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Subject
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Efficient market hypothesis 8,560 Effizienzmarkthypothese 8,471 Theorie 2,837 Theory 2,833 Börsenkurs 2,354 Share price 2,349 Aktienmarkt 1,711 Stock market 1,659 Schätzung 1,097 Estimation 1,092 Capital income 1,033 Kapitaleinkommen 1,033 Finanzmarkt 1,006 Financial market 1,005 Anlageverhalten 859 Behavioural finance 856 USA 818 United States 809 Market efficiency 753 Wertpapierhandel 580 Securities trading 579 Volatilität 551 market efficiency 551 Volatility 549 Portfolio selection 508 Portfolio-Management 508 Welt 480 World 480 Ankündigungseffekt 443 Announcement effect 443 Efficiency 418 Prognoseverfahren 415 Deutschland 414 Forecasting model 414 CAPM 410 Germany 384 Effizienz 378 Finanzanalyse 377 Financial analysis 374 Asymmetrische Information 369
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Online availability
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Free 2,653 Undetermined 2,002 CC license 162
Type of publication
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Article 5,394 Book / Working Paper 3,578 Other 3
Type of publication (narrower categories)
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Article in journal 4,812 Aufsatz in Zeitschrift 4,812 Graue Literatur 1,285 Non-commercial literature 1,285 Working Paper 1,228 Arbeitspapier 1,194 Hochschulschrift 417 Aufsatz im Buch 355 Book section 355 Thesis 341 Bibliografie enthalten 99 Bibliography included 99 Collection of articles written by one author 55 Dissertation u.a. Prüfungsschriften 55 Sammlung 55 Collection of articles of several authors 50 Sammelwerk 50 Article 33 Systematic review 30 Übersichtsarbeit 30 Aufsatzsammlung 29 Conference paper 23 Konferenzbeitrag 23 Konferenzschrift 22 Amtsdruckschrift 13 Government document 13 Case study 12 Fallstudie 12 Conference proceedings 10 Forschungsbericht 10 Reprint 9 Lehrbuch 8 Textbook 8 research-article 8 Glossar enthalten 5 Glossary included 5 Handbook 5 Handbuch 5 Mikroform 5 Festschrift 4
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Language
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English 8,152 German 476 Undetermined 210 French 55 Spanish 39 Italian 13 Portuguese 13 Polish 8 Russian 5 Czech 4 Lithuanian 3 Hungarian 2 Swedish 2 Turkish 2 Danish 1 Croatian 1 Dutch 1
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Author
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Caporale, Guglielmo Maria 77 Plastun, Alex 56 Gil-Alaña, Luis A. 44 Subrahmanyam, Avanidhar 26 Kirchler, Michael 25 Paul, Rodney J. 25 Vives, Xavier 25 Shiller, Robert J. 23 Weinbach, Andrew P. 23 Kim, Jae H. 22 Makarenko, Inna 22 Huber, Jürgen 20 Lo, Andrew W. 19 Kochman, Ladd Michael 18 Theissen, Erik 17 Fafchamps, Marcel 16 Lim, Kian-Ping 16 Metghalchi, Massoud 16 Pesaran, M. Hashem 16 Urquhart, Andrew 16 Chordia, Tarun 15 Chung, Dennis Y. 15 Hegarty, Tadgh 15 Hrazdil, Karel 15 Krieger, Kevin 15 Whelan, Karl 15 Charles, Amélie 14 Darné, Olivier 14 Ibikunle, Gbenga 14 Levich, Richard M. 14 Sornette, Didier 14 Vaughan Williams, Leighton 14 Bartram, Söhnke M. 13 Bohl, Martin T. 13 DeSantis, Mark 13 Duffie, Darrell 13 Franck, Egon 13 Gautier, Pieter 13 Massa, Massimo 13 Menkhoff, Lukas 13
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Institution
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National Bureau of Economic Research 102 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 21 Center for Economic Research <Tilburg> 7 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 6 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 CESifo 4 Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 4 Erasmus Research Institute of Management 4 C.E.P.R. Discussion Papers 3 Centre for Economic Policy Research 3 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 3 Institute of European Finance <Bangor, Gwynedd> 3 Springer Fachmedien Wiesbaden 3 Advanced Research Workshop on a Reappraisal of the Efficiency of Financial Markets <1988, Sesimbra> 2 Bankwirtschaftliches Kolloquium <1989, Frankfurt, Main> 2 Barcelona Graduate School of Economics (Barcelona GSE) 2 Centre for International Economic Studies 2 Deutsche Forschungsgemeinschaft 2 EconWPA 2 European University Institute / Department of Economics 2 Europäische Kommission / Generaldirektion Wirtschaft und Finanzen 2 Federal Reserve Bank of St. Louis 2 HAL 2 Institut ekonomických studií, Univerzita Karlova v Praze 2 Instituto Valenciano de Investigaciones Económicas 2 Internationale Energieagentur 2 Kansantaloustieteen Laitos <Tampere> 2 Keleti Károly Gazdasági Kar, Óbudai Egyetem 2 Munich Economic Summit <2, 2003, München> 2 New York Stock Exchange 2 Nomos Verlagsgesellschaft 2 Rodney L. White Center for Financial Research 2 School of Economics and Finance <Brisbane> 2 Society for Computational Economics - SCE 2 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 2 University of Chicago / Center for Research in Security Prices 2 University of Essex / Department of Economics 2 University of Strathclyde / Department of Economics 2 Université Paris-Dauphine 2 Université Paris-Dauphine (Paris IX) 2
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Published in...
