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The Stock Market between Classical and Behavioral Hypotheses: An Empirical Investigation of the Warsaw Stock Exchange

open access: yesEconometric Research in Finance, 2019
In empirical studies of the efficient market hypothesis using a classic approach, attention has generally been paid to the weak form of performance; other aspects of efficiency, such as informational efficiency, have not been addressed.
Mostafa Raeisi Sarkandiz   +1 more
doaj   +1 more source

Modern Paradigm Regarding Capital Markets: Fractal Market Hypothesis. Determination of the Hurst Exponent on the Romanian Capital Market

open access: yesEIRP Proceedings, 2022
Classical statistical and econometric theory, intended to provide functional forecasting models in capital markets, is the mathematical foundation for a number of theories - efficient market theory, Harry Markowitz's optimized portfolio theory, the ...
Ana-Maria Metescu
doaj  

Kredi Temerrüt Takası Primlerinin Oynaklığında Uzun Hafıza ve Etkin Piyasa Hipotezi - Fraktal Piyasa Hipotezi Sınaması: Türkiye Örneği

open access: yesGaziantep Üniversitesi Sosyal Bilimler Dergisi, 2021
Bu çalışmada, Türkiye’nin 2010 – 2020 dönemine ait ülke Kredi Temerrüt Takası Primlerinin finansal zaman serisi olarak özellikleri araştırılmış, parametrik ve yarı parametrik ön testler uygulanmıştır.
Mustafa Çevik, Süleyman Serdar Karaca
doaj   +1 more source

Fractal Models for SAR images [PDF]

open access: yes, 2011
In this thesis the modeling of SAR (Synthetic Aperture Radar) images of natural surfaces described via fractal models is dealt with. A complete theoretical forward model linking the parameters describing the scene observed by the sensor to the stochastic
Zinno, Ivana
core   +1 more source

Modeling and forecasting of financial instruments dynamics using econometrics models and fractal analysis

open access: yesВестник Пермского университета: Серия Экономика, 2019
The task of forecasting the dynamics of changes in the rates of financial instruments is relevant, since its solution would reduce risks and increase the profitability of operations in financial markets.
Pyotr Mikhailovich Simonov   +1 more
doaj   +1 more source

Synergistic Effect on Enhanced Oil Recovery in High Salinity Carbonate Reservoirs Using a Novel PEI‐Functionalized Carbon Nanotube Nanocomposite

open access: yesAsia-Pacific Journal of Chemical Engineering, EarlyView.
ABSTRACT Enhancing oil recovery (EOR) in mature reservoirs is hindered by high interfacial tension (IFT) and oil‐wet rock formations, especially under harsh, high‐salinity conditions. This study aims to overcome these limitations by synthesizing a novel carbon nanotube nanocomposite covalently grafted with polyethylenimine and non‐covalently ...
Mohamed Abu Shuheil   +8 more
wiley   +1 more source

Application of fractal properties in studies of financial markets

open access: yesMATEC Web of Conferences, 2018
When studying the financial markets, the currency quotations of the Russian ruble / US dollar pair are examined for fractality. It is demonstrated that the time series of the quotations under study has basic fractal properties.
Erokhin Sergey, Roshka Olga
doaj   +1 more source

An Investigation of the Relationship Between Central Bank Unconventional Monetary Policy and Bitcoin Activity

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This article investigates whether the unconventional monetary policy (UMP) measures pursued by the Federal Reserve, the Bank of England, the Bank of Japan, and the European Central Bank since the Global Financial Crisis (GFC) are associated with an appetite for cryptocurrency.
Niamh Wylie, Martha O'Hagan‐Luff
wiley   +1 more source

Technological Evolution in Fintech: A Decadal Scientometric and Systematic Review of Developments and Criticisms

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This study aims to classify pivotal fintech innovations and explore the prospects and pitfalls associated with emerging fintech services extensively discussed in the literature. We conducted a multistage systematic review of research published on fintech over the past decade from a technological perspective. Using the Preferred Reporting Items
Muhammad Imran Qureshi, Nohman Khan
wiley   +1 more source

Is the World Getting Smaller? Network‐Driven Heterogeneity in Gravity‐Model Elasticities

open access: yesThe World Economy, EarlyView.
ABSTRACT Gravity models constitute the workhorse of empirical international trade research, yet the temporal stability of their core parameters—distance and GDP elasticities—remains underexplored, particularly in relation to the evolving structure of trade networks.
Zsolt T. Kosztyán   +2 more
wiley   +1 more source

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