Results 11 to 20 of about 1,493,830 (246)
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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Increasing market efficiency in the stock markets [PDF]
The European Physical Journal B, 2008 We study the temporal evolution of the market efficiency in the stock markets using the complexity, entropy density, standard deviation, autocorrelation function, and probability distribution of the log return for Standard and Poor's 500 (S&P 500), Nikkei stock average index, and Korean composition stock price index (KOSPI).
Taisei Kaizoji +4 more
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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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, 2005 This CFS Working Paper has been presented at the CFSsymposium "Market Efficiency Today" held in Frankfurt/Main on October 6, 2005. In 2004 the Center for Financial Studies (CFS) in cooperation with the Johann Wolfgang Goethe University, Frankfurt/Main established an international academic prize, which is to be known as The Deutsche Bank Prize in ...
Pesaran, M. Hashem
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Real earnings management and stock returns: moderating role of cross-sectional effects [PDF]
AJAR (Asian Journal of Accounting Research), 2021 Purpose - The study aims at investigating the impact of real earnings management (REM) on the cross-sectional stock return after considering the moderating role of market effect, size effect, value effect and momentum effect. Design/methodology/approach -
Manish Bansal +2 more
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Banks, Markets, and Efficiency [PDF]
SSRN Electronic Journal, 2005 A competitive financial system can help reduce banks’ monopoly power and the associated inefficiencies. However, according to Diamond (J Polit Econ 105: 928–956, 1997) and Fecht (J Eur Econ Assoc 6(2), 2004) competition with the financial sector may also constrain the amount of liquidity insurance that banks can provide to households affected by ...
Fecht, Falko, Martin, Antoine
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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 Insider Trading Anomaly in FTSE-350
Frontiers in Psychology, 2022 In recent studies, numerous anomalies against the weak and semi-strong-forms of efficient market hypothesis (EMH) have been found insignificant after controlling the small-firm effect.
Jinxia Meng, Leping Huang, Zhou Lu
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Investigating psychological, emotional, brain and neurological factors on investors' behavior [PDF]
New Applied Studies in Management, Economics & Accounting, 2020 It is very difficult not to look at the capital market (stock) as an individual. This market has conditions that can change from good to bad. It can act quickly and have some modifications the next day.
Milad Shahvaroughi Farahani
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Market efficiency of cryptocurrency: evidence from the Bitcoin market
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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