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Finance research letters 110 International review of financial analysis 107 Journal of banking & finance 102 NBER working paper series 102 Journal of financial economics 92 Applied economics 91 Working paper / National Bureau of Economic Research, Inc. 90 International review of economics & finance : IREF 75 NBER Working Paper 74 Applied financial economics 73 Applied economics letters 67 The journal of futures markets 58 Research in international business and finance 54 Economics letters 53 The European journal of finance 52 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 52 Journal of financial markets 48 Review of quantitative finance and accounting 48 The review of financial studies 47 Journal of international financial markets, institutions & money 46 Discussion paper / Centre for Economic Policy Research 43 Pacific-Basin finance journal 42 International journal of economics and finance 38 Energy economics 37 Journal of empirical finance 35 Finance India : the quarterly journal of Indian Institute of Finance 34 Journal of international money and finance 34 Management science : journal of the Institute for Operations Research and the Management Sciences 34 The journal of finance : the journal of the American Finance Association 34 Global finance journal 32 Europäische Hochschulschriften / 5 31 CESifo working papers 30 International journal of economics and financial issues : IJEFI 30 Journal of economics and finance 30 Journal of risk and financial management : JRFM 30 Economic modelling 29 Journal of economic behavior & organization : JEBO 28 Journal of sports economics 27 The journal of prediction markets 27 The journal of real estate finance and economics 27
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Source
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ECONIS (ZBW) 8,584 RePEc 226 USB Cologne (EcoSocSci) 79 EconStor 67 Other ZBW resources 10 BASE 9
Showing 1 - 50 of 8,975
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Regime-specific dynamics and informational efficiency in cryptomarkets : evidence from Gaussian mixture models
Jamhamed, Fayssal; Martin, Franck; Rondeau, Fabien; … - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015191775
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Oil market efficiency, quantity of information, and oil market turbulence
Gronwald, Marc; Wadud, Sania; Dogah, Kingsley - 2024
This paper analyses the informational efficiency of the WTI crude oil markets using a recently proposed quantitative measure for market inefficiency. The procedure measures the extent to which observed oil price behaviour deviates from the Random Walk benchmark which represents an efficient...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014490913
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Informational efficiency of world oil markets : one great pool, but with varying depth
Gronwald, Marc; Wadud, Sania; Dogah, Kingsley - 2024
This paper investigates the informational efficiency of global crude oil markets using a recently introduced quantitative measure for market inefficiency. The methodology assesses the deviation of observed oil price behavior from the Random Walk benchmark, representing an efficient market. The...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014505288
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"My name is Bond. Green Bond." : informational efficiency of climate finance markets
Gronwald, Marc; Wadud, Sania - 2024
This paper investigates the informational efficiency of green bond markets using a recently introduced quantitative measure for market inefficiency. The methodology assesses the deviation of observed asset price behavior from the Random Walk benchmark, which represents an efficient market. The...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014505807
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Evolution of stock market efficiency in Europe : evidence from measuring periods of inefficiency
Bock, Jonas; Geissel, Sebastian - In: Finance research letters 62 (2024) 1, pp. 1-8
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Beyond co-integration : new tools for inference on co-movements
Abadir, Karim Maher; Talmain, Gabriel - 2024
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The global financial crisis impact on stock market efficiency : a Fourier unit root tests analysis
Shaik, Muneer; Kamdar, Pratik; Nawaz, Nishad; Rabbani, … - In: Cogent economics & finance 12 (2024) 1, pp. 1-16
This study investigates how the Global Financial Crisis has affected the weak-form Efficient Market Hypothesis (EMH) on the stock prices of sixteen nations throughout the globe based on a suite of Fourier unit root tests. Considering the smooth structural breaks, we employed the Fourier-based...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015337835
