Search Results - subject:"Nonlinear Tests"

Are markets adaptive? : evidence of predictability and market efficiency of lodging/resort REITs

Almudhaf, Fahad; Aroul, Ramya Rajajagadeesan; Hansz, J. … - In: International journal of strategic property management 24 (2020) 2, pp. 130-139

Persistent link: https://www.econbiz.de/10013414840

A nonlinear empirical analysis of oil price co-movements

Coronado, Semei; Fullerton, Thomas M.; Rojas, Omar - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 290-294

Persistent link: https://www.econbiz.de/10011881372

Is the foreign exchange market efficiency adaptive? : the empirical evidence from India

Khuntia, Sashikanta; Pattanayak, Jamini Kanta; … - In: Journal of Asia Pacific business 19 (2018) 4, pp. 261-285

Persistent link: https://www.econbiz.de/10011955261

Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models

Chow, Sheung Chi; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10011897378

Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange

Mirzaee Ghazani, Majid; Khalili Araghi, Mansour - In: Research in International Business and Finance 32 (2014) C, pp. 50-59

This study evaluates the existence of the adaptive market hypothesis (AMH) as an evolutionary alternative to the efficient market hypothesis (EMH) by applying daily returns on the TEPIX index in the Tehran stock exchange (TSE) in Iran. The data span of daily returns is from 1999 to 2013. In this...

Persistent link: https://www.econbiz.de/10010785034

Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency : evidence from the Tehran stock exchange

Ghazani, Majid Mirzaee; Khalili Araghi, Mansour - In: Research in international business and finance 32 (2014), pp. 50-59

Persistent link: https://www.econbiz.de/10010434480

Efficient or adaptive markets? Evidence from major stock markets using very long run historic data

Urquhart, Andrew; Hudson, Robert - In: International Review of Financial Analysis 28 (2013) C, pp. 130-142

and subjected to linear and nonlinear tests to determine how the independence of stock returns has behaved over time …, with returns going through periods of independence and dependence. However, the results from the nonlinear tests show …

Persistent link: https://www.econbiz.de/10010666213