Results 21 to 30 of about 8,867,979 (409)
Capital market efficiency III [PDF]
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
doaj +1 more source
Testing the Insider Trading Anomaly in FTSE-350
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
doaj +1 more source
Investigating psychological, emotional, brain and neurological factors on investors' behavior [PDF]
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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Social media and the stock markets: an emerging market perspective
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
doaj +1 more source
Efficient market hypothesis: is the Croatian stock market as (in)efficient as the U.S. market [PDF]
Traditional statistical tests of serial independence of stock price changes often show that stock markets are inefficient. 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
openaire +4 more sources
Spectral analysis and the death of value investing
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
doaj +1 more source
Market-Aware Models for Efficient Cross-Market Recommendation [PDF]
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]
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
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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Market interaction and efficient cooperation [PDF]
The authors thank the Spanish Ministerio de Economia y Competitividad (Grant: ECO2014-59302-P), the Generalitat de Catalunya (Grant: 2014 SGR 510), the Antoni Serra Ramoneda Research Chair (UAB-Catalunya Caixa) for financial support.
Jordi Brandts, Arno Riedl
openaire +14 more sources