Bibliografie tematiche / Market efficiency

Letteratura scientifica selezionata sul tema "Market efficiency"

Autore: Grafiati
Pubblicato: 4 giugno 2021
Ultima modifica: 7 settembre 2023

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Articoli di riviste sul tema "Market efficiency"

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E. M. Naresh Babu, E. M. Naresh Babu. "Market Efficiency in Indian Cement Industry : An empirical study on Efficient Market Hypothesis". Indian Journal of Applied Research 3, n. 5 (1 ottobre 2011): 18–19. http://dx.doi.org/10.15373/2249555x/may2013/120.

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Njuguna, Josephine. "The market efficiency of the Tanzania stock market". Banks and Bank Systems 11, n. 3 (12 ottobre 2016): 75–86. http://dx.doi.org/10.21511/bbs.11(3).2016.08.

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The purpose of this article is to examine the efficiency of the Tanzania stock market. The study attempts to answer whether the Tanzania stock market is weak-form efficient. The study applies a battery of tests: the serial correlation test, unit root tests, runs test and the variance ratio test using daily and weekly data with a sample spanning from November 2006 to August 2015 for the Dar es Salaam Stock Exchange (DSE) all share index and from January 2009 to August 2015 for the DSE share index. Overall, the results of the market efficiency are mixed. The serial correlation test, unit root test and the runs test do not support weak-form efficiency, while the more robust variance ratio test supports weak-form efficiency for the DSE. The main contribution of the study is that the market efficiency of the Tanzania stock market has increased over the sample period. Keywords: adaptive market hypothesis, efficiency market hypothesis, serial correlations test, unit root test, runs test, variance ratio test, Dar es Salaam Stock Exchange. JEL Classification: G14, G15
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Shaik, Muneer, e S. Maheswaran. "Market Efficiency of ASEAN Stock Markets". Asian Economic and Financial Review 7, n. 2 (2017): 109–22. http://dx.doi.org/10.18488/journal.aefr/2017.7.2/102.2.109.122.

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McKenzie, Andrew M., e Matthew T. Holt. "Market efficiency in agricultural futures markets". Applied Economics 34, n. 12 (agosto 2002): 1519–32. http://dx.doi.org/10.1080/00036840110102761.

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Oh, Gabjin, Seunghwan Kim e Cheoljun Eom. "Market efficiency in foreign exchange markets". Physica A: Statistical Mechanics and its Applications 382, n. 1 (agosto 2007): 209–12. http://dx.doi.org/10.1016/j.physa.2007.02.032.

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Schlarbaum, Gary G. "Market Efficiency". ICFA Continuing Education Series 1988, n. 2 (gennaio 1988): 8–15. http://dx.doi.org/10.2469/cp.v1988.n2.3.

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Haugen, Robert A., Edgar Ortiz e Enrique Arjona. "Market efficiency". Journal of Portfolio Management 12, n. 1 (31 ottobre 1985): 28–32. http://dx.doi.org/10.3905/jpm.1985.409033.

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BROWN, DAVID P., e ZHI MING ZHANG. "Market Orders and Market Efficiency". Journal of Finance 52, n. 1 (marzo 1997): 277–308. http://dx.doi.org/10.1111/j.1540-6261.1997.tb03816.x.

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Kleit, Andrew N., e Bruce H. Kobayashi. "Market failure or market efficiency?" Research in Transportation Economics 4 (gennaio 1996): 1–32. http://dx.doi.org/10.1016/s0739-8859(96)80003-5.

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Yang, Jae-Suk, Wooseop Kwak, Taisei Kaizoji e In-mook Kim. "Increasing market efficiency in the stock markets". European Physical Journal B 61, n. 2 (gennaio 2008): 241–46. http://dx.doi.org/10.1140/epjb/e2008-00050-0.

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Tesi sul tema "Market efficiency"

1

Zhang, Jian. "Market efficiency test in the VIX futures market". Laramie, Wyo. : University of Wyoming, 2008. http://proquest.umi.com/pqdweb?did=1798967041&sid=1&Fmt=2&clientId=18949&RQT=309&VName=PQD.

