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Dynamic market efficiency assessment in sustainability indices : rolling fractional integration analysis with multiple estimators

Gönül, İbrahim Ömer; Omay, Tolga - In: Borsa Istanbul Review 25 (2025) 6, pp. 1645-1662

This study develops a comprehensive econometric framework for assessing market efficiency in sustainability indices through rolling fractional integration analysis. We employ four fractional integration estimators (Andrews-Guggenberger, Robinson GSE, GPH, and FELW) with formal statistical...

Persistent link: https://www.econbiz.de/10015552930

Dynamic market efficiency assessment in sustainability indices: Rolling fractional integration analysis with multiple estimators

Gönül, İbrahim Ömer; Omay, Tolga - In: Borsa İstanbul Review 25 (2025) 6, pp. 1645-1662

Persistent link: https://www.econbiz.de/10015636031

Dynamic market making with asymmetric information and market power

Chen, Wen; Wang, Yajun - In: The review of financial studies 38 (2025) 1, pp. 235-293

Persistent link: https://www.econbiz.de/10015371017

A dynamic matching mechanism for college admissions : theory and experiment

Gong, Binglin; Liang, Yingzhi - In: Management science : journal of the Institute for … 71 (2025) 5, pp. 4396-4412

Persistent link: https://www.econbiz.de/10015446356

Dynamic matching radius decision model for on-demand ride services : a deep multi-task learning approach

Chen, Taijie; Shen, Zijian; Feng, Siyuan; Yang, Linchuan; … - In: Transportation research : an international journal 193 (2025), pp. 1-22

Persistent link: https://www.econbiz.de/10015443441

The dynamic metacapabilities framework : introducing quantum management and the informational view of the firm

Paredes-Frigolett, Harold; Pyka, Andreas - 2025

The view of dynamic capabilities in evolutionary economics as being based on capabilities comprised of routines has so far precluded their integration in evolutionary economics. This Element contributes to such integration by introducing the dynamic metacapabilities framework. Borrowing from...

Persistent link: https://www.econbiz.de/10015325749

Dynamic mining of multimedia marketing information for products under the background of data driven

Liu, Yingjun; Chen, Kuineng - In: International journal of networking and virtual … 32 (2025) 1/4, pp. 119-134

Persistent link: https://www.econbiz.de/10015635247

Dynamic (mis)allocation of investments in solar energy

Astier, Nicolas; Hatem, Nicolas - In: Journal of the Association of Environmental and … 12 (2025) 4, pp. 911-941

Persistent link: https://www.econbiz.de/10015454325

Dynamic mixture vector autoregressions with score-driven weights

Gretener, Alexander Georges; Neuenkirch, Matthias; … - In: Journal of applied econometrics 40 (2025) 4, pp. 455-470

Persistent link: https://www.econbiz.de/10015463303

A dynamic model of authoritarian social control

Lagunoff, Roger D. - In: The review of economic studies : RES 92 (2025) 5, pp. 3208-3244

Persistent link: https://www.econbiz.de/10015458960