Results 51 to 60 of about 72,155 (291)
The Study of Mean Reversion in Tehran Security Exchange Using Variance Ratio Test [PDF]
بررسیهای حسابداری و حسابرسی, 2009 Based on efficient market hypothesis the stock prices follow random walk process. In such market the stock return can not be predicted using past price variation.
Reza Tehrani +2 more
doaj
Waves of Uncertainty: Crude Oil Under Geopolitical, Economic, and ESG Turbulence
Energy Science &Engineering, EarlyView.Dynamic copula and wavelet coherence reveal that geopolitical, economic, and sustainability uncertainties significantly shape crude oil price co‐movements. Long‐term coherence, especially post‐2015, highlights the growing role of ESG risks alongside geopolitical shocks and economic crises in global energy risk transmission.
Sana Braiek +3 more
wiley +1 more source
Seasonal Anomalies in TEHRAN Stock Exchange Returns Non Parametric Bootstrap Approach [PDF]
تحقیقات مالی, 2011 Because of the heterogeneity in behavior, in the real world prices may deviate substantially and persistently from their fundamental values. Of course, if these heterogeneous elements play a rather minor role then asset prices and rates of return will be
Mohsen Nazari, Elham Farzanegan
doaj
THE EFFICIENT MARKET HYPOTHESIS: A CRITICAL REVIEW OF LITERATURE AND METHODOLOGY
Ekonomika, 2014 The development of the capital markets is changing the relevance and empirical validity of the efficient market hypothesis. The dynamism of capital markets determines the need for efficiency research.
Augustas Degutis, Lina Novickytė
doaj +1 more source
Comparing Asset Pricing Factor Models under Multivariate t-Distribution: Evidence from China
Discrete Dynamics in Nature and Society, 2021 Factor models provide a cornerstone for understanding financial asset pricing; however, research on China’s stock market risk premia is still limited.
Xi Sun +5 more
doaj +1 more source
Anomalies de marché, indicateurs macro-économiques et rendement des titres des marchés émergents d’Asie [PDF]
, 1995 Dans cet article, nous analysons la relation entre les rendements des actions, leur risque systématique et les principales anomalies de marché, dans huit marchés émergents d’Asie.
Guay, Richard +2 more
core +1 more source
Anomalies In Asian Stock Market
Media Riset Akuntansi, Auditing & Informasi, 2008 Anomaly phenomena in many stock markets show various results achieved by each researcher. The various results very much depend on time and method used. Most of Asian Stock Market is emerging market. The objective in this research are to know market anomalies, especially those of weekend effect, turn of the month effect, and turn of the yeareffect, in ...
openaire +2 more sources
Global Change Biology Communications, EarlyView.Climate change has rapidly expanded and shifted suitable climate conditions for eight major forest pests across North America, especially toward northern and higher elevation areas. Host exposure and overlap among pests are increasing, raising ecological and economic risks, and signaling accelerating future impacts under continued warming.
Yan Boulanger +5 more
wiley +1 more source
Calendar Anomalies in African Stock Markets: Does the Effect of Covid-19 Pandemic Matter?
Organizations and Markets in Emerging EconomiesThe Covid-19 pandemic profoundly disrupted global economies and financial systems, altering investor behavior and challenging traditional market dynamics.
Fouzia Alloul, El Mehdi Ferrouhi
doaj +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the relationship between economic policy uncertainty, risk aversion, and investors' attention for 15 equity indices across Asia, Europe, and North America. Our empirical results indicate that both risk aversion and economic uncertainty significantly increase the Google Search Volume across all equity indices.
Stephanos Papadamou +2 more
wiley +1 more source