Results 41 to 50 of about 852 (171)
A Composite Index for Measuring Stock Market Inefficiency
Complexity, 2022 Market inefficiency is a latent concept, and it is difficult to be measured by means of a single indicator. In this paper, following both the adaptive market hypothesis (AMH) and the fractal market hypothesis (FMH), we develop a new time-varying measure ...
Raffaele Mattera +2 more
doaj +1 more source
Future Business Journal, 2022 The multi-fractal analysis has been applied to investigate various stylized facts of the financial market including market efficiency, financial crisis, risk evaluation and crash prediction.
Mohammad Arashi, Mohammad Mahdi Rounaghi
doaj +1 more source
The (in)efficiency of emerging and developed markets: An analysis from fractal theory
BAR: Brazilian Administration Review, 2023 The objective of this article is to study the behavior of the stock markets in emerging countries (BRICS) and developed countries (USA, England, Germany, and Japan), aiming to identify the evolution of their degree of efficiency between June 2007 and ...
Daniel Pereira Alves de Abreu +2 more
doaj +1 more source
Exploring Hedging Strategies Identified by Fractal Dimensions
Scientific Annals of Economics and Business, 2020 A hedging strategy is designed to increase the likelihood of desired financial out-comes. Market speculators hedge investment positions if they are worth protecting against potential negative outcomes on the underlying investment.
Lodewikus Jacobus Basson +1 more
doaj +1 more source
Fractal and Fractional, 2022 As one of the main areas of value investing, the stock market attracts the attention of many investors. Among investors, market index movements are a focus of attention.
Hongwen Hu +3 more
doaj +1 more source
Econometric 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
Gaziantep 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
International 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
Application of fractal properties in studies of financial markets
MATEC 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
Вестник 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