Results 71 to 80 of about 60,720 (171)

New empirical evidence on E.M.H.: case of developed and emerging markets – a microeconomic approach [PDF]

Revista de Studii Financiare, 2018
In today’s globalized world, with interconnected global markets, and implicitly a higher level of sensitivity, one of the most important issues to be addressed is represented by the way market mechanisms are functioning.
Iuliana Maria Ursu
doaj  

Comparative analysis of AR-GARCH and p-adic methods of the prediction of the financial market volatility

Вестник Пермского университета: Серия Экономика, 2019
Correct modeling and useful prediction of the volatility of the return rate of financial instruments play an essential role for making decisions on the financial market.
Pyotr Mikhailovich Simonov, Sofya Alekseevna Akhunyanova   +1 more
doaj   +1 more source

Time-Varying Efficiency and Economic Shocks: A Rolling DFA Test in Western European Stock Markets

International Journal of Financial Studies
This paper investigates the time-varying efficiency of Western European stock markets and examines how macroeconomic events defined as endogenous and exogenous shocks influence the degree of efficiency by either long-range dependence or mean reverting ...
Christophe Musitelli Boya
doaj   +1 more source

A new tool to detect financial data scaling

Frontiers in Applied Mathematics and Statistics
The assumption of frictionless markets has long been debated, drawing interest from scholars and practitioners alike. Market liquidity is a central theme in this regard; it is traditionally assessed through transaction costs, volume, price-based, and ...
Sergio Bianchi, Augusto Pianese, Massimiliano Frezza, Daniele Angelini   +3 more
doaj   +1 more source

Frequency-domain approach to the causal nexus between domestic and international economic policy uncertainties and equity returns of G20 countries

Cogent Economics & Finance
While uncertainty shocks affect equity markets at various investment horizons, knowledge about the causal effects of uncertainty and equity markets in the frequency domain is scant among the Group of Twenty (G20) countries regarded as systemically ...
Moses Dumayiri, Imhotep Paul Alagidede, Yakubu Awudu Sare   +2 more
doaj   +1 more source

Multifractal Detrended Cross-Correlations between Green Bonds and Commodity Markets: An Exploration of the Complex Connections between Green Finance and Commodities from the Econophysics Perspective

Fractal and Fractional
Green bonds represent a compelling financial innovation that presents a financial perspective solution to address climate change and promote sustainable development.
Turker Acikgoz, Soner Gokten, Abdullah Bugra Soylu   +2 more
doaj   +1 more source

Expecting the Unexpected: Entropy and Multifractal Systems in Finance. [PDF]

Entropy (Basel), 2023
Orlando G, Lampart M.
europepmc   +1 more source

Influence of the Russia–Ukraine War and COVID-19 Pandemic on the Efficiency and Herding Behavior of Stock Markets: Evidence from G20 Nations

Economies
Efficiency in stock markets is essential for economic stability and growth. This study investigates the efficiency and herding behavior of the stock markets from the top economies of the world (known as G20 countries).
Bilal Ahmed Memon, Faheem Aslam, Hafiz Muhammad Naveed, Paulo Ferreira, Omonjon Ganiev   +4 more
doaj   +1 more source

Fractal dimension analysis of stock prices of selected resulting companies after mergers and acquisitions. [PDF]

Eur Phys J Spec Top, 2023
Verma SK, Kumar S.
europepmc   +1 more source