Search Results - subject:"Weak form efficiency"

Do extreme market value ratios mean that the market is informationally inefficient? : a study of the Warsaw Stock Exchange

Karasiński, Jacek; Zduńczak, Patryk - In: Journal of economics & management 43 (2021) 1, pp. 206-224

Aim/purpose - The aim of this paper is to verify whether extremely high values of market value ratios are the symptoms of informational inefficiency of the market in a weak form. The authors intend to examine whether these phenomena co-occur with each other. Design/methodology/approach -...

Persistent link: https://www.econbiz.de/10013166614

Testing the white noise hypothesis in high-frequency housing returns of the United States

Tiwari, Aviral Kumar; Gupta, Rangan; Cuñado … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 178-188

Persistent link: https://www.econbiz.de/10012420487

Professional forecasters and january

Franses, Philip Hans - 2019

Persistent link: https://www.econbiz.de/10012149747

Analysis of stock market efficiency in emerging markets : evidence from BRICS

Siva Kiran Gupta K.; Rao, R. Prabhakar - In: The Romanian economic journal : REJ 22 (2019) 72, pp. 60-77

Persistent link: https://www.econbiz.de/10012167574

Empirical evaluation of weak-form efficient market hypothesis in Ugandan securities exchange

Emenike, Kalu O.; Joseph, Kirabo K. B. - In: Journal of Contemporary Economic and Business Issues 5 (2018) 1, pp. 35-50

. Estimates from the linear models show evidence of weak-form efficiency. Conversely, estimates from non-linear models show … evidence against weak-form efficiency of the USE. The study concludes that USE returns may only be predicted using non …

Persistent link: https://www.econbiz.de/10011984751

Empirical evaluation of weak-form efficient market hypothesis in Ugandan securities exchange

Emenike, Kalu O.; Joseph, Kirabo K. B. - In: Journal of contemporary economic and business issues 5 (2018) 1, pp. 35-50

Persistent link: https://www.econbiz.de/10011862219

Predicting the stock market efficiency in weak form : a study on Dhaka stock exchange

Pervez, Masud; Ur Rashid, Md. Harun; Chowdhury, Md. … - In: International journal of economics and financial issues … 8 (2018) 5, pp. 88-95

Persistent link: https://www.econbiz.de/10011979746

A generalized autoregressive conditional heteroscedastic approach for the assessment of weak-form-efficiency and seasonality effect : evidence from Mauritius

Fauzel, Sheereen - In: International journal of economics and financial issues … 6 (2016) 2, pp. 745-755

Persistent link: https://www.econbiz.de/10011697358

Stationarity of African stock markets under an ESTAR framework

Gyamfi, E. N.; Kyei, K. A.; Gill, R. - In: EuroEconomica 35 (2016) 2, pp. 93-101

Persistent link: https://www.econbiz.de/10011571630

Analysis of Forecasting Performance of Investors in Turkey Within Framework of the Random Walk Model (Türkiye’de Yatırımcıların Öngörü Performanslarının Rassal Yürüyüş Modeli Çerçevesinde Analizi)

Tanrıöver, Banu; Çöllü, Duygu Arslantürk - In: Business and Economics Research Journal 6 (2015) 2, pp. 127-139

The purpose of this study is to test the weak form efficiency within framework of the random walk model by using price …

Persistent link: https://www.econbiz.de/10011268335