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  • Search: subject_exact:"Market efficiency"
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Year of publication
Subject
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Effizienzmarkthypothese 5,826 Efficient market hypothesis 5,824 Theorie 2,448 Theory 2,438 Börsenkurs 1,758 Share price 1,744 USA 1,733 United States 1,726 Aktienmarkt 1,321 Stock market 1,309 market efficiency 990 Schätzung 899 Estimation 891 Market efficiency 876 Capital income 695 Kapitaleinkommen 695 Finanzmarkt 586 Financial market 583 Anlageverhalten 498 Behavioural finance 491 Volatility 451 Volatilität 446 Efficiency 370 Deutschland 348 Effizienz 341 Germany 335 Welt 311 World 306 CAPM 304 Wertpapierhandel 301 Ankündigungseffekt 299 Securities trading 296 Announcement effect 294 Market Efficiency 290 Portfolio selection 290 Portfolio-Management 290 Devisenmarkt 266 Foreign exchange market 264 Prognoseverfahren 240 Finanzanalyse 238
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Online availability
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Free 1,975 Undetermined 1,482
Type of publication
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Article 4,542 Book / Working Paper 2,748 Other 5
Type of publication (narrower categories)
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Article in journal 3,687 Aufsatz in Zeitschrift 3,687 Working Paper 1,106 Graue Literatur 1,099 Non-commercial literature 1,099 Arbeitspapier 1,019 Hochschulschrift 345 Thesis 314 Aufsatz im Buch 300 Book section 300 Bibliografie enthalten 82 Bibliography included 82 Collection of articles written by one author 53 Sammlung 53 Article 48 Collection of articles of several authors 41 Sammelwerk 41 Systematic review 29 Übersichtsarbeit 29 Aufsatzsammlung 19 Conference paper 18 Konferenzbeitrag 18 Amtsdruckschrift 13 Government document 13 Konferenzschrift 13 Case study 10 Fallstudie 10 Conference proceedings 9 Reprint 8 Forschungsbericht 7 Lehrbuch 6 Textbook 6 Commentary 5 Glossar enthalten 5 Glossary included 5 Kommentar 5 Mehrbändiges Werk 4 Multi-volume publication 4 Congress Report 3 Handbook 3
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Language
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English 6,028 Undetermined 749 German 365 French 57 Spanish 42 Portuguese 17 Italian 13 Polish 9 Czech 5 Russian 5 Hungarian 3 Lithuanian 3 Swedish 2 Danish 1 Croatian 1 Dutch 1 Turkish 1
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Author
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Caporale, Guglielmo Maria 46 Kirchler, Michael 41 Gil-Alaña, Luis A. 32 Huber, Jürgen 32 Hirshleifer, David 28 Subrahmanyam, Avanidhar 28 Plastun, Alex 27 Theissen, Erik 26 Kim, Jae H. 21 Teoh, Siew Hong 21 Paul, Rodney J. 20 Weinbach, Andrew P. 19 Charles, Amélie 18 Lim, Kian-Ping 17 Betzer, André 16 Chordia, Tarun 16 Chung, Dennis Y. 16 Darné, Olivier 16 Hrazdil, Karel 16 Kochman, Ladd Michael 16 Menkhoff, Lukas 16 Mittnik, Stefan 16 Shiller, Robert J. 16 Vives, Xavier 16 Lo, Andrew W. 15 Higgs, Helen 14 Hudson, Robert 14 Makarenko, Inna 14 Schmidt, Carsten 14 Urquhart, Andrew 14 Gider, Jasmin 13 Metghalchi, Massoud 13 Pesaran, M. Hashem 13 Ryu, Doojin 13 Franck, Egon 12 Irwin, Scott H. 12 Vaughan Williams, Leighton 12 Vieito, João Paulo 12 Zalewska-Mitura, Anna 12 Fafchamps, Marcel 11
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 58 National Bureau of Economic Research 40 EconWPA 26 C.E.P.R. Discussion Papers 14 Université Paris-Dauphine (Paris IX) 10 Center for Economic Research <Tilburg> 7 HAL 6 Society for Computational Economics - SCE 6 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 5 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 5 School of Management, Yale University 5 Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät 4 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 4 Institute for the Study of Labor (IZA) 4 NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management 4 Nationalekonomiska institutionen, Handelshögskolan 4 School of Economics and Finance, Business School 4 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 4 Agricultural and Applied Economics Association - AAEA 3 Bank of Greece 3 Center for Financial Studies 3 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 3 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 3 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 3 Department of Economics and Finance, College of Business and Economics 3 Department of Economics, Auburn University 3 Erasmus Research Institute of Management 3 European Association of Agricultural Economists - EAAE 3 Faculdade de Economia, Universidade do Porto 3 Faculteit Economie en Bedrijfskunde, Universiteit Gent 3 Faculty of Economics, University of Cambridge 3 Graduate School of Economics, Osaka University 3 Henley Business School, University of Reading 3 Institut für Weltwirtschaft (IfW) 3 International Association of Sport Economists - IASE 3 North American Association of Sports Economists - NAASE 3 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 3 Springer Fachmedien Wiesbaden 3 UNIVERSIDAD EAFIT 3 Université Paris-Dauphine 3
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Published in...
