Results 1 to 10 of about 1,905,638 (199)
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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Asymmetric Fractal Characteristics and Market Efficiency Analysis of Style Stock Indices [PDF]
Entropy, 2022 As a typical complex system, the stock market has attracted the attention of scholars and investors to comprehensively understand its fractal characteristics and analyze its market efficiency.
Chao Xu +4 more
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Entropy as a Tool for the Analysis of Stock Market Efficiency During Periods of Crisis [PDF]
EntropyIn the article, we analyse the problem of the efficiency market hypothesis using entropy in moments of transition from a normal economic situation to crises or slowdowns in European, Asian and US stock markets and the economy in the years 2007–2023 (2008–
Daniel Papla, Rafał Siedlecki
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COVID-19 and financial market efficiency: Evidence from an entropy-based analysis. [PDF]
Financ Res Lett, 2021 Wang J, Wang X.
europepmc +2 more sources
Comparative Studies of North African Financial Markets [PDF]
Financial Markets, Institutions and Risks, 2023 This research conducts a comprehensive analysis of North African financial markets, exploring their intricacies, strengths, and weaknesses while focusing on potential future developments.
Mouziane Fatma, Zerigui Khadidja
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Price discovery and market efficiency of cardamom in India [PDF]
Vilakshan (XIMB Journal of Management), 2022 Purpose – Transparent and fair price discovery is essential to commodity market participants in the trade value chain for competitive benefit. The purpose of this paper is to investigate the price discovery of Indian cardamom at e-auction, spot and ...
A.N. Vijayakumar
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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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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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