Results 71 to 80 of about 9,090 (194)

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

New thoughts on efficient markets [PDF]

The globally widespread economic crisis that burst in 2007 has been a central topic of recent papers. Economists and researchers have been pointing out that the crisis underpins the downfall of the efficient market hypothesis (EMH), as part of a search ...
Helena NAFFA, László Áron Kóczy
core  

The behaviour of stock markets in transition economies [PDF]

, 2013
In the paper we investigate the properties of the stock markets in six transition economies: Slovenia, Hungary, Poland, Russia, Slovakia and the Czech Republic.
Jagrič, Timotej, Jagrič, Vita, Markovič-Hribernik, Tanja   +2 more
core   +1 more source

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

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

New procedures for testing whether stock price processes are martingales

, 2009
We propose procedures for testing whether stock price processes are martingales based on limit order type betting strategies. We first show that the null hypothesis of martingale property of a stock price process can be tested based on the capital ...
A. Shmilovici, A. Timmermann, A. W. Lo, Akimichi Takemura, B. G. Malkiel, D. Revuz, G. Shafer, J. L. Kelly, J. Ville, J. Y. Cambell, K. Takeuchi, Kei Takeuchi, L. C. G. Rogers, L. E. Dubins, M. Kumon, M. Rubinstein, Masayuki Kumon, R. Giglio, S. F. LeRoy, T. M. Cover   +19 more
core   +3 more sources

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

The efficient market hypothesis of brazilian capital market, 2000-2010: an event study of distribution of dividends

Revista Produção Online, 2013
In the semi-strong form of the Efficient Markets Hypothesis - EMH, developed by Fama (1970, 1991), the prices reflect both the past and any information disclosed by companies, making impossible to an investor to get abnormal returns consistently, based ...
Daniel Moreira Carvalho, Marcos Antônio de Camargos   +1 more
doaj   +1 more source

The weak-form efficient markets hypothesis: Macroeconomic evidence from MEDA capital markets

Quantitative Finance and Economics
In this study, we examined efficient market hypothesis (EMH) in the weak form over the period 2011–2020 for five South-Eastern Mediterranean countries (MEDA), with complete time-series: Egypt, Israel, Jordan, Morocco, and Turkey.
Francesco Scalamonti
doaj   +1 more source