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Working paper / National Bureau of Economic Research, Inc. 94 Journal of banking & finance 89 Journal of financial economics 79 International review of financial analysis 74 Applied financial economics 72 Applied economics 70 MPRA Paper 57 The journal of futures markets 51 Applied economics letters 48 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 46 Finance research letters 45 The review of financial studies 43 Discussion paper / Centre for Economic Policy Research 42 Journal of international financial markets, institutions & money 42 The European journal of finance 42 Economics letters 41 NBER working paper series 40 International review of economics & finance : IREF 39 Review of quantitative finance and accounting 39 Research in international business and finance 35 The journal of finance : the journal of the American Finance Association 32 Energy economics 30 International journal of economics and finance 29 Finance India : the quarterly journal of Indian Institute of Finance 28 Journal of international money and finance 28 Pacific-Basin finance journal 28 Economic modelling 27 Journal of empirical finance 25 Global finance journal 24 Investment management and financial innovations 24 Journal of economic behavior & organization : JEBO 24 Journal of emerging market finance 24 Journal of financial markets 24 Management science : journal of the Institute for Operations Research and the Management Sciences 24 Finance 23 International journal of economics and financial issues : IJEFI 23 Journal of economics and finance 23 The journal of real estate finance and economics 23 Europäische Hochschulschriften / 5 22 Journal of financial and quantitative analysis : JFQA 22
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Source
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ECONIS (ZBW) 6,245 RePEc 864 EconStor 138 BASE 40 USB Cologne (business full texts) 7 ArchiDok 1
Showing 1 - 50 of 7,295
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Time evolution of market efficiency and multifractality of the Japanese stock market
Takaishi, Tetsuya - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-12
This study investigates the time evolution of market efficiency in the Japanese stock markets, considering three indices: Tokyo Stock Price Index (TOPIX), Tokyo Stock Exchange Second Section Index, and TOPIX-Small. The Hurst exponent reveals that the Japanese markets are inefficient in their...
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The wisdom of no crowds: the reaction of betting markets to lockdown soccer games
Hegarty, Tadgh; Whelan, Karl - 2022
The support of home spectators is one of the contributing factors to the home advantage effect in sports matches. The Covid-19 pandemic led to European soccer matches being played without spectators. We show that betting markets adjusted swiftly to account for a reduced home advantage in both...
Persistent link: https://ebtypo.dmz1.zbw/10013191361
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Labor market information and predictable returns
Kim, Jae Hyoung - 2022
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Spectral analysis and the death of value investing
Bezuidenhout, John-Morgan; Van Vuuren, Gary - In: Cogent economics & finance 9 (2021) 1, pp. 1-23
This study explores the redundancy of the value premium by conducting a Fourier analysis. The results illustrate periodicity in the value premium and merges the Adaptive Market Hypothesis with the Efficient Market hypothesis. The value premium is considered to be redundant due to structural...
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Informational frictions in financial markets
Hapnes, Erik - 2021
This thesis consists of three chapters on informational frictions in financial markets. The chapters analyze problems related to markets' ability to guide real investment, and what drives liquidity. Both problems are important to ensure efficient resource allocation in the economy. The first...
