Results 31 to 40 of about 7,457,579 (205)
Information uncertainty and investors’ under-reaction [PDF]
پژوهشهای تجربی حسابداری, 2014 This study investigates the relation between information uncertainty and investors’ under reaction, in other words, whether information uncertainty results in higher investors' under-reaction which is one of the abnormalities of efficient capital market.
Mohammad Marfoua, Morteza Adlzadeh
doaj +1 more source
Jurnal Samudra Ekonomi dan BisnisThe research aims to analyze the influence of the Covid-19 crisis on changes in the daily return pattern of the LQ45 Index, and to see whether the daily return pattern of the LQ45 Index is efficient as argued by the EMH (Efficient Market Hypothesis). The
Purwanto Widodo
semanticscholar +1 more source
Market Predictions, FAANG, and the Efficient Market Hypothesis (EMH)
Journal of Economics and Social DynamicsThis study is an exploration of the efficient market hypothesis (EMH), a widely used conventional framework of predictability in finance that conveys the idea of “asset prices, stock prices in particular, that fully reflect information” [3]. The EMH is a
Rennie Cowan
semanticscholar +1 more source
Efficient Market Hypothesis for Malaysian Extreme Stock Return: Peaks Over A Threshold Method
MATEMATIKA, 2022 This paper presents investigation on the efficient market hypothesis of extreme stock return based on peaks over threshold method, by application of 10% Value at risk (VaR) quantile threshold level.
Muhammad Fadhil Marsani +4 more
semanticscholar +1 more source
The Ramadan effect: Illusion or reality?
Arab Economic and Business Journal, 2016 Empirical tests of the efficient market hypothesis (EMH) have been repeated by many researchers with varying results, with several supporting it and others finding no clear evidence for it.
Azwar Ramadhana Sonjaya, Imam Wahyudi
doaj +1 more source
Testing the Marketing Performance of German Wheat Farmers
Agribusiness, EarlyView.ABSTRACT This paper analyses the marketing performance of wheat farmers in Germany. Wheat sales data from 465 individual farms over a 12‐year period are used to test against different market benchmarks. Market benchmarks are constructed by simulating passive trading agents using regional wheat prices.
Franziska Potts, Jens‐Peter Loy
wiley +1 more source
Investor Perceptions of Climate Policy: Insights From the US Inflation Reduction Act
Business Strategy and the Environment, EarlyView.ABSTRACT This paper provides the first event study evidence on how the Inflation Reduction Act's (IRA) dedicated climate provisions reshaped equity valuations in the US carbon‐intensive sectors. Focusing on environmentally sensitive industries (ESI), we analyze cumulative abnormal returns around the four key IRA milestones in 2022–2023.
Laura Ferraro +3 more
wiley +1 more source
Climate Risk and Real Estate Markets in the EU: Institutional Control Through Regulation
Business Strategy and the Environment, EarlyView.ABSTRACT Climate change is increasingly reshaping the economic foundations of asset markets, yet its implications for the estate sector remain unevenly understood, particularly when institutional and financial mechanisms mediate risk transmission. While a growing body of evidence links climate vulnerability to property valuation and market behaviour ...
Qiulin Yang +4 more
wiley +1 more source
MathematicsThis study explores market efficiency and behavior by integrating key theories such as the Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH), Informational Efficiency and Random Walk theory.
Darko B. Vuković +4 more
doaj +1 more source