On the efficiency of foreign exchange markets in times of the COVID-19 pandemic. [PDF]
Aslam F +4 more
europepmc +1 more source
Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets [PDF]
In this paper we test the weak form of the efficient market hypothesis for Central and Eastern Europe (CEE) equity markets for the period 1999-2009. To test weak form efficiency in the markets this study uses, autocorrelation analysis, runs test, and ...
Guidi, Francesco +2 more
core +1 more source
A forecasting of indices and corresponding investment decision making application [PDF]
Student Number : 9702018F - MSc(Eng) Dissertation - School of Electrical and Information Engineering - Faculty of Engineering and the Built EnvironmentDue to the volatile nature of the world economies, investing is crucial in ensuring an individual is
Patel, Pretesh Bhoola
core
Efficient market hypothesis as a modern concept of stock market [PDF]
У статті розглянуто основні положення гіпотези ефективного ринку, її сильні та слабкі сторони. Наведено приклади практичних обмежень і невідповідностей даної теорії.
Plastun, Oleksii Leonidovych +4 more
core
The Quest for Stability: The View of Financial Institutions
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
core
A Non-Random Walk down Canary Wharf [PDF]
In this paper I perform a panel data analysis to evaluate whether - nancial technical indicators are able to predict stock market returns. By using a panel of 40 stocks taken from the Financial Times Stock Exchange (FTSE) observed in 2004, I test the ...
Canegrati, Emanuele
core +1 more source
Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India. [PDF]
Hiremath GS, Kumari J.
europepmc +1 more source
Annual Meeting of the Canadian Association for the Study of the Liver (CASL), the Canadian Network on Hepatitis C (CANHEPC) and the Canadian Association of Hepatology Nurses (CAHN) 2021 Abstracts. [PDF]
europepmc +1 more source
Market Mood, Adaptive Beliefs and Asset Price Dynamics [PDF]
Empirical evidence has suggested that, facing different trading strategies and complicated decision, the proportions of agents relying on particular strategies may stay at constant level or vary over time.
Ilaria Foroni +3 more
core
PPP and the Balassa Samuelson Effect: the Role of the Distribution Sector [PDF]
This paper investigates the impact of the distribution sector on the real exchange rate, controlling for the Balassa-Samuelson effect, as well as other macro variables. Long-run coefficients are estimated using a panel dynamic OLS estimator.
Luca Ricci, Ronald MacDonald
core