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Can adaptive market hypothesis explain the existence of seasonal anomalies? : evidence from Dhaka Stock Exchange, Bangladesh
Akhter, Tahmina; Othman Yong - In: Contemporary economics 15 (2021) 2, pp. 198-223
This paper examines the behavior of seasonal anomalies in Dhaka Stock Exchange (DSE) of Bangladesh and whether the time varying nature of the anomalies is in line with Adaptive Market Hypothesis (AMH). With this aim the research investigated whether the changes in market conditions, for example:...
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The mechanisms of loan market efficiency
Borowicz, M. Konrad - 2021
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Impact of COVID-19 on the stock market by industrial sector in Chile : an adverse overreaction
González, Pedro Antonio; Gallizo Larraz, José L. - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-24
This paper studies the reaction of share prices in the Chilean securities market at the sectoral level to the arrival of COVID-19 in the country. The following question is answered: Did the Chilean market act efficiently before the arrival of COVID-19? To answer this question, an event study...
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Is the Bitcoin market efficient? : a literature review
Lengyel-Almos, Krisztina Eva; Demmler, Michael - In: Análisis económico 36 (2021) 93, pp. 167-187
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Calendar effects on cryptocurrencies : not so straightforward
Konpanas Dumrongwong - In: Southeast Asian journal of economics 9 (2021) 1, pp. 1-26
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Constrained dealers and market efficiency
Huang, Wenqian; Ranaldo, Angelo; Schrimpf, Andreas; … - 2021 - This version: November 4, 2021
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Stock market behavior after large price changes and winner-loser effect : empirical evidence from Pakistan
Rasheed, Muhammad Sahid; Sheikh, Muhammad Fayyaz; … - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 10, pp. 219-228
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Are sports betting markets semistrong efficient? Evidence from the COVID-19 pandemic
Meier, Pascal Flurin; Flepp, Raphael; Franck, Egon - 2021
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Investors' trading activity and information asymmetry : evidence from the Romanian stock market
Kampe, Cristina - In: Risks : open access journal 9 (2021) 8, pp. 1-19
This paper examines the problem of information asymmetry between foreign, local, institutional and individual investors on the Bucharest Stock Exchange (BVB) for the period 2004-2011. Using monthly returns for individual companies listed on BVB, stock market indices during the seven years...
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Market efficiency of euro exchange rates and trading strategies
Bošnjak, Mile; Novak, Ivan; Vlajčić, Davor - In: Naše gospodarstvo : NG 67 (2021) 2, pp. 10-19
This paper tests the hypothesis on market efficiency for returns on the euro against fifteen currencies while assuming predictability of returns, dependent on the sign and magnitude of endogenous shocks. Considering the properties of exchange rate returns, the quantile autoregression approach...
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Social media and the stock markets : an emerging market perspective
Kumar, Shailendra; Goel, Utkarsh - In: Journal of business economics and management 22 (2021) 6, pp. 1614-1632
There are numerous studies that examine the impact of social media on the stock market performance but there is a paucity of such evidences from the emerging economies. Today many multinational banks and other financial conglomerates from the developed countries are expanding their operations to...
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Editorial statement and research ideas for efficiency and anomalies in stock markets
Wong, Wing Keung - In: Economies : open access journal 8 (2020) 1/10, pp. 1-4
The Efficient Market Hypothesis states that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear...
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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
The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some academics have questioned whether EMH is...
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Listening to the noise in financial markets
Arnold, Lutz; Russ, David - 2020
Do all types of information benefit the efficiency of prices in the sense that they drive them closer to fundamentals compared to the situation where information does not exist? Looking at the competitive noisy rational expectations framework, the clear answer of the literature is: yes. It...
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Hedge Fund Crowds and Mispricing
Zykaj, Blerina Bela - 2020
Recent models and the popular press suggest that large groups of hedge funds follow similar strategies resulting in crowded equity positions that destabilize markets. Inconsistent with this assertion, we find that hedge fund equity portfolios are remarkably independent. Moreover, when hedge...
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Investor sentiment, portfolio returns, and macroeconomic variables
Banchit, Azilawati; Abidin, Sazali; Lim, Sophyafadeth; … - In: Journal of risk and financial management : JRFM 13 (2020) 11/259, pp. 1-14
Investor sentiment is an important aspect of behavioural finance, which provides explanation of anomalies to the asset’s intrinsic values. Sentiments can easily affect individual investors. Historically, Australia is regarded as rich in resources but poor in capital, and this motivates the...
