Results 91 to 100 of about 72,155 (291)
Capturing the month of the year effect in the Indian stock market using GARCH models [PDF]
Vilakshan (XIMB Journal of Management)Purpose – In the research of stock market efficiency, it is argued that the stock market moves randomly and absorbs all the available information. As a result, it is quite impossible to make predictions about the possible future movement by the investors.
Pramath Nath Acharya +2 more
doaj +1 more source
Calendar anomalies in the Malaysian stock market [PDF]
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized autoregressive conditional heteroskedasticity models; this study reveals the different anomaly patterns in this market for before, during and after the ...
Chia, Ricky Chee-Jiun +2 more
core +1 more source
Seasonal Trends in Lithuanian Stock Market [PDF]
, 2010 Purpose of the article is to disentangle different calendar effects which leave efficiency holes in Lithuanian market. This paper presents and tests if commonly described seasonal patterns exist in Lithuanian stock market.
Simanavičienė, Žaneta +1 more
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Intraday anomalies and market efficiency : a trading robot analysis [PDF]
, 2014 One of the leading criticisms of the Efficient Market Hypothesis (EMH) is the presence of so-called "anomalies", i.e. empirical evidence of abnormal behaviour of asset prices which is inconsistent with market efficiency. However, most studies do not take
Caporale, Guglielmo Maria +3 more
core +4 more sources
Sustainable Development, EarlyView.ABSTRACT The dynamic nature of small islands being geographically isolated and their perceived connectedness with global networks complicates research attempts to draw general conclusions on whether insularity leads to marginalization or strengthens their resilience for sustainable development.
Toheeb Lekan Jolaosho +2 more
wiley +1 more source
Stock splits and liquidity for two major capital markets from Central–Eastern Europe
Business, Management and Education, 2012 In the stock market there occur some events that contradict the efficient market hypothesis therefore they are called anomalies. One of the mysterious corporate events which has attracted the attention of numerous researchers is a stock split.
Józef Rudnicki
doaj +1 more source
Genetic Algorithms: Genesis of Stock Evaluation [PDF]
The uncertainty of predicting stock prices emanates pre-eminent concerns around the functionality of the stock market. The possibility of utilising Genetic Algorithms to forecast the momentum of stock price has been previously explored by many ...
Rama Prasad Kanungo
core
Pengaruh Weekend Effect Terhadap Return Saham Di Bursa Efek Indonesia [PDF]
, 2011 An investor who has investment in money market can use any kind of investment strategies to get maximum profit. One of them by using available anomalies which happen in money market.
rika, W. (winda)
core
Short-Term Interest Rates and Stock Market Anomalies
Journal of Financial and Quantitative Analysis, 2017 We present a simple 2-factor model that helps explain several capital asset pricing model (CAPM) anomalies (value premium, return reversal, equity duration, asset growth, and inventory growth). The model is consistent with Merton’s intertemporal CAPM (ICAPM) framework, and the key risk factor is the innovation on a short-term interest rate, the federal
Maio, Paulo, Santa-Clara, Pedro
openaire +2 more sources
Identifying and Modeling Tehran Stock Market Calendar Effects: Using ARCH and GARCH Models [PDF]
پژوهشهای اقتصادی, 2009 This paper examines the calendar anomalies in daily return of the Tehran stock market. ARCH and GARCH models are employed to capture the wide range of different calendar anomalies exist in the literature.
Reza Raei, Saeed Bajalan
doaj