Evolution of stock market efficiency in Europe : evidence from measuring periods of inefficiency
Year of publication: |
2024
|
---|---|
Authors: | Bock, Jonas ; Geissel, Sebastian |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 62.2024, 1, Art.-No. 105129, p. 1-8
|
Subject: | Adaptive Market Hypothesis | AMIM | Average area of inefficiency | Efficient Market Hypothesis | European stock markets | Periods of inefficiency | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Europa | Europe | Schätzung | Estimation | Effizienz | Efficiency | Theorie | Theory |
-
Predicting stock returns : some European evidence
Peiro, Amado, (2022)
-
Is the foreign exchange market efficiency adaptive? : the empirical evidence from India
Khuntia, Sashikanta, (2018)
-
The changing and relative efficiency of European emerging stock markets
Smith, Graham, (2012)
- More ...
-
Optimal expected utility risk measures
Geissel, Sebastian, (2018)
-
Optimal Expected Utility Risk Measures
Geissel, Sebastian, (2017)
-
Implied Risk Aversion : An Alternative Rating System for Retail Structured Products
Fink, Holger Maria, (2018)
- More ...