Results 21 to 30 of about 901,690 (248)
Random walk theory and exchange rate dynamics in transition economies [PDF]
Panoeconomicus, 2010 This paper investigates the validity of the random walk theory in the Euro-Serbian dinar exchange rate market. We apply Andrew Lo and Archie MacKinlay's (1988) conventional variance ratio test and Jonathan Wright's (2000) non-parametric ranks and signs ...
Gradojević Nikola +2 more
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A small‐sample overlapping variance‐ratio test
Journal of Time Series Analysis, 2004 Abstract. The null distribution of the overlapping variance‐ratio (OVR) test of the random‐walk hypothesis is known to be downward biased and skewed to the right in small samples. As shown by Lo and MacKinlay (1989), the test under‐rejects the null on the left tail seriously when the sample size is small.
Ng, KW, Tse, YK, Zhang, X
openaire +5 more sources
Are MENA and Pacific Basin Stock Equity Markets Predictable?
SAGE Open, 2014 This research uses variance ratio analysis to test whether Middle Eastern, North African (MENA) and Pacific Basin emerging equity markets follow a martingale behavior during the period1980-2004.
Fathia Elleuch Lahyani
doaj +1 more source
Sequential Tests for Variance Ratios and Components of Variance
The Annals of Mathematical Statistics, 1958 A general sequential sampling method is given for problems of comparing the variances of two or more normal populations in terms of ratios of variances. Sequential tests are given for a hypothesis specifying the ratio of two variances, including tests for variance components in the analysis of variance (Model II).
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TESTING THE WEAK-FORM EFFICIENCY OF THE ROMANIAN CAPITAL MARKET BY ASSESSING THE RANDOM WALK-LIKE BEHAVIOUR OF STOCK PRICES [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2015 This paper attempts to test the efficiency of the Romanian Capital Market by assessing some basic statistical properties of prices for the ten most liquid stocks listed on the Bucharest Stock Exchange.
PAŞCA LUCIAN
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Test of Fama and French Three-Factor Model Components Effects on Portfolio Return Variance [PDF]
مجله دانش حسابداری, 2013 The purpose of this study is to test the Fama and French three-factor model in Tehran Stock Exchange. In order to do this, six portfolios including 616 stocks were formed for the years 2004-2009, regarding the size and the book values to the market value
Ebrahim Abbasi, Ghaffar Ghezeljeh
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Combined oral contraceptive (COC) use in obese adult women dramatically increases the relative risk of developing a pulmonary embolism (PE). The risk of a PE in obese adolescent females taking contraceptives is currently unknown. The purpose of this investigation was to determine the effect of body mass index (BMI) and contraceptive
John Puetz, Joanne Salas
wiley +1 more source
A Variance Shift Model for Detection of Outliers in the Linear Measurement Error Model
Abstract and Applied Analysis, 2014 We present a variance shift model for a linear measurement error model using the corrected likelihood of Nakamura (1990). This model assumes that a single outlier arises from an observation with inflated variance.
Babak Babadi +4 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Type 1 plasminogen deficiency (PLGD‐1) is an ultra‐rare autosomal recessive disorder caused by variants in the PLG gene and affects approximately 1.6 individuals per million. The condition is characterized by decreased plasminogen levels and impaired function, resulting in fibrin‐rich lesions on mucous membranes throughout the body.
Charles Nakar +7 more
wiley +1 more source
Analysis of Stock Market Efficiency in Emerging Markets: Evidence from BRICS [PDF]
Romanian Economic Journal, 2019 This study aims at examining the efficiency of stock returns of BRICS markets. Here we consider the daily data from 25th September 1997 to 31st March 2018.
Siva Kiran, Prabhakar Rao.R
doaj