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Liquidity and market efficiency in cryptocurrencies
Economics Letters, 2018We examine the liquidity of 456 different cryptocurrencies, and show that return predictability diminishes in cryptocurrencies with high market liquidity.
Wang Chun Wei
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World Scientific Lecture Notes in Finance, 2019
Annotation. The free press, which raises topical issues and discusses ways to solve them, is an integral part of a developed society and state. The introduction of digital technologies in the Kazakh press has led to the transition to the Internet not ...
K. Sak +2 more
semanticscholar +3 more sources
Annotation. The free press, which raises topical issues and discusses ways to solve them, is an integral part of a developed society and state. The introduction of digital technologies in the Kazakh press has led to the transition to the Internet not ...
K. Sak +2 more
semanticscholar +3 more sources
Cryptocurrencies market efficiency ranking: Not so straightforward
Physica A: Statistical Mechanics and its Applications, 2019We study the cryptocurrency market with respect to the efficient market hypothesis. Specifically, we are interested in testing whether the examined coins and tokens are efficient or not but we also compare the levels of efficiency within the cryptomarket.
L. Kristoufek, M. Vosvrda
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How to improve the market efficiency of carbon trading: A perspective of China
Renewable and Sustainable Energy Reviews, 2016Xin-gang Zhao +3 more
exaly +2 more sources
1987
A capital market is said to be efficient if it fully and correctly reflects all relevant information in determining security prices. Formally, the market is said to be efficient with respect to some information set, ϕ, if security prices would be unaffected by revealing that information to all participants.
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A capital market is said to be efficient if it fully and correctly reflects all relevant information in determining security prices. Formally, the market is said to be efficient with respect to some information set, ϕ, if security prices would be unaffected by revealing that information to all participants.
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Informational efficiency: ranking markets [PDF]
Economic Theory, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Stock market efficiency: A comparative analysis of Islamic and conventional stock markets
Physica A: Statistical Mechanics and its Applications, 2018In this paper, we examine the comparative efficiency of 12 Islamic and conventional stock markets counterparts using multifractal de-trended fluctuation analysis (MF-DFA).
Sajid Ali +3 more
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Asymmetric market efficiency using the index-based asymmetric-MFDFA
Physica A: Statistical Mechanics and its Applications, 2018We explore the asymmetric market efficiency for various countries’ stock indices using the index-based asymmetric-MFDFA. We divide market based on its trend within certain sub-period.
Minhyuk Lee +3 more
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Liquidity and market efficiency☆
Journal of Financial Economics, 2007Abstract Short-horizon return predictability from order flows is an inverse indicator of market efficiency. We find that such predictability is diminished when bid-ask spreads are narrower, and has declined over time with the minimum tick size. Variance ratio tests suggest that prices were closer to random walk benchmarks in the more liquid decimal ...
Chordia, Tarun +2 more
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The Efficient-Market Hypothesis
2022Prior to the financial crisis most economists, though happily not all, believed in a version of the Efficient Market Hypothesis (“EMH”) which held that financial markets were efficiently and thus always correctly priced. The financial crisis resulted in the EMH being discredited as, despite many warnings, it led central bankers to ignore the threat ...
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