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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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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
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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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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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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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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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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Energies, 2021 Oil price forecasts are of crucial importance for many policy institutions, including the European Central Bank and the Federal Reserve Board, but projecting oil market evolutions remains a complicated task, further exacerbated by the financialization ...
Cristiana Tudor, Andrei Anghel
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Short-Term Price Reaction to Filing for Bankruptcy and Restructuring Proceedings—The Case of Poland
Risks, 2021 This study aims to check market reaction to filing for bankruptcy and restructuring proceedings and to verify the short-term effect of a price reversal in the Polish market in the years 2004–2019.
Błażej Prusak, Marcin Potrykus
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