Results 11 to 20 of about 4,910,011 (312)
Banks, Markets, and Efficiency [PDF]
Annals of Finance, 2005 Following Diamond (1997) and Fecht (2004) we use a model in which financial ...
Fecht, Falko, Martin, Antoine
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Market efficiency in foreign exchange markets [PDF]
Physica A: Statistical Mechanics and its Applications, 2007 We investigate the relative market efficiency in financial market data, using the approximate entropy(ApEn) method for a quantification of randomness in time series. We used the global foreign exchange market indices for 17 countries during two periods from 1984 to 1998 and from 1999 to 2004 in order to study the efficiency of various foreign exchange ...
Oh, G, Kim, S, Eom, C
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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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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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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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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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The economics of marketing the apricot crop and measuring marketing efficiency and the factors affecting it in Salah al-Din - Al-Alam District as a model for the 2022 production season [PDF]
مجلة جامعة كركوك للعلوم الزراعيةThe high marketing margin and low marketing efficiency of apricots in Salah al-Din Governorate was the main goal of studying this crop, as well as estimating marketing costs and measuring marketing efficiency. A random sample was chosen in this research,
Firas Rahim
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Apstract: Applied Studies in Agribusiness and Commerce, 2022 The study analyzed the determinants of profit efficiency among catfish marketers in Lagos state, Nigeria. Multistage sampling procedure was used to select 120 catfish marketers, data were collected with the aid of a structured questionnaire.
Aboaba Settings Kazeem
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