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  • Search: subject:"Runs test"
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Year of publication
Subject
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Runs test 23 Efficient market hypothesis 21 Effizienzmarkthypothese 21 runs test 21 Schätzung 15 Estimation 12 Random Walk 12 Theorie 12 Theory 12 Börsenkurs 10 Share price 10 Statistischer Test 10 Random walk 9 India 8 Statistical test 8 Unit root test 8 random walk hypothesis 8 trading strategies 8 variance ratio tests 8 Aktienmarkt 7 Einheitswurzeltest 7 Estimation theory 7 Indien 7 Schätztheorie 7 Stock market 7 weak-form market efficiency 7 Runs Test 6 market efficiency 6 Market efficiency 5 Time series analysis 5 Variance ratio test 5 Zeitreihenanalyse 5 random walk 5 unit root test 5 Efficient Market Hypothesis 4 GARCH 4 Housing market 4 autocorrelation test 4 Autocorrelation 3 Efficient market 3
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Online availability
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Free 21 Undetermined 20 CC license 1
Type of publication
All
Article 40 Book / Working Paper 14
Type of publication (narrower categories)
All
Article in journal 25 Aufsatz in Zeitschrift 25 Working Paper 7 Article 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 research-article 2
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Language
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English 41 Undetermined 13
Author
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Schindler, Felix 8 Füss, Roland 3 Vasileiou, Evangelos 3 Aumeboonsuke, Vesarach 2 Besseris, George 2 Dryver, Arthur L. 2 Herger, Nils 2 Rottke, Nico 2 Sasidharan, Anand 2 Abbas, Ghada 1 Afego, Pyemo 1 Almudhaf, Fahad 1 Amaro, Daniel A. 1 Annussek, Kolja 1 Archana H. N. 1 Babu, M. 1 Beck, Kristine L. 1 Bellini, Fabio 1 Besseris, George J. 1 Bolfek, Berislav 1 Bóta, Gábor 1 Chattopadhyay, Manojit 1 Chirila, Ciprian 1 Chirila, Viorica 1 Cho, Jin Seo 1 Dsouza, Janet Jyothi 1 Figa-talamanca, Gianna 1 García-Figal, Alejandro 1 Garg, Ashish Kumar 1 Ghimire, Binam 1 Hansz, Andrew J. 1 Harvey, Jackie 1 Horn, Melanie 1 Hossain, Md. Sakhawat 1 Islam, Md. Ezazul 1 Kalsie, Anjala 1 Kompa, Krzysztof 1 Lage-Castellanos, Alejandro 1 Leckey, Kevin 1 Malcherczyk, Dennis 1
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Institution
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Zentrum für Europäische Wirtschaftsforschung (ZEW) 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Institute of Economic Research, Korea University 1
Published in...
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ZEW Discussion Papers 8 Investment management and financial innovations 2 MPRA Paper 2 Paradigm : the journal of Institute of Management Technology 2 Research bulletin / The Institute of Cost Accountants of India 2 The TQM Journal 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 BB working paper series / Bangladesh Bank 1 CES Working Papers 1 Computational economics 1 Discussion Paper Series / Institute of Economic Research, Korea University 1 Econometric Reviews 1 Economic Change and Restructuring 1 Economic research 1 Economics and business review 1 Empirica : journal of european economics 1 Foreign trade review : FTR ; quarterly journal of Indian Institute of Foreign Trade 1 GITAM journal of management : a quarterly publication of GITAM Institute of Management 1 International Advances in Economic Research 1 International Journal of Academic Research in Accounting, Finance and Management Sciences 1 International Journal of Economics and Business Research 1 International Journal of Economics and Financial Issues 1 International Review of Economics & Finance 1 International journal of economics and business research 1 International journal of strategic property management 1 International review of economics & finance : IREF 1 Journal of Applied Statistics 1 Journal of economic studies 1 Journal of financial education 1 Journal of financial management and analysis : international review of finance 1 Journal of forecasting 1 Macroeconomic dynamics 1 Mudra : journal of finance and accounting 1 Quantitative Finance 1 Review of Economic Analysis (REA) 1 Review of Economic Analysis : REA 1 Statistical Papers 1 Studies in Business and Economics 1 The TQM journal : the international review of organizational improvement 1 The journal of behavioral finance : a publication of the Institute of Behavioral Finance 1
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Source
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ECONIS (ZBW) 27 RePEc 17 EconStor 8 Other ZBW resources 2
Showing 1 - 10 of 54
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On the efficiency of the informal currency markets : the case of the Cuban Peso
García-Figal, Alejandro; Lage-Castellanos, Alejandro; … - In: Computational economics 65 (2025) 4, pp. 2317-2350
Persistent link: https://www.econbiz.de/10015590247
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A runs test for stock-market prices with an unobserved trend
Herger, Nils - 2024
returns lend themselves for a simple runs test for randomness. However, they typically comprise an unobserved trend, and … algorithm can transform Bernoulli trials with unknown outcome probabilities into equiprobable outcomes. Thus, a runs test on …
Persistent link: https://www.econbiz.de/10014464828
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Cover Image
A runs test for stock-market prices with an unobserved trend
Herger, Nils - 2024
returns lend themselves for a simple runs test for randomness. However, they typically comprise an unobserved trend, and … algorithm can transform Bernoulli trials with unknown outcome probabilities into equiprobable outcomes. Thus, a runs test on …
Persistent link: https://www.econbiz.de/10014476407
Saved in:
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Do business cycles result from stochastic shocks?
Zhu, Yi - In: Macroeconomic dynamics 28 (2024) 5, pp. 1150-1160
Persistent link: https://www.econbiz.de/10015055140
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Simple powerful robust tests based on sign depth
Leckey, Kevin; Malcherczyk, Dennis; Horn, Melanie; … - In: Statistical Papers 64 (2022) 3, pp. 857-882
Up to now, powerful outlier robust tests for linear models are based on M-estimators and are quite complicated. On the other hand, the simple robust classical sign test usually provides very bad power for certain alternatives. We present a generalization of the sign test which is similarly easy...
Persistent link: https://www.econbiz.de/10015178311
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New runs-based approach to testing value at risk forecasts
Małecka, Marta - In: Journal of forecasting 43 (2024) 6, pp. 2021-2041
Persistent link: https://www.econbiz.de/10015110360
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Efficient markets hypothesis in the time of COVID-19
Vasileiou, Evangelos - In: Review of Economic Analysis : REA 13 (2021) 1, pp. 45-63
sub-periods was not moving as it was expected, and the runs-test statistically confirmed our assumptions that the US stock …
Persistent link: https://www.econbiz.de/10012599477
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Impact of dividend declarations on stock prices during COVID-19 in India : an event study approach
Mallesha L.; Archana H. N. - In: Research bulletin / The Institute of Cost Accountants … 48 (2022/2023) 3/4, pp. 71-87
Persistent link: https://www.econbiz.de/10015173714
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Does the short squeeze lead to market abnormality and antileverage effect? : evidence from the Gamestop case
Vasileiou, Evangelos - In: Journal of economic studies 49 (2022) 8, pp. 1360-1373
Persistent link: https://www.econbiz.de/10013455867
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Efficient markets hypothesis in the time of COVID-19
Vasileiou, Evangelos - In: Review of Economic Analysis (REA) 13 (2021) 1, pp. 45-63
sub-periods was not moving as it was expected, and the runs-test statistically confirmed our assumptions that the US stock …
Persistent link: https://www.econbiz.de/10015466292
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