Search Results - subject:"weak€“form"

Information Efficiency of the Capital Market: a Stochastic Calculus Approach Evidence from the Czech Republic (in English)

Pošta, Vít; Hackl, Zbynìk - In: Czech Journal of Economics and Finance (Finance a uver) 57 (2007) 5-6, pp. 235-254

This paper deals with an important characteristic of the capital market: information efficiency. With the use of geometric Brownian motion, the authors run several projections of stock prices based on varying amount of historic information and compare these projections with the real behavior of...

Persistent link: https://www.econbiz.de/10005673567

The persistence of pricing inefficiencies in the stock markets of the Eastern European EU nations

Foye, James; Mramor, Dušan; Pahor, Marko - In: Economic and business review : EBR 15 (2013) 2, pp. 113-133

Persistent link: https://www.econbiz.de/10011613596

Testing the weak form of efficiency of the stock markets in Gulf Cooperation Council countries

Chaker, Mohammed Naim; Sabah, Ariba - In: Journal for global business advancement : JGBA 11 (2018) 3, pp. 376-392

Persistent link: https://www.econbiz.de/10012009202

Analyzing fixed-event forecast revisions

Chang, Chia-Lin; de Bruijn, Bert; Franses, Philip Hans; … - In: International Journal of Forecasting 29 (2013) 4, pp. 622-627

revisions on one-period lagged forecast revisions. Under weak-form (forecast) efficiency, the correlation between the current …

Persistent link: https://www.econbiz.de/10011051415

Are the crude oil markets becoming more efficient over time? New evidence from a generalized spectral test

Zhang, Bing - In: Energy Economics 40 (2013) C, pp. 875-881

This paper utilizes the newly developed method of a generalized spectral test to examine the weak-form efficiency of … markets may depend on time periods. The main global crude oil markets reach weak-form efficiency in the long-term and the …

Persistent link: https://www.econbiz.de/10011039530

Adaptive markets hypothesis : empirical evidence from Montenegro equity market

Popovi´c, Saša; Mugoša, Ana; Đurović, Andrija - In: Economic research 26 (2013) 3, pp. 31-46

Persistent link: https://www.econbiz.de/10010196420

Bulgarian stock market relative predictability : BSE-Sofia stocks and South East European markets

Dyakova, Aneta; Smith, Graham - In: Applied financial economics 23 (2013) 13/15, pp. 1257-1271

Persistent link: https://www.econbiz.de/10010204739

Analyzing fixed-event forecast revisions

Chang, Chia-Lin; Bruijn, Bert de; Franses, Philip Hans; … - In: International journal of forecasting 29 (2013) 4, pp. 622-627

Persistent link: https://www.econbiz.de/10010212461

Testing rational expectations hypothesis in the manufacturing sector in Malaysia

Puah, Chin-Hong; Wong, Shirly Siew-ling; Liew, Venus … - In: Journal of business economics and management 14 (2013) 2, pp. 303-316

Persistent link: https://www.econbiz.de/10009738878

Are the crude oil markets becoming more efficient over time? : new evidence from a generalized spectral test

Zhang, Bing - In: Energy economics 40 (2013), pp. 875-881

Persistent link: https://www.econbiz.de/10010355552