Search Results - person:"Efremidze, Levan"

Entropy trading strategies reveal inefficiencies in Japanese stock market

Efremidze, Levan; Stanley, Darrol J.; Kownatzki, Clemens - In: International review of economics & finance : IREF 75 (2021), pp. 464-477

Persistent link: https://www.econbiz.de/10012692791

Capital flow reversals, sudden stops, and international reserve adequacy : further evidence from the global financial crisis

Efremidze, Levan; Sula, Ozan; Willett, Thomas D. - In: International journal of financial research 10 (2019) 1, pp. 52-67

Persistent link: https://www.econbiz.de/10012319310

The relationships among capital flow surges, reversals and sudden stops

Efremidze, Levan; Kim, Sungsoo; Sula, Ozan; Willett, … - In: Journal of Financial Economic Policy 9 (2017) 4, pp. 393-413

Purpose This paper aims to investigate the relationship between capital flow surges, reversals and sudden stops. Design/methodology/approach Emphasizing the importance of looking at the behavior of domestic as well as foreign capital flows, the authors distinguish sudden stops from capital flow...

Persistent link: https://www.econbiz.de/10014866978

Entropy risk factor model of exchange rate prediction

Stanley, Darrol J.; Efremidze, Levan; Rossouw, Jannie - In: International journal of financial research 8 (2017) 3, pp. 51-56

Persistent link: https://www.econbiz.de/10011779652

The relationships among capital flow surges, reversals and sudden stops

Efremidze, Levan; Kim, Sungsoo; Sula, Ozan; Willett, … - In: Journal of financial economic policy 9 (2017) 4, pp. 393-413

Persistent link: https://www.econbiz.de/10011800191

The neural inhibition of learning increases asset market bubbles : experimental evidence

Efremidze, Levan; Sarraf, George; Miotto, Karen; Zak, … - In: The journal of behavioral finance : a publication of … 18 (2017) 1, pp. 114-124

Persistent link: https://www.econbiz.de/10012008628

Capital flow surges as bubbles : behavioral finance and McKinnon's over-borrowing syndrome extended

Efremidze, Levan; Rutledge, John; Willett, Thomas D. - In: The Singapore economic review : journal of the Economic … 61 (2016) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10011610606

How common are capital flows surges? : how they are measured matters - a lot

Crystallin, Masyita; Efremidze, Levan; Kim, Sungsoo; … - In: Open economies review 26 (2015) 4, pp. 663-682

Persistent link: https://www.econbiz.de/10011481608

Stock market timing with entropy

Efremidze, Levan; Stanley, Darrol J.; Kinsman, Michael D. - In: The journal of wealth management 18 (2015/16) 3, pp. 57-67

Persistent link: https://www.econbiz.de/10011398072

Using VIX entropy indicators for style rotation timing

Efremidze, Levan; DiLellio, James A.; Stanley, Darrol J. - In: The journal of investing 23 (2014) 3, pp. 130-143

Persistent link: https://www.econbiz.de/10011313871