This paper is an abstract from my Master degree in Finance. The dissertation discusses the hypothesis that world financial markets indexes are efficient in their weak form.Random Walk I, II, III, Martingale, Efficiency, variance ratios, Arch and Garch.
90 p.This paper tests Fama's (1970) Efficient Market Hypothesis (EMH) on price index data of six Asi...
none2siThe study aims to empirically examine the weak-form market efficiency of Palestine Exchange ...
The objective of this work is to assess informational efficiency in four US markets for implied vola...
This study is the first to investigate the efficient market hypothesis in its weak form and the rand...
Research background: Covid-19 has affected the global economy and has had an inevitable impact on ca...
This paper examines the weak form market efficiency in five stock markets, China (CSI 300 index), Ho...
We conduct a broad study of stochastic dominance efficiency on financial markets. We show that in th...
The Granger causality procedure is used to assess the dynamics of market efficiency of 17 internatio...
This article reports the results of tests on the weak-form market efficiency applied to the PSI-20 i...
This paper aims to test the hypothesis of informational efficiency of the Moroccan financial market,...
Müslümov, Alövsat (Dogus Author) -- Kurtuluş, Bora (Dogus Author)The main purpose of this study is t...
Peter Štefko - Dissertation Essays on Information in Financial Markets Abstract The first chapter of...
This paper reports the results of tests on the weak-form market efficiency applied to stock market i...
This paper re-examines whether the stock markets are efficient or not by focusing the role of cross-...
This paper reports the results of tests on the weak-form market efficiency applied to the PSI-20 ind...
90 p.This paper tests Fama's (1970) Efficient Market Hypothesis (EMH) on price index data of six Asi...
none2siThe study aims to empirically examine the weak-form market efficiency of Palestine Exchange ...
The objective of this work is to assess informational efficiency in four US markets for implied vola...
This study is the first to investigate the efficient market hypothesis in its weak form and the rand...
Research background: Covid-19 has affected the global economy and has had an inevitable impact on ca...
This paper examines the weak form market efficiency in five stock markets, China (CSI 300 index), Ho...
We conduct a broad study of stochastic dominance efficiency on financial markets. We show that in th...
The Granger causality procedure is used to assess the dynamics of market efficiency of 17 internatio...
This article reports the results of tests on the weak-form market efficiency applied to the PSI-20 i...
This paper aims to test the hypothesis of informational efficiency of the Moroccan financial market,...
Müslümov, Alövsat (Dogus Author) -- Kurtuluş, Bora (Dogus Author)The main purpose of this study is t...
Peter Štefko - Dissertation Essays on Information in Financial Markets Abstract The first chapter of...
This paper reports the results of tests on the weak-form market efficiency applied to stock market i...
This paper re-examines whether the stock markets are efficient or not by focusing the role of cross-...
This paper reports the results of tests on the weak-form market efficiency applied to the PSI-20 ind...
90 p.This paper tests Fama's (1970) Efficient Market Hypothesis (EMH) on price index data of six Asi...
none2siThe study aims to empirically examine the weak-form market efficiency of Palestine Exchange ...
The objective of this work is to assess informational efficiency in four US markets for implied vola...
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