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Nishi, Hirofumi. "Market Efficiency, Arbitrage and the NYMEX Crude Oil Futures Market". Thesis, University of North Texas, 2016. https://digital.library.unt.edu/ark:/67531/metadc862846/.

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Since Engle and Granger formulated the concept of cointegration in 1987, the literature has extensively examined the unbiasedness of the commodity futures prices using the cointegration-based technique. Despite intense attention, many of the previous studies suffer from the contradicting empirical results. That is, the cointegration test and the stationarity test on the differential contradict each other. In marked contrast, my dissertation develops the no-arbitrage cost-of-carry model in the NYMEX light sweet crude oil futures market and tests stationarity of the spot-futures differential. It is demonstrated that the primary cause of the "cointegration paradox" is the model misspecifications resulting in omitted variable bias.
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Al-Shamali, Mansour. "Weak form efficiency and factors leading to market efficiency in the Kuwait stock market". Thesis, Loughborough University, 1989. https://dspace.lboro.ac.uk/2134/6735.

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A small stock market may be less efficient in the weak sense than a large one, because it is often less elaborately organised technically. Hence, information about stock price formation may spread only gradually through the financial community. Consequontly, stock prices may display e greeter degree of nonrandomness because traders are unable to eliminate this. The objective of the study is to test the weak form efficiency in Kuwait Stock Exchange, a segment of the Kuwait Long Term capital market. In addition, the study explores the impact of several. factors on market efficiency. In Chapter One the role of the stock market and its relationship to the economy will be discussed. The efficient market hypothesis is explored in Chapter Two. Chapter Three is devoted to surveying the empirical findings of other researchers in UK, USA and some other international markets. A number of authors have applied the efficient market hypothesis to actual stock market data, especially in the last twenty years. Some critical analyses are discussed in Chapter Four. The empirical question of the relations between market efficiency and stock valuation is explored in Chapter Five. An efficient market should price the security, so as to fully reflect the firms earning power. The uncertainty surrounding the stream of future income clouds this issue and has prompted debate among economists and financial analysts as to how the market values a given stock at any time. The characteristic of Kuwait Stock Exchange are the subject of Chapter Six. Chapter Seven presents empirical findings on the behaviour of Kuwait Stock Exchange in the context of efficient market theory. These findings will be compared with those related studies based on data from the United States and Europe. Chapter Eight will discuss the Kuwait Gulf Stock Exchange (over-the- counter market) or Al-Manakh. The 1982 crash of Al-Manakh is explored in depth in Chapter Nine and some of the important solutions will be discussed. In Chapter Ten the discussion Focusses on the three hypothesised Factors leading to market efficiency (market information, governmental rules and regulations, and market support facilities). Finally, in Chapter Eleven, general conclusions are drawn and recommendations presented with suggestions for further research.
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Söderström, Johan. "Empirical studies in market efficiency /". Stockholm : EFI, 2008. http://www.gbv.de/dms/zbw/568733436.pdf.

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Alagidede, Paul. "Market efficiency and stock return behaviour in Africa's emerging equity markets". Thesis, Loughborough University, 2008. https://dspace.lboro.ac.uk/2134/8093.