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What do we learn from a machine understanding: news content? : stock market reaction to news
Brière, Marie; Huynh, Karen; Laudy, Olav; Pouget, … - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013486264
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A generalized model for pricing financial derivatives consistent with efficient markets hypothesis : a refinement of the black-scholes model
Lindgren, Jussi - In: Risks : open access journal 11 (2023) 2, pp. 1-5
This research article provides criticism and arguments why the canonical framework for derivatives pricing is incomplete and why the delta-hedging approach is not appropriate. An argument is put forward, based on the efficient market hypothesis, why a proper risk-adjusted discount rate should...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014233168
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On the volatility and market inefficiency of Bitcoin during the COVID-19 pandemic
Rufino, Cesar C. - In: DLSU business & economics review 32 (2023) 2, pp. 23-32
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014287859
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Measuring conditional correlation between financial markets' inefficiency
Di Sciorio, Fabrizio; Mattera, Raffaele; Trinidad … - In: Quantitative finance and economics 7 (2023) 3, pp. 491-507
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015125319
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Calendar anomalies and market volatility in selected cryptocurrencies
Naz, Farah; Sayyed, Madeeha; Rehman, Ramiz Ur; Naseem, … - In: Cogent business & management 10 (2023) 1, pp. 1-25
This study examines the day-of-the-week and January effects on the top performing cryptocurrencies with the highest capitalization during the sample period. The study uses the daily closing returns of selected currencies for 7 August 2015 to 20 August 2020. The day-of-the-week results indicate...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014466532
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Efficiency in the early stages of carbon markets : the case of the Korean emissions trading scheme
Yoon, Beomseok; Karali, Berna - In: Emerging markets, finance & trade : a journal of the … 61 (2025) 1, pp. 125-141
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Behavioral interventions and market efficiency : the case of a volatile retail electricity market
Baltaduonis, Rimvydas; Jaraitė, Jūratė; … - In: Journal of behavioral and experimental economics 114 (2025), pp. 1-20
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Stochastic exchange rate dynamics, intervention dynamics and the market efficiency hypothesis
Drakonakis, Emmanouil; Kotsios, Stelios - In: Computational economics 65 (2025) 1, pp. 463-481
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195774
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Wish or reality? : on the exploitability of triangular arbitrage in cryptocurrency markets
Muck, Matthias; Schmidl, Thomas; Wolf, Julian - In: Finance research letters 73 (2025), pp. 1-9
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Rewiring repo
Chang, Jin Wook; Klee, Elizabeth; Yankov, Vladimir - 2025
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Belief-neutral efficiency in financial markets
Beißner, Patrick; Riedel, Frank - 2025
Heterogeneous beliefs among market participants can lead to questionable speculative trading that goes beyond any risk-sharing motives. We demonstrate that such unwarranted betting behavior in market equilibrium can be mitigated by introducing nonlinear pricing for ambiguous contracts, without...
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Tokenization and Financial Market Inefficiencies
Agur, Itai - 2025
Most financial assets are digital today. Tomorrow, they may be tokenized. Tokenization implies recording and transferring assets on a widely shared and trusted digital ledger that can be programmed. Interest in tokenization is strong and experiments abound, but what are the consequences of this...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015328077
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Subjective probabilities under behavioral heuristics
Rahman, Oriana; Semenov, Andrei - In: International review of economics & finance : IREF 98 (2025), pp. 1-23
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Market efficiency and its determinants : macro-level dynamics and micro-level characteristics of cryptocurrencies
Bouteska, Ahmed; Sharif, Taimur; Isskandarani, Layal; … - In: International review of economics & finance : IREF 98 (2025), pp. 1-15
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Wine market efficiency : is glass half full or half empty?
