Search Results - subject:"weak€“form"

An analysis of business cycle fluctuations in Slovenia and the euro area

Radovan, Jan - 2023

Persistent link: https://www.econbiz.de/10014301314

Analysing financial market integration between stock and precious metals indices

Manuel, Áureo; Dias, Rui; Galvão, Rosa; Varela, Miguel - In: International journal of economics and financial issues … 14 (2024) 4, pp. 222-238

Persistent link: https://www.econbiz.de/10014632259

Evolving efficiency of the BRICS markets

Kulikova, Maria V.; Taylor, David; Kulikov, Gennady Yu. - In: Economic systems 48 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10014535781

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

-occur with each other. Design/methodology/approach - Following Bachelier’s strict random walk model, we quantified a weak-form … of informational inefficiency of the market in a weak form. The authors intend to examine whether these phenomena co …

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

Validity of weak-form market efficiency in Central and Eastern European Countries (CEECs): Evidence from linear and nonlinear unit root tests

Erdas, Mehmet Levent - In: Review of Economic Perspectives 19 (2019) 4, pp. 399-428

, Poland, Bulgaria, the Slovak Republic, Latvia, Estonia, and the Czech Republic) markets for evidence of weak-form market … Latvia. Then, in order to examine the weak-form market efficiency, DF-GLS (1996), Phillips-Perron (1988) and Lee … root, in other words, are non-stationary. In the period analyzed, the results suggest that the weak-form efficient market …

Persistent link: https://www.econbiz.de/10012384135

Professional forecasters and january

Franses, Philip Hans - 2019

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

Validity of weak-form market efficiency in Central and Eastern European Countries (CEECs) : evidence from linear and nonlinear unit root tests

Erdas, Mehmet Levent - In: Národohospodářský obzor : časopis věnovaný … 19 (2019) 4, pp. 399-428

Persistent link: https://www.econbiz.de/10012145774