Results 61 to 70 of about 9,090 (194)
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 +2 more
wiley +1 more source
How Dovish Policy Reshaped Market Efficiency: Firm-Level Evidence from Indonesia
Корпоративные финансыThe 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
TESTING THE HYPOTHESIS OF AN EFFICIENT MARKET IN TERMS OF INFORMATION – THE CASE OF THE CAPITAL MARKET IN ROMANIA DURING RECESSION [PDF]
This paper is trying to test the hypothesis of efficient market (EMH Efficient Market Hypothesis), the case of capital market in Romania during the economic financial crisis.
Claudiu Ilie Opreana +1 more
core
Is the KLSE efficient? Efficient market hypothesis vs behavioral finance [PDF]
, 2002 Over the last 100years since Bachelier (1900)pioneering work on Random Walk Hypothesis, studies on the Efficient Market Hypothesis (EMH) have revealed mixed evidence. EMH states that stock prices reflect information.
Md. Nassir, Annuar
core
Hysteresis and economics - taking the economic past into account [PDF]
, 2009 The goal of this article is to discuss the rationale underlying the application of hysteresis to economic models. In particular, we explain why many aspects of real economic systems are hysteretic is plausible.
Cross, Rod +2 more
core +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
Efficiency of the Foreign Exchange Market of Papua New Guinea During the Recent Float [PDF]
This paper examines the validity of the efficient market hypothesis (EMH) for the foreign exchange market of Papua New Guinea (PNG) using data on spot exchange rates for four major foreign currencies during the recent float.
Guneratne Banda Wickremasinghe
core
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
How Do Climate‐Related Risks and Opportunities Affect Portfolio Allocation and Asset Pricing?
Managerial and Decision Economics, Volume 46, Issue 5, Page 2746-2765, July 2025.ABSTRACT This paper examines the performance of “clean,” “brown,” and “dirty” stocks in the S&P 500 from January 2010 to September 2022 using panel random effect estimation and factor models. It also uses cointegration analysis to assess the long‐term relationship between risk premiums and two carbon risk factors: “brown minus clean” and “dirty minus ...
Maher Asal, Xiaoni Li, Yin Shi
wiley +1 more source
, 2012 We investigate whether fractal markets hypothesis and its focus on liquidity and invest- ment horizons give reasonable predictions about dynamics of the financial markets during the turbulences such as the Global Financial Crisis of late 2000s.
Calvet L. +12 more
core +1 more source