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Long-term price overreactions : are markets enefficient?

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015

). First, t-tests are carried out for overreactions as a statistical phenomenon. Second, a trading robot approach is applied to …

Persistent link: https://www.econbiz.de/10010467097

Short-term price overreaction : identification, testing, exploitation

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2014

trading robot approach is then used to test two trading strategies aimed at exploiting the detected anomalies to make abnormal …

Persistent link: https://www.econbiz.de/10010438074

Price overreactions in the cryptocurrency market

Caporale, Guglielmo Maria; Plastun, Alex - 2018

bigger than after "normal" days. A trading robot approach is then used to establish whether these statistical anomalies can …

Persistent link: https://www.econbiz.de/10011789179

Price overreactions in the cryptocurrency market

Caporale, Guglielmo Maria; Plastun, Alex - 2018

bigger than after "normal" days. A trading robot approach is then used to establish whether these statistical anomalies can …

Persistent link: https://www.econbiz.de/10011789323

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …

Persistent link: https://www.econbiz.de/10012237439

Efficiency of capital markets : a new perspective on the value premium and day-of-the-week effect

Procasky, William J.; Raja, Zubair Ali; Oyotode, Renée - In: International journal of portfolio analysis and … 2 (2018) 2, pp. 114-140

Persistent link: https://www.econbiz.de/10012253640

Short-term price overreactions : identification, testing, exploitation

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Computational economics 51 (2018) 4, pp. 913-940

Persistent link: https://www.econbiz.de/10011972202

Volatility asset pricing model as an alternative approach?

Kuklik, Robert G.; Vacek, Vladislav - In: European financial and accounting journal : EFAJ 8 (2013) 1, pp. 39-66

deductive theory based on simplified rationality of the physical world. The behaviour of the markets cannot be derived from …

Persistent link: https://www.econbiz.de/10011460249

Is the turn of the month an anomaly on which an investment strategy could be based? : evidence from Bitcoin and Ethereum

Vasileiou, Evangelos - In: International journal of banking, accounting and … 13 (2023) 3, pp. 388-402

Persistent link: https://www.econbiz.de/10014232299

Short-term price overreactions : identification, testing, exploitation

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2014

trading robot approach is then used to test two trading strategies aimed at exploiting the detected anomalies to make abnormal …

Persistent link: https://www.econbiz.de/10010431281