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Nominal price anomaly in emerging markets : risk or mispricing?
Lai Trung Hoang; Trang Thu Phan; Linh Nhat Ta - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 9, pp. 125-134
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Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.; Obižaeva, Anna - 2020
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Long memory and stock market efficiency : case of Saudi Arabia
Lamouchi, Rim Ammar - In: International journal of economics and financial issues … 10 (2020) 3, pp. 29-34
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Multifractal analysis of market efficiency across structural breaks : implications for the adaptive market hypothesis
Patil, Ashok Chanabasangouda; Rastogi, Shailesh - In: Journal of risk and financial management : JRFM 13 (2020) 10/248, pp. 1-18
The primary objective of this paper is to assess the behavior of long memory in price, volume, and price-volume cross-correlation series across structural breaks. The secondary objective is to find the appropriate structural breaks in the price series. The structural breaks in the series are...
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Stock market reaction to inflation announcement in the Indian stock market : a sectoral analysis
Singh, Gurmeet; Padmakumari, Lakshmi - In: Cogent economics & finance 8 (2020) 1, pp. 1-22
This study investigates the reaction of stock returns to the inflation announcement using time series data from 2012 to 2018. To check the market efficiency or semi-strong efficiency of the Indian Stock Market for inflation announcement, we have used an event study methodology. We selected nine...
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Adaptive market hypothesis: an empirical analysis of time : varying market efficiency of cryptocurrencies
Khursheed, Ambreen; Naeem, Muhammad; Ahmed, Sheraz; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-15
This study examines the adaptive market hypothesis (AMH) in relation to time-varying market efficiency by using three tests, namely Generalized Spectral (GS), Dominguez-Lobato (DL) and the automatic portmanteau test (AP) test on four-digital currencies; Bitcoin, Monaro, Litecoin, and Steller...
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Let's chat ... when communication promotes efficiency in experimental asset markets
Corgnet, Brice; DeSantis, Mark; Porter, David P. - 2020
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Stock returns and calendar anomalies on the London Stock Exchange in the dynamic perspective of the Adaptive Market Hypothesis : a study of FTSE100 & FTSE250 indices over a ten yea...
Rosini, Lucrezia; Shenai, Vijay - In: Quantitative finance and economics 4 (2020) 1, pp. 121-147
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Survival and pricing puzzles
Altieri, Michela; Nicodano, Giovanna - 2020
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Bitcoin transactions, information asymmetry and trading volume
Ante, Lennart - In: Quantitative finance and economics 4 (2020) 3, pp. 365-381
Persistent link: https://ebtypo.dmz1.zbw/10012271431
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Incomplete share repurchase programs in Vietnam : completion rates and short-term returns
Kien Cao; Nguyen Thuy Thu; Hong Nguyen; Hien Bui - In: International Journal of Financial Studies : open … 8 (2020) 3/57, pp. 1-16
Stock repurchases have become a preferred method of distributing cash to stockholders. However, given the high level of information asymmetry and weak corporate governance as well as poor investor protection in Vietnam, many Vietnamese firms use stock repurchases as a tool to manipulate stock...
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Time evolution of market efficiency and multifractality of the Japanese stock market
Takaishi, Tetsuya - In: Journal of Risk and Financial Management 15 (2022) 1, pp. 1-12
This study investigates the time evolution of market efficiency in the Japanese stock markets, considering three indices: Tokyo Stock Price Index (TOPIX), Tokyo Stock Exchange Second Section Index, and TOPIX-Small. The Hurst exponent reveals that the Japanese markets are inefficient in their...
Persistent link: https://ebtypo.dmz1.zbw/10013201335
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Análisis de la versión débil de la hipótesis del mercado eficiente en el Perú
Espino, Freddy - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013207607
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A comparison of international market indices for measuring market efficiency based on price-volume relationship
Çıralı, Sunay - In: Journal of capital markets studies 6 (2022) 1, pp. 90-105
Purpose - The main purpose of the research is to determine if the relationship between trading volume and price changes is connected to market effectiveness and to use the volume-price relationship to compare the efficiency levels of foreign markets. The degree of the relationship is determined...
