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Market efficiency of cryptocurrency: evidence from the Bitcoin market [PDF]
Scientific Reports, 2023 This study examines whether the Bitcoin market satisfies the (weak-form) efficient market hypothesis using a quantum harmonic oscillator, which provides the state-specific probability density functions that capture the superimposed Gaussian and non ...
Eojin Yi +4 more
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The Effect of Information Disclosure Volume on The Efficiency of Price Formation Process [PDF]
مطالعات تجربی حسابداری مالی, 2021 Since the volume of corporate information disclosures is constantly increasing, this study seeks to distinguish information with a "text" nature from information with a "numbers" nature to examine the existence and the direction of the volume of these ...
Alireza Rahrovi Dastjerdi
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Capital market efficiency III [PDF]
Bankarstvo, 2015 In 2013 the Nobel Prize in Economic Sciences was awarded to the American economists, Eugene Fama, Lars Peter Hansen and Robert Shiller. The monetarists, Fama and Hansen, from the University of Chicago, and the Neo- Keynesian, Shiller, from the Yale ...
Pantelić Svetlana
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Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation [PDF]
Eastern Journal of European Studies, 2022 The present research aims to test the weak-form efficiency of the French ETF market through a LSTAR model with ANSTGARCH errors, by using semiparametric maximum likelihood where the innovation distribution is replaced by a nonparametric estimate based on
Mohamed CHIKHI, Claude DIEBOLT
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Market efficiency in foreign exchange markets [PDF]
Physica A: Statistical Mechanics and its Applications, 2007 We investigate the relative market efficiency in financial market data, using the approximate entropy(ApEn) method for a quantification of randomness in time series. We used the global foreign exchange market indices for 17 countries during two periods from 1984 to 1998 and from 1999 to 2004 in order to study the efficiency of various foreign exchange ...
Oh, G, Kim, S, Eom, C
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The market efficiency of the Tanzania stock market [PDF]
Banks and Bank Systems, 2016 The purpose of this article is to examine the efficiency of the Tanzania stock market. The study attempts to answer whether the Tanzania stock market is weak-form efficient.
Josephine Njuguna
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Market efficiency in agricultural futures markets [PDF]
Applied Economics, 2002 Market efficiency and unbiasedness are tested in four agricultural commodity futures markets - live cattle, hogs, corn, and soybean meal - using cointegration and error correction models with GQARCH-in-mean processes. Results indicate each market is unbiased in the long run, although cattle, hogs and corn futures markets exhibit short-run ...
McKenzie, Andrew M., Holt, Matthew T.
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The impact of corporate spin-offs on shareholders’ wealth: Empirical evidence from India
Cogent Economics & Finance, 2022 Corporate restructuring is a widely adopted mode of improving efficiency and firm performance and has been studied in different country contexts such as the US, Australia, and Europe.
Deeksha Gupta +2 more
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Efficiency in Dirty Tanker Market [PDF]
Journal of Eta Maritime Science, 2018 The maritime industry is highly capital intensive. From this point of view, it is very important that the return of the investments made is healthy. This can be achieved by efficiency of the freight market.
Sadık Özlen BAŞER, Abdullah AÇIK
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INSIDERS AND MARKET EFFICIENCY [PDF]
The Journal of Finance, 1976 THE STRONG-FORM of the efficient market hypothesis assumes all available public and private information is fully relected in a security's market price. The strongform, in terms of market participants, also assumes that no individual can have higher expected trading profits than others because of monopolistic access to information.
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