Results 21 to 30 of about 10,017,236 (335)
Adaptive market hypothesis [PDF]
, 2019 Purpose: To investigate the implications of the Addaptive Market Hypothesis (AMH) on Turkish stock exchange market (Borsa Istanbul) indices as an emerging economy.
Ergün, Zeliha Can +2 more
core +3 more sources
INSIDERS AND MARKET EFFICIENCY [PDF]
The Journal of Finance, 1976 THE STRONG-FORM of the efficient market hypothesis assumes all available public and private information is fully relected in a security's market price. The strongform, in terms of market participants, also assumes that no individual can have higher expected trading profits than others because of monopolistic access to information.
openaire +1 more source
The Information Conveyed in a SPAC′s Offering
Entropy, 2021 The popularity of SPACs (Special Purpose Acquisition Companies) has grown dramatically in recent years as a substitute for the traditional IPO (Initial Public Offer).
Gil Cohen, Mahmoud Qadan
doaj +1 more source
Agricultural commodity markets and the Turn of the month effect
Agricultural Economics (AGRICECON), 2023 The Turn of the month (ToM) effect is a calendar anomaly when the majority of returns of an asset are concentrated into several days around the end of the old month and the start of the new one.
Peter Árendáš, Jana Kotlebová
doaj +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
Entropy and Efficiency of the ETF Market [PDF]
, 2019 We investigate the relative information efficiency of financial markets by measuring the entropy of the time series of high frequency data. Our tool to measure efficiency is the Shannon entropy, applied to 2-symbol and 3-symbol discretisations of the ...
A Shmilovici +11 more
core +1 more source
A Tale of Two Layers: The Mutual Relationship between Bitcoin and Lightning Network
Risks, 2020 A major concern of the adoption and scalability of Blockchain technologies refers to their efficient use for payments. In this work, we analyze how Lightning Network (LN), which represents a relevant infrastructural novelty, is influenced by the market ...
Stefano Martinazzi +2 more
doaj +1 more source
The market efficiency in the stock markets [PDF]
, 2007 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 ...
Cajueiro +32 more
core +2 more sources
Capital market efficiency in transitioning Southeastern European countries
Ekonomski Vjesnik, 2023 Purpose: This paper is a continuation of research in the series that examines the weak form of the efficient capital markets theorem in Southeast European transitioning economies.
Ante Dodig, Milica Bugarčić
doaj +1 more source
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