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Market misreaction? : evidence from cross-border acquisitions
Krishnan, CNV; Wu, Jialun - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-19
Our goal in this paper is to answer this research question: Do investors understand the longer-term value-implications of cross border mergers and acquisitions, as at the time of their announcements? We examine acquirers’ operating efficiencies around and after cross-border acquisitions and...
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Information jumps, liquidity jumps, and market efficiency
Tseng, Michael; Mahmoodzadeh, Soheil - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-21
We formulate a measure of information efficiency in a general, no-arbitrage semimartingale model of the price process. The market quality measure is applied to a high-frequency dataset from the interdealer FX market to identify changes in market efficiency after a decimalization of tick size.
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Do traders learn to select efficient market institutions?
Alós-Ferrer, Carlos; Buckenmaier, Johannes; … - In: Experimental economics : a journal of the Economic … 25 (2022) 1, pp. 203-228
Persistent link: https://ebtypo.dmz1.zbw/10012817409
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Information diffusion, trading speed and their potential impact on price efficiency : literature review
Martins, Carlos Jorge Lenczewski - In: Borsa Istanbul Review 22 (2022) 1, pp. 122-132
The continuous debate and research related to High Frequency Trading emphasises the importance of performing analysis on topics associated with the interaction of traders with different trading speeds, and the effects of this interaction on price efficiency and market quality. The aim of this...
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Valuation of new trademarks
Hsu, Po-Hsuan; Li, Dongmei; Li, Qin; Teoh, Siew Hong; … - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 257-279
Persistent link: https://ebtypo.dmz1.zbw/10012821140
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Testing stock market efficiency from spillover effect of Panama leaks
Nasir, Adeel; Gherghina, Stefan Cristian; Mata, Mário Nuno - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-23
On 3 April 2016, Mossack Fonseca provided the historically most significant leak of its shareholder’s data for owning offshore companies. Shareholders include many political and influential figures around the globe, which causes a moral hazard. The study analyses the effects of Panama leak...
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Deviations from efficient markets and rationality
Bro, Jeppe - 2022 - This version: April 11, 2022
Preview
Preview
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Active and passive investing : understanding Samuelson's dictum
Garleanu, Nicolae; Pedersen, Lasse Heje - In: Review of asset pricing studies : RAPS 12 (2022) 2, pp. 389-446
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The impact of the COVID-19 pandemic on the energy market : a comparative relationship between oil and coal
Wang, Qiang; Li, Rongrong - In: Energy strategy reviews 39 (2022), pp. 1-11
The COVID-19 epidemic has severely affected the world economy and energy markets. In order to alleviate the shock, stabilize the financial market, and promote economic recovery, the Fed announced an unlimited QE policy. In order to understand the impact of the policy on the energy market under...
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Are African stock markets efficient? : a comparative analysis between six African markets, the UK, Japan and the USA in the period of the pandemic
Dias, Rui; Carvalho, Luísa Cagica - In: Naše gospodarstvo : NG 68 (2022) 1, pp. 35-51
The aim of this study is to test and compare the efficient market hypothesis, in its weak form, on the stock markets of Botswana, Egypt, Kenya, Morocco, Nigeria, South Africa, Japan, the UK and the USA from 2 September 2019 to 2 September 2020. This study is based on the following research...
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Stock market reaction to the supreme court's consideration of PASPA
Krieger, Kevin; Davis, Justin L. - In: International journal of sport finance 17 (2022) 1, pp. 18-28
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Long memory and efficiency of Bitcoin during COVID-19
Wu, Xiang; Wu, Liang; Chen, Shujuan - In: Applied economics 54 (2022) 4, pp. 375-389
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Market inefficiencies surrounding energy announcements
Alturki, Sultan; Kurov, Alexander - In: The journal of futures markets 42 (2022) 1, pp. 172-188
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All the frequencies matter in the Bitcoin market : an efficiency analysis
Vidal-Tomás, David - In: Applied economics letters 29 (2022) 3, pp. 212-218
Persistent link: https://ebtypo.dmz1.zbw/10012803487
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The Chinese government bond markets : foreign investments and market efficiency
Liu, Kerry - In: Global journal of emerging market economies 14 (2022) 1, pp. 93-104
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