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The widespread creation of stock markets in developing countries is one of the most conspicuous features of international financial development in the past three decades. The number of stock markets in Africa increased from only six before 1989 to 21 by 2004. The quest for long-term capital for development and the increasing role played by stock markets in the efficient allocation of resources made the stock market culture inevitable in most cases. 'Africa's emerging markets represent a fast growing part of the world economy, and empirical evidence suggests that they have low, even negative, correlations with the more developed financial markets. Thus inclusion of African assets in a mean-variance efficient portfolio could significantly reduce portfolio volatility and increase expected returns. In spite of these facts, little is known about Africa's markets. Although the Efficient Markets Hypothesis (EMH) has been with us for nearly five decades, and knowledge of stock return behaviour has been accumulating in emerging market economies of Asia and Latin America, Africa's markets continue to escape the attention of the research community. This thesis contributes to our knowledge of the dynamic behaviour of stock returns in Africa's biggest markets (South Africa, Egypt, Nigeria, Kenya, Tunisia and Morocco). The novelty of this study rests on applying a variety of econometric techniques and which leads to the following conclusions: Weak form efficiency is rejected for all the markets; however, this is discussed with reference to the institutional characteristics of the markets studied (i. e., capitalisation, turn over, liquidity and information and legal architecture). Seasonal patterns exist in African stock returns: however, with appropriate specification, they tend to disappear, and where they are significant, they tend to be unexploitable. We also show that Africa's markets are not well integrated, regionally, and globally. While this evidence calls for more openness to trade and policy coordination, it also implies that Africa's markets can play a role in diversifying investment risk. Finally, stock prices tend to provide a hedge to investors against rising consumer prices over a relatively long period of time.
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Paudyal, Krishna N. "Macro economic announcements and financial asset markets : tests of market efficiency". Thesis, University of Strathclyde, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.293214.

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Mohti, Wahbeeah. "Essays on frontier markets: financial integration, financial market efficiency, financial contagion". Doctoral thesis, Universidade de Évora, 2019. http://hdl.handle.net/10174/24579.

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This thesis investigates financial integration, market efficiency, and financial contagion in frontier markets in order to evaluate the potentiality of portfolio diversification. The first essay evaluates Asian frontier and emerging equity markets’ regional and global integration using Gregory and Hansen co-integration tests and detrended cross correlation analysis (DCCA). The results suggest that Asian emerging markets show some evidence of integration with both regional and global markets. From Asian frontier markets, Pakistan is the only one with evidence of integration with both benchmarks. The second essay appraises weak form efficiency of frontier markets to investigate the global correlation and long-range dependence, applying mutual information and Detrended Fluctuation Analysis (DFA). The results indicate that Slovenia is the only case where there is evidence compatible with weak form efficiency. The third essay investigates contagion from the US subprime financial crisis to frontier stock markets using Copula models to investigate dependence structures between US and frontier stock markets, before and during US subprime financial crisis. The results show that Croatia and Romania are the ones, most affected by the US subprime crisis. Subsequently, the forth essay investigates the contagion from both recent crises; US subprime financial crisis and European debt crisis to frontier stock market, applying DCCA correlation coefficients to investigate the linkage between crisis originating country stock markets (US and Greece) and those of frontier markets, to assess whether the correlation coefficients significantly increase with the crises. The results indicate that from US subprime crisis, European frontier markets are the ones most affected, followed by Middle Eastern markets. In case of European debt crisis (originated in Greece), the findings show that contagion effect is weaker in frontier markets; Ensaios sobre Mercados de Fronteira: Integração Financeira, Eficiência de Mercados, Contágio Financeiro Sumário: Esta tese investiga a integração financeira, eficiência de mercado e contágio financeiro nos chamados “mercados de fronteira”, a fim de avaliar o respetivo potencial de diversificação internacional de carteiras. O primeiro ensaio avalia a integração regional e global dos mercados de capitais emergentes e globais Asiáticos, sendo utilizados o teste de cointegração de Gregory e Hansen e a detrended cross correlation analysis (DCCA). Os resultados sugerem que os mercados emergentes asiáticos mostram algumas evidências de integração com os mercados regional e global. Dos mercados de fronteira asiática, o Paquistão é o único com evidências de integração com os dois benchmarks. O segundo ensaio avalia a eficiência da forma fraca dos mercados de fronteira para investigar a correlação global e a dependência longa, aplicando a informação mútua e a Detrended Fluctuation Analysis (DFA). Os resultados indicam que a Eslovénia é o único caso em que há evidências compatíveis com a hipótese d eficiência na forma fraca. O terceiro ensaio investiga o contágio da crise financeira subprime dos EUA para os mercados de fronteira, sendo usados modelos Copula para investigar as estruturas de dependência entre os mercados de ações dos EUA e os mercados de fronteira, antes e durante a crise financeira dos Estados Unidos. Os resultados mostram que a Croácia e a Roménia são os mercados mais afetados pela crise do subprime dos EUA. Posteriormente, o quarto ensaio investiga o contágio de ambas as crises recentes; crise financeira subprime dos EUA e crise da dívida europeia para os mercados de fronteira, aplicando coeficientes de correlação DCCA para investigar a ligação entre os mercados de ações de países EUA e Grécia e mercados de fronteira. Os resultados indicam que, relativamente à crise do subprime nos EUA, os mercados de fronteira europeus são os mais afetados, seguidos pelos mercados do Médio Oriente. Relativamente à crise da dívida soberana (originada na Grécia), os resultados mostram que o efeito de contágio é menor nos mercados de fronteira analisados.
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Skenberg, Christian, Hoan Tran e Henrik Venemyr. "Market efficiency? : A Good(will) test". Thesis, Jönköping University, Jönköping International Business School, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-137.

