Is the existence of property cycles consistent with the Efficient Market Hypothesis? [PDF]
, 2006 A number of empirical studies have confirmed the existence of property cycles in various mature real estate markets. In this paper, we will see whether these results fit in with the existing relevant theories.
Chau, KW, Man, KF
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Determinants of gold price movements: An empirical investigation in the presence of multiple structural breaks. [PDF]
Resour Policy, 2020 Chirwa TG, Odhiambo NM.
europepmc +1 more source
The Development of the Romanian Capital Market: Evidences on Information Efficiency [PDF]
The Romanian capital market has considerably grown in the last decade. This study reveals new evidences regarding informational efficiency of this market.
Bensafta, Malik +4 more
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Testing for rational bubbles in a co-explosive vector autoregression [PDF]
We derive the parameter restrictions that a standard equity market model implies for a bivariate vector autoregression for stock prices and dividends, and we show how to test these restrictions using likelihood ratio tests.
Bent Nielsen, Tom Engsted
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Understanding what we know so far about young people's engagement with wellbeing apps. A scoping review and narrative synthesis. [PDF]
Digit Health, 2022 Antezana G +3 more
europepmc +1 more source
Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability [PDF]
This paper compares different versions of the multiple variance ratio test based on bootstrap techniques for the construction of empirical distributions.
Benjamin Miranda Tabak +1 more
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Efficiency of the foreign exchange markets in South Asian Countries [PDF]
This paper examines the weak form efficiency of the foreign exchange markets in seven SAARC countries using monthly return series for each of these markets over a period of 21 years (1985-2005).
Abullah M. Noman, Minhaz U. Ahmed
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On the efficiency of foreign exchange markets in times of the COVID-19 pandemic. [PDF]
Technol Forecast Soc Change, 2020 Aslam F +4 more
europepmc +1 more source
The Quest for Stability: The View of Financial Institutions
, 2010 On September 3-4, 2009 SUERF and Utrecht University School of Economicsorganized the Colloquium "The Quest for Stability" in Utrecht, the Netherlands.
Blommestein, Hans J. +6 more
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