Results 11 to 20 of about 8,905,614 (368)
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
doaj +1 more source
Social media and the stock markets: an emerging market perspective
Journal of Business Economics and Management, 2021 There are numerous studies that examine the impact of social media on the stock market performance but there is a paucity of such evidences from the emerging economies.
Shweta Agarwal +2 more
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Spectral analysis and the death of value investing
Cogent Economics & Finance, 2021 This study explores the redundancy of the value premium by conducting a Fourier analysis. The results illustrate periodicity in the value premium and merges the Adaptive Market Hypothesis with the Efficient Market hypothesis.
John-Morgan Bezuidenhout +1 more
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Market-Aware Models for Efficient Cross-Market Recommendation [PDF]
, 2023 We consider the cross-market recommendation (CMR) task, which involves recommendation in a low-resource target market using data from a richer, auxiliary source market. Prior work in CMR utilised meta-learning to improve recommendation performance in target markets; meta-learning however can be complex and resource intensive.
arxiv +1 more source
Quantifying Market Efficiency Impacts of Aggregated Distributed Energy Resources [PDF]
IEEE Transactions on Power Systems, 2019 We focus on the aggregation of distributed energy resources (DERs) through a profit-maximizing intermediary that enables participation of DERs in wholesale electricity markets.
Khaled Alshehri +3 more
semanticscholar +1 more source
Volatility Transmission Between Container and Dry Bulk Freight Markets During the COVID-19 Pandemic
Journal of Eta Maritime Science, 2023 Shipping is a highly volatile, cyclical, and capital-intensive industry defined by extreme highs and lows. This makes information regarding volatility in this market material and relevant for decisions related to portfolio diversification, forecasting ...
Reha Memişoğlu, Seçil Sigalı
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Quantitative Finance and Economics, 2020 This paper analyses the behaviour of stock returns and calendar anomalies over a ten year period: 2007–2016 on the London Stock Exchange, through two major indices, the FTSE100 and FTSE250.
Lucrezia Rosini, 10.3934/QFE.2020006
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Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study [PDF]
Asia-Pacific Financial Markets, 2019 This paper investigates the dynamic relationship between market efficiency, liquidity, and multifractality of Bitcoin. We find that before 2013 liquidity is low and the Hurst exponent is less than 0.5, indicating that the Bitcoin time series is anti ...
T. Takaishi, Takanori Adachi
semanticscholar +1 more source
On the Market Efficiency and Liquidity of High-Frequency Cryptocurrencies in a Bull and Bear Market
, 2020 The market for cryptocurrencies has experienced extremely turbulent conditions in recent times, and we can clearly identify strong bull and bear market phenomena over the past year.
Yuanyuan Zhang +3 more
semanticscholar +1 more source
A Computational View of Market Efficiency [PDF]
, 2009 We propose to study market efficiency from a computational viewpoint. Borrowing from theoretical computer science, we define a market to be \emph{efficient with respect to resources $S$} (e.g., time, memory) if no strategy using resources $S$ can make a ...
Hasanhodzic, Jasmina +2 more
core +5 more sources