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 efficiency of emerging markets : evidence from nonlinear panel unit tests

Turguttopbaş, Neslihan; Omay, Tolga - In: Panoeconomicus 70 (2023) 2, pp. 261-278

Persistent link: https://www.econbiz.de/10014233116

The adaptive market hypothesis and the return predictability in the cryptocurrency markets

Karasiński, Jacek - In: Economics and business review 9 (2023) 1, pp. 94-118

Persistent link: https://www.econbiz.de/10015138012

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

Trading strategies and weekly anomalies in the stock market : Mexico, Indonesia, Nigeria and Turkey

Gahlot, Ruchika - In: The journal of investment strategies 11 (2022) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10013270036

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

Examining the weak-form efficiency and opportunities for technical analysis in the foreign exchange market : a new insight from trading partners of Pakistan

Wu, Mengyun; Um-e-Habiba; Husnain, Muhammad; Sarwar, Bushra - In: International journal of business and emerging markets … 13 (2021) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10012505404

Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment

Iregui-Bohórquez, Ana María; Núñez, Héctor M.; … - In: Journal of economic behavior & organization : JEBO 187 (2021), pp. 290-314

Persistent link: https://www.econbiz.de/10013258672

1
2
3
4
5
6
7
8
9
Next
Last