more source
Complexity, Volume 2026, Issue 1, 2026.This study examines directional information flow in commodity futures markets using transfer entropy (TE) and Granger causality (GC) over 21.5 years. Analyzing 12 major commodities through rolling windows of 20, 60, 120, and 240 days, we compare linear versus nonlinear transmission mechanisms across different market conditions.
Insu Choi, Woo Chang Kim, Pramita Mishra
wiley +1 more source
Excessive Vitamin E Supplementation: Implications for Ovarian Physiology and Reproductive Health
Oxidative Medicine and Cellular Longevity, Volume 2026, Issue 1, 2026.Infertility, a major global health problem affecting ~17.5% of couples, is influenced by various intrinsic (e.g., individual genetics) and extrinsic (e.g., related to environmental stimuli) factors. Oxidative stress and reactive oxygen species (ROS) are at the crossroads of these different stimulus–response pathways for both male and female gametes ...
Farzaneh Rabiee +8 more
wiley +1 more source
FROM EFFICIENT MARKET HYPOTHESIS TO BEHAVIOURAL FINANCE: CAN BEHAVIOURAL FINANCE BE THE NEW DOMINANT MODEL FOR INVESTING? [PDF]
Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice, 2012 The present paper reviews two fundamental investing paradigms, which have had a substantial impact on the manner investors tend to develop their own strategies.
George BOROVAS +3 more
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