Results 51 to 60 of about 443 (153)

How Dovish Policy Reshaped Market Efficiency: Firm-Level Evidence from Indonesia

Корпоративные финансы
The shift toward a dovish monetary stance in Indonesia in early 2025 provides a valuable context for examining stock market efficiency under the weak form of the Efficient Market Hypothesis (EMH).
Novi Swandari Budiarso, Winston Pontoh
doaj   +1 more source

Evaluating the Resilience of ESG Investments in European Markets During Turmoil Periods

Corporate Social Responsibility and Environmental Management, Volume 32, Issue 4, Page 5006-5020, July 2025.
ABSTRACT This study investigates the resilience of Environmental, Social, and Governance (ESG) investments during periods of financial instability, comparing them with traditional equity indices of the three largest economies in the European Union by gross domestic product: Germany, France, and Italy.
Barbara Iannone, Pierdomenico Duttilo, Stefano Antonio Gattone   +2 more
wiley   +1 more source

The impact of cryptocurrency heists on Bitcoin's market efficiency

International Journal of Finance &Economics, Volume 30, Issue 3, Page 2912-2929, July 2025.
Abstract Within the adaptive market hypothesis (AMH) framework, this study explores the dynamic impact of cryptocurrency heists on Bitcoin's market efficiency. By analysing Bitcoin's one‐minute price data, we calculate permutation entropy to assess market disorder and employ the complexity‐entropy causality plane to quantify structural changes in the ...
Mingnan Li, Viktor Manahov, John Ashton
wiley   +1 more source

Exchange Rate Volatility and ESG Performance: An International Empirical Analysis

Journal of Corporate Accounting &Finance, Volume 36, Issue 3, Page 14-28, July 2025.
ABSTRACT This study examines the impact of exchange rate volatility (ERV) on environmental, social, and governance (ESG) performance using a large dataset of 15,196 firms from various countries, covering the period from 2012 to 2019. By employing a comprehensive set of statistical tests, including the system generalized method of moments (GMM ...
Hamzeh Al Amosh
wiley   +1 more source

The Effect of Budget Deficits on Stock Market Returns in Emerging Markets: A Panel VAR Analysis

Ekonomi, Politika & Finans Araştırmaları Dergisi
This study examines the impact of fiscal deficits on stock returns. The sample covers emerging markets for the period 2016Q1-2021Q4. The analysis results using panel vector autoregression (PVAR) and Granger causality tests indicate that fiscal deficits ...
Mehmet Sinan Çelik
doaj   +1 more source

Existence of Long Memory in Tehran Stock Exchange Indexes and its Impact on the Weak Form of Efficient Market Hypothesis (EMH)

راهبرد مدیریت مالی, 2014
When there is a high correlation between observations of the past and far future and their relationship is not negligible, the time series under study is characterized by long memory. The presence of long memory in a time series has many potential applications in various fields of finance.
mehdi salehi, samaneh zamanimoghaddam
openaire   +1 more source

An Investigation of the Effect of Covid-19 on Efficient Market Hypothesis (EMH) Anomalies: Econometric Approach

Jurnal Samudra Ekonomi dan Bisnis
The 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 observation period was before and during Covid 19.
openaire   +2 more sources

Luspatercept for Transfusion‐Dependent Beta‐Thalassemia: Real‐World Experience in a Large Cohort of Patients From Italy

American Journal of Hematology, Volume 100, Issue 9, Page 1651-1655, September 2025.
Raffaella Origa, Barbara Gianesin, Antonietta Zappu, Anna Rita Denotti, Mary Ann Di Giorgio, Roberta Sciortino, Irene Motta, Daniele Lello Panzieri, Rosamaria Rosso, Anna Bulla, Martina Culcasi, Anna Maria Pasanisi, Lucia De Franceschi, Rosario Di Maggio, Valeria Maria Pinto, Paola Maria Grazia Sanna, Paolo Ricchi, Giovan Battista Ruffo, Francesca Schieppati, Domenico Roberti, Giovanni Battista Ferrero, Elisa De Michele, Francesco Arcioni, Ilaria Fotzi, Sarah Marktel, Antonella Poloni, Giulia Soverini, Epifania Rita Testa, Giusy Cabiddu, Carmelo Fortugno, Antonia Gigante, Francesca Polese, Davide Rapezzi, Antonella Sau, Gian Luca Forni, Maria Domenica Cappellini, Filomena Longo   +36 more
wiley   +1 more source

Analyzing the Effects of Interest Rates, Inflation, and Exchange Rates on Stock Market Performance: A Comparative Study Of Indonesia and Japan

Journal of Indonesian Applied Economics
Purpose This study examines the influence of macroeconomic variables on stock market performance in Indonesia and Japan from 2013 to 2023. Drawing upon the Efficient Market Hypothesis (EMH), we investigate how key factors such as interest rates ...
Alith Jacob Majok, David Kaluge, Dias Satria   +2 more
doaj   +1 more source

Analysis of the stock market anomalies in the context of changing the information paradigm [PDF]

Eastern Journal of European Studies, 2019
The present paper describes the results of a comprehensive research in the information efficiency of the Ukrainian stock market in the context of a financial paradigm transformation which causes a need to modify the EMH (efficient market hypothesis). The
Kostyantyn MALYSHENKO, Vadim MALYSHENKO, Elena Yu. PONOMAREVA, Marina ANASHKINA   +3 more
doaj