Results 11 to 20 of about 6,481,107 (302)
World currency options market efficiency [PDF]
Banks and Bank Systems, 2010 The World Currency Options (WCO) began in July 2007 on the Philadelphia Stock Exchange (PHLX) with the new features. These options are designed for monthly maturity with smaller contract size than the existing currency option contract which matures ...
Ariful Hoque
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Efficient Markets and Alienation
Philosophers' Imprint, 2022 Efficient markets are alienating if they inhibit us from caring about one another in our productive activities. I argue that efficient market behaviour is both exclusionary and fetishistic. As exclusionary, the efficient marketeer cannot manifest care alongside their market behaviour.
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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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Market efficiency in the European carbon markets [PDF]
Energy Policy, 2012 In this paper, we study the relationship between futures and spot prices in the European carbon markets from the cost-of-carry hypothesis. The aim is to investigate the extent of efficiency market. The three main European markets (BlueNext, EEX and ECX) are analyzed during Phase II, covering the period from March 13, 2009 to January, 17, 2012.
Charles, Amélie +2 more
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Efficiency and News in Exchange Rate Market. The Euro/Dollar Case [PDF]
, 2001 The aim of the paper is twofold: the first one is to examine the theoretical points that constitute literature on exchange rate market efficiency.
Napolitano, O, Canale, RR
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Competition and Efficiency in Congested Markets [PDF]
SSRN Electronic Journal, 2005 We study the efficiency of oligopoly equilibria (OE) in congested markets. The motivating examples are the allocation of network flows in a communication network or of traffic in a transportation network. We show that increasing competition among oligopolists can reduce efficiency, measured as the difference between users’ willingness to pay and delay ...
Acemoglu, Daron, Ozdaglar, Asuman E.
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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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Efficient market hypothesis: is the Croatian stock market as (in)efficient as the U.S. market [PDF]
Financial theory and practice, 2011 Traditional statistical tests of serial independence of stock price changes often show that stock markets are ineffi cient. Our analysis on daily and monthly data confirms this finding for the Croatian and U.S. markets in the 2002-2010 period. However, this result seems to be mainly due to the impact of the crisis of 2008-2009.
Velimir Šonje +2 more
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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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The Dynamics of Market Efficiency
The Review of Financial Studies, 2016 We study the dynamics of high-frequency market efficiency measures. We provide evidence that these measures comove across stocks and with each other, suggesting the existence of a systematic market efficiency component. In vector autoregressions, we show that shocks to funding liquidity (the TED spread), hedge fund assets under management, and a proxy ...
Rosch, Dominik +2 more
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