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Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies

Tomat, Gian Maria - 2023

Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...

Persistent link: https://www.econbiz.de/10014337024

Trend followers, contrarians and fundamentalists : explaining the dynamics of financial markets

Schmitt, Noemi; Westerhoff, Frank H. - In: Journal of economic behavior & organization : JEBO 192 (2021), pp. 117-136

Persistent link: https://www.econbiz.de/10013187562

Efficient market hypothesis in the capital market of a small transition economy - does it hold?

Jagrič, Timotej; Strašek, Sebastjan - In: Acta oeconomica : periodical of the Hungarian Academy … 55 (2005) 4, pp. 427-452

Persistent link: https://www.econbiz.de/10003239766

Revisiting noise : Fischer Black's noise at the time of high-frequency trading

Virgilio, Gianluca P. M.; Paz López, Manuel Ernesto - In: Risk management : an international journal 26 (2024) 4, pp. 1-22

Persistent link: https://www.econbiz.de/10015193194

Information Mirages an experimentellen Wertpapiermärkten

Kugler, Patrick L. - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003297768

Information Mirages an experimentellen Wertpapiermärkten

Kugler, Patrick L. (contributor) - 2006

Preisbildung an Aktienmärkten -- Ausgewählte empirische Untersuchungen zur Erklärung von Information Mirages -- Information Mirages an experimentellen Wertpapierbörsen -- Methodik zur Analyse von Information Mirages an der Computerbörse CAT -- Spezifikation der Information Mirages an der...

Persistent link: https://www.econbiz.de/10014014174

Asset pricing bricks

Müller, Marcel - 2020

Persistent link: https://www.econbiz.de/10012263653

Moving Averages, Effizienzmarkthypothese und Finanzmärkte : eine modelltheoretische und empirische Betrachtung

Tröndle, Markus - 2011

Persistent link: https://www.econbiz.de/10009232628

An agent-based model of financial market efficiency dynamics

El Oubani, Ahmed; Lekhal, Mostafa - In: Borsa Istanbul Review 22 (2022) 4, pp. 699-710

We build a parsimonious agent-based model under the adaptive market hypothesis (AMH), which can explain the formation of equilibrium prices and market efficiency dynamics. Our model combines heterogeneous interacting agents, switching behavior, and investor feedback on past realized returns,...

Persistent link: https://www.econbiz.de/10013334820

Fractional cointegration and tests of present value models

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001470265