A forecasting of indices and corresponding investment decision making application [PDF]
, 2007 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
Market efficiency in the emerging securitized real estate markets [PDF]
This paper tests the random walk hypothesis and market efficiency for twelve emerging as well as for four developed securitized real estate markets from 1992 to 2009.
Schindler, Felix
core
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 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]
Springerplus, 2014 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]
Can Liver J, 2021 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
HACking at Non-linearity: Evidence from Stocks and Bonds [PDF]
The implicit assumption of linearity is an important element in empirical finance. This study presents a hypothesis testing approach which examines the linear behaviour of the conditional mean between stock and bond returns.
Adam E Clements +2 more
core
Enhanced prediction of stock markets using a novel deep learning model PLSTM-TAL in urbanized smart cities. [PDF]
HeliyonLatif S +5 more
europepmc +1 more source
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