Shynkevich, Andrei - In: International review of economics & finance : IREF 98 (2025), pp. 1-15
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330734
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Does improving stock market information efficiency promote firms’ high-quality development?
Geng, Xiaoxu; He, Muyuan; He, Chengying; Jiang, Yuexiang - In: International review of economics & finance : IREF 97 (2025), pp. 1-15
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015327254
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ESG rating adjustment and capital market pricing efficiency : evidence from China
Ruan, Lei; Li, Jianing; Huang, Siqi - In: International review of economics & finance : IREF 98 (2025), pp. 1-24
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Impact of geopolitical turmoil in the developing European stock markets vs. the global benchmark indices : an event study analysis of the Russo-Ukrainian war
Grinius, Meinardas; Baležentis, Tomas - 2025
The capital markets are sensitive to geopolitical events. It is important to provide evidence of reactions to specific geopolitical events in order to identify general patterns and effective risk management strategies. This study follows the event study approach to assess the reactions of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338641
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Pricing in response to new information : the case of betting markets
Fischer, Kai; Schmal, Wolfgang Benedikt - 2025
Markets are information aggregators. But how do they incorporate new data into their pricing? We examine the response of prediction markets to a novel information shock in a quasi-natural experiment: How did the absence announcements of elite soccer players influence the betting odds of affected...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015398315
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A test of the efficiency of a given portfolio in high dimensions
Chernov, Mikhail; Kelly, Bryan T.; Malamud, Semyon; … - 2025 - This version: March 13, 2025
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Measuring the time-varying market efficiency in the prewar and wartime Japanese stock market, 1924-1943
Hirayama, Kenichi; Noda, Akihiko - In: Asia-Pacific economic history review : a journal of … 65 (2025) 1, pp. 131-159
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Insider filings as trading signals : does it pay to be fast?
Möllenhoff, Steffen - In: Finance research letters 72 (2025), pp. 1-10
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A law and economic analysis of trading through dark pools
Ntourou, Artemisa; Mallios, Aineas - In: Journal of financial regulation and compliance 33 (2025) 1, pp. 16-30
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Incomplete markets as correlated distortions
Armangue-Jubert, Tristany; Pietrobon, Davide; Ruggieri, … - 2025
We argue that capital misallocation arises endogenously due to incomplete consumption insurance. We model risk-averse entrepreneurs with heterogeneous productivity who face idiosyncratic output shocks and choose how much capital to rent before uncertainty unfolds. We show that incomplete markets...
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Non-transitive patterns in sports match outcomes : a profitable anomaly
Ours, Jan C. van - 2025
While sports betting markets share similarities with traditional financial markets, they are more accessible for empirical research thanks to availability of high-quality data, straightforward betting procedures, and the finite duration of events. As a result, they are often analyzed for market...
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Gambling-motivated attention and improved market efficiency
Khanthavit, Anya - In: Thailand and the world economy 43 (2025) 1, pp. 72-84
Information is incorporated into stock prices when investors trade; consequently, prices respond only to the information investors pay attention to. Because market efficiency requires rapid information dissemination and fully informative prices, attention necessarily affects the level of market...
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Explaining and predicting momentum performance shifts across time and sectors
Mamais, Konstantinos; Thomakos, Dimitrios D.; Vlamis, … - In: Journal of forecasting 44 (2025) 3, pp. 960-977
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Bank transparency and market efficiency
Beyer, Andreas; Dautovic, Ernest - 2025
This paper explores the impact of bank transparency on market efficiency by comparing banks that disclose supervisory capital requirements to those that remain opaque. Due to the informational content of supervisory capital requirements for the market this opacity might hinder market efficiency....
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Exploring the dynamic impact of transaction taxes on market quality in HFT and non-HFT environments : an agent-based modeling approach
Wang, Liming; Sun, Xuchu; Zhu, Hongliang; Li, Tangrong - 2025
This paper investigates the relationship among transaction taxes, high-frequency trading (HFT), and market quality. We use the agent-based modeling (ABM) approach to dynamically assess the impact of transaction taxes on market quality with and without high-frequency trading. Preliminary tests...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372156
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Analysing asset pricing models in the Indian stock market : a comprehensive empirical study
Prasad, Saroj S.; Verma, Ashutosh; Prasad, Shantanu - In: Afro-Asian Journal of Finance and Accounting : AAJFA 15 (2025) 1, pp. 1-18
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015326181
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Time evolution of market efficiency and multifractality of the Japanese stock market
Takaishi, Tetsuya - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-12
This study investigates the time evolution of market efficiency in the Japanese stock markets, considering three indices: Tokyo Stock Price Index (TOPIX), Tokyo Stock Exchange Second Section Index, and TOPIX-Small. The Hurst exponent reveals that the Japanese markets are inefficient in their...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012814029
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The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan; Ślepaczuk, Robert - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012816711
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The impact of buy - sell recommendations on banks' stock returns
Kevser, Mustafa; Doğan, Mesut; Altinay, Ayşenur … - In: Baltic Journal of Economic Studies 8 (2022) 2, pp. 1-10
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013366865
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Does the adaptive market hypothesis reconcile the behavioral finance and the efficient market hypothesis?
