Results 51 to 60 of about 1,493,830 (246)
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 ...
Mathijs A. Van Dijk +2 more
openaire +2 more sources
On the efficiency of the global gold markets [PDF]
International Review of Financial Analysis, 2015 This paper examines the weak-form efficiency of the global gold markets with specific focus on the random walks (RWS) and martingale difference sequence (MDS) hypotheses, and consequently, investigates the extent to which predictability or non-predictability of global daily spot gold price return series behaviour can be explained by volatilities in ...
Ntim, Collins G. +3 more
openaire +5 more sources
A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan
, 2016 This study examines the adaptive market hypothesis (AMH) in Japanese stock markets (TOPIX and TSE2). In particular, we measure the degree of market efficiency by using a time-varying model approach.
Akihiko Noda +20 more
core +1 more source
Bridging Nature and Technology: A Perspective on Role of Machine Learning in Bioinspired Ceramics
Advanced Engineering Materials, EarlyView.Machine learning (ML) is revolutionizing the development of bioinspired ceramics. This article investigates how ML can be used to design new ceramic materials with exceptional performance, inspired by the structures found in nature. The research highlights how ML can predict material properties, optimize designs, and create advanced models to unlock a ...
Hamidreza Yazdani Sarvestani +2 more
wiley +1 more source
Assessing the Ecological Value: Monetizing Process Innovations in Tailored Forming
Advanced Engineering Materials, EarlyView.This article introduces a method for evaluating the sustainability of innovations, even with limited data. The method is illustrated through an analysis of the “Tailored Forming” technology, which explores the impact of sustainability on economic value added.
Jonas Schneider +4 more
wiley +1 more source
FROM BEHAVIORAL FINANCE TO ECCLESIASTES FINANCE: THE PAIN OF GAIN AND THE GLORY OF AN INVESTMENT LOSS [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2016 Academic and practitioner’s literature has a plethora of evidence that active investment management is futile economically and underperforming financially, - more preponderant for large, blue chips.
ADRIAN MITROI
doaj
Price Appreciation and Roughness Duality in Bitcoin: A Multifractal Analysis
Mathematics, 2021 Since its launch in 2009, bitcoin has thrived, attracting the attention of investors, regulators, academia, and the public in general. Its price dynamics, characterized by extreme volatility, severe jumps, and impressive long-term appreciation, suggest ...
Cristiana Vaz +2 more
doaj +1 more source
Measuring Securities Market Efficiency in the Regulatory Setting [PDF]
, 2000 In Nov 1998, the SEC proposed a modification to the federal securities law disclosure requirements to facilitate the process of issuing new securities.
Cotter, James F., Thomas, Randall S.
core +3 more sources
Advanced Engineering Materials, EarlyView.This article introduces the Dataspace Management System (DSMS), a methodological framework realized in software, designed as a technology stack to power dataspaces with a focus on advanced knowledge management in materials science and manufacturing. DSMS leverages heterogeneous data through semantic integration, linkage, and visualization, aligned with
Yoav Nahshon +7 more
wiley +1 more source
Modeling Momentum and Reversals
Risks, 2022 Stock prices are well known to exhibit behaviors that are difficult to model mathematically. Individual stocks are observed to exhibit short term price reversals and long term momentum, while their industries only exhibit momentum.
Harvey J. Stein, Jacob Pozharny
doaj +1 more source