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Does population agglomeration of urban clusters boost total factor productivity of enterprises? Evidence from listed companies in China. [PDF]
PLoS OneXiao W, Ji C, Shao Q, Zhang S.
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Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance
Salvagnin C +4 more
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Efficient market hypothesis and forecasting
International Journal of Forecasting, 2004The efficient market hypothesis gives rise to forecasting tests that mirror those adopted when testing the optimality of a forecast in the context of a given information set. However, there are also important differences arising from the fact that market efficiency tests rely on establishing profitable trading opportunities in ‘real time’.
Granger, Clive, Timmermann, Allan G
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The Efficient-Market Hypothesis
2022Prior to the financial crisis most economists, though happily not all, believed in a version of the Efficient Market Hypothesis (“EMH”) which held that financial markets were efficiently and thus always correctly priced. The financial crisis resulted in the EMH being discredited as, despite many warnings, it led central bankers to ignore the threat ...
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2017
The efficient market hypothesis (in its varying forms) has allowed for the creation of financial models based on share price movements ever since its inception. This chapter explores the impact of artificial intelligence (AI) on the efficient market hypothesis.
Tshilidzi Marwala, Evan Hurwitz
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The efficient market hypothesis (in its varying forms) has allowed for the creation of financial models based on share price movements ever since its inception. This chapter explores the impact of artificial intelligence (AI) on the efficient market hypothesis.
Tshilidzi Marwala, Evan Hurwitz
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1987
A capital market is said to be efficient if it fully and correctly reflects all relevant information in determining security prices. Formally, the market is said to be efficient with respect to some information set, ϕ, if security prices would be unaffected by revealing that information to all participants.
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A capital market is said to be efficient if it fully and correctly reflects all relevant information in determining security prices. Formally, the market is said to be efficient with respect to some information set, ϕ, if security prices would be unaffected by revealing that information to all participants.
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The Efficient Market Hypothesis and Electricity Market Efficiency Test
2005 IEEE/PES Transmission & Distribution Conference & Exposition: Asia and Pacific, 2005Market efficiency is one of the primary design objectives of an electricity market as well as for other commodity markets. The efficient market hypothesis (EMH) has been applied to many other markets. However, there are very little research has been done on electricity market efficiency testing.
null Zhe Lu +2 more
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Segmented Market Efficiency Hypothesis
SSRN Electronic Journal, 2006The present study puts as a problem the question why inefficiency is observed on the developing markets in the early periods of their existence. A possible hypothesis which might shed light on this problem is that these markets are segmentally (limitedly) efficient.
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