Noreen, Umara; Shafique, Attayah; Ayub, Usman; Saeed, … - In: Risks : open access journal 10 (2022) 9, pp. 1-14
This study aims to test the adaptive market hypothesis by using the myopic behavior of investors as a new proxy. The data have been taken from New York Stock Exchange from December 1994 to December 2020. Following this collection of data, the companies’ stock prices were distributed into six...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013369019
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Does the adaptive market hypothesis reconcile the behavioral finance and the efficient market hypothesis?
Noreen, Umara; Shafique, Attayah; Ayub, Usman; Saeed, … - In: Risks : open access journal 10 (2022) 9, pp. 1-14
This study aims to test the adaptive market hypothesis by using the myopic behavior of investors as a new proxy. The data have been taken from New York Stock Exchange from December 1994 to December 2020. Following this collection of data, the companies' stock prices were distributed into six...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013473147
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The Fractal structure of CDS spreads : evidence from the OECD countries
Balkan, Emrah; Uyar, Umut - In: Romanian journal of economic forecasting 25 (2022) 1, pp. 106-121
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Mean reversions in major developed stock markets : recent evidence from unit root, spectral and abnormal return studies
Nguyen, James; Li, Wei-Xuan; Chen, Clara Chia Sheng - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-20
We revisited the issue of return predictability in three major developed markets (USA, UK and Japan) using a unique dataset from the Wharton Research Data Services database and a comprehensive set of traditional and recent statistical methods. We specifically employed a variety of traditional...
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Are African stock markets efficient? : a comparative analysis between six African markets, the UK, Japan and the USA in the period of the pandemic
Dias, Rui; Pereira, João M.; Carvalho, Luísa Cagica - In: Naše gospodarstvo : NG 68 (2022) 1, pp. 35-51
The aim of this study is to test and compare the efficient market hypothesis, in its weak form, on the stock markets of Botswana, Egypt, Kenya, Morocco, Nigeria, South Africa, Japan, the UK and the USA from 2 September 2019 to 2 September 2020. This study is based on the following research...
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Effectiveness of Geometric Brownian Motion method in predicting stock prices : evidence from India
Prasad, Krishna; Prabhu, Bhuvana; Pereira, Lionel; … - In: Asian journal of accounting & governance 18 (2022), pp. 121-134
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013535898
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Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence
Gronwald, Marc; Wadud, Sania; Dogah, Kingsley - 2024
This paper analyses the informational efficiency of the WTI crude oil markets using a recently proposed quantitative measure for market inefficiency. The procedure measures the extent to which observed oil price behaviour deviates from the Random Walk benchmark which represents an efficient...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014534359
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Informational Efficiency of World Oil Markets: One Great Pool, but with Varying Depth
Gronwald, Marc; Wadud, Sania; Dogah, Kingsley - 2024
This paper investigates the informational efficiency of global crude oil markets using a recently introduced quantitative measure for market inefficiency. The methodology assesses the deviation of observed oil price behavior from the Random Walk benchmark, representing an efficient market. The...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014534406
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"My Name Is Bond. Green Bond." Informational Efficiency of Climate Finance Markets
Gronwald, Marc; Wadud, Sania - 2024
This paper investigates the informational efficiency of green bond markets using a recently introduced quantitative measure for market inefficiency. The methodology assesses the deviation of observed asset price behavior from the Random Walk benchmark, which represents an efficient market. The...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014534445
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Market efficiency assessment for multiple exchanges of cryptocurrencies
Souza, Orlando Telles; Carvalho, João Vinícius de França - In: REGE revista de gestão 31 (2024) 2, pp. 137-151
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015189760
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