Search Results - subject:"weak€“form"

Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models

TURKYILMAZ, Serpil; BALIBEY, Mesut - In: International Journal of Economics and Financial Issues 4 (2014) 2, pp. 400-410

This study examines the weak-form market efficiency of Pakistan Stock Market namely Karachi Stock Exchange for the …. Predictable structure of volatility of Pakistan Stock Market display that this market is the weak-form market inefficiency …

Persistent link: https://www.econbiz.de/10011273115

The stock exchange of Suriname: returns, volatility, correlations and weak-form efficiency

Bodeutsch, Denice; Franses, Philip Hans - 2014

Persistent link: https://www.econbiz.de/10010359786

Long memory behavior in the returns of Pakistan Stock Market : ARFIMA-FIGARCH models

Turkyilmaz, Serpil; Balibey, Mesut - In: International journal of economics and financial issues … 4 (2014) 2, pp. 400-410

Persistent link: https://www.econbiz.de/10010520466

Do shocks to Islamic stock index prices have transitory effects

Shaik, Muneer - In: International Journal of Financial Markets and … 8 (2022) 4, pp. 336-358

Persistent link: https://www.econbiz.de/10014311658

Rise of the 'tiger cub' economies: an empirical investigation of Southeast Asian stock market efficiency

Heng, Panha; Niblock, Scott J. - In: International Journal of Economics and Business Research 8 (2014) 4, pp. 474-489

This paper assesses the evolving efficiency status of Southeast Asian (SEA) 'tiger cub' stock markets. The weak-form … (ASEAN) economic initiative, it appears that key tiger cub stock markets are becoming more weak-form efficient. …

Persistent link: https://www.econbiz.de/10010944860

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

Stock market efficiency of Ghana stock exchange: An objective analysis

Ayentimi, Desmond Tutu; Mensah, Anthony Ekow; Naa-Idar, … - In: International Journal of Management, Economics and … 2 (2013) 2, pp. 54-75

seen intriguing changes in the stock markets in both developed and emerging economies. This paper examines the weak-form …

Persistent link: https://www.econbiz.de/10010314836

Analyzing Fixed-Event Forecast Revisions

Chang, Chia-Lin; de Bruijn, Bert; Franses, Philip Hans; … - 2013

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

Persistent link: https://www.econbiz.de/10010326506

Test of random walk behavior in Karachi stock exchange

Mudassar, Muhammad; Ali, Arshad; Nawaz, Maryam; Shah, … - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 7 (2013) 1, pp. 70-79

performance of KSE 100 Index remained in weak form of inefficiency and investors have been able to generate excessive returns on …

Persistent link: https://www.econbiz.de/10011938332

Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index.

Akber, Ushna; Muhammad, Nabeel - Volkswirtschaftliche Fakultät, … - 2013

In this study, we have attempted to seek evidence for weak-form of market efficiency for KSE 100 Index. Index returns … of return series of KSE 100 Index of 22 years with the several random walk and weak-form efficiency tests to ensure the … return series from KSE 100 and KSE 30 Indexes. Overall KSE 100 Index has found to be weak-form inefficient, but the last 4 …

Persistent link: https://www.econbiz.de/10011108398