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Problem: Recent articles argue that the new accounting standard regarding abandonment of depreciation of goodwill will cause a rise in share prices. According to the Efficient Market Hypothesis, a rise in profits due to accounting changes should not cause an increase in share prices. Therefore we ask the following main question in our thesis: Do investors on the Stockholm Stock Exchange act semi-strong efficient in relation to the abandonment of linear depreciation of goodwill?

Purpose: The purpose of this study is to test the semi-strong form of market efficiency on the Stockholm Stock Exchange by studying if companies show positive abnormal returns caused by the removal of linear depreciation of goodwill.

Method: Both a qualitative and quantitative approach was used to investigate semi-strong market efficiency. We conducted an event study to measure if companies with a high degree of goodwill showed abnormal returns. To be able to see if the abnormal returns were caused by the new accounting standards, a qualitative research was made.

Conclusion: The empirical investigation indicates that investors acted semistrong efficient in relation to the abandonment of linear depreciation of goodwill.

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Konstam, Dominic. "Stock market efficiency and overreaction hypothesis". Thesis, University of Oxford, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.302917.

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Zhang, Hua, e 張華. "Investigating stock market efficiency in China". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2003. http://hub.hku.hk/bib/B29946542.

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Libri sul tema "Market efficiency"

1

Bollerslev, Tim. Financial market efficiency tests. Cambridge, MA: National Bureau of Economic Research, 1992.

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B, Hessel, Schippers Johannes Jan 1956- e Siegers Jacques J. 1948-, a cura di. Market efficiency versus equity. Amsterdam: Thesis Publishers, 1998.

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Ansotegui, C. Joint stock market efficiency. [Barcelona]: [ESADE], 1994.

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Charles, Mulvey, e Australia. Bureau of Labour Market Research., a cura di. Labour market efficiency in Australia. Canberra: Australian Government Publishing Service, 1985.

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Ethics, efficiency, and the market. Totowa, N.J: Rowman & Allanheld, 1985.

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Ethics, efficiency and the market. Oxford: Clarendon, 1985.

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Amanulla, S. Indian stock market: Price integration and market efficiency. Bangalore: Institute for Social and Economic Change, 2000.

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Stock market efficiency, insider dealing, and market abuse. Aldershot, Hants, England: Ashgate, 2008.

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Dow, James. Stock market efficiency and economic efficiency: Is there a connection? London: Centrefor Economic Policy Research, 1995.

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Dow, James. Stock market efficiency and economic efficiency: Is there a connection? Cambridge, MA: National Bureau of Economic Research, 1995.

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Capitoli di libri sul tema "Market efficiency"

1

Singh, Shveta, e Surendra S. Yadav. "Market Efficiency". In Security Analysis and Portfolio Management, 237–53. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-2520-6_7.

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Yang, Ming, e Xin Yu. "Market Barriers to Energy Efficiency". In Energy Efficiency, 33–42. London: Springer London, 2015. http://dx.doi.org/10.1007/978-1-4471-6666-5_4.

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Ullrich, Christian. "Market Efficiency Concepts". In Lecture Notes in Economics and Mathematical Systems, 27–28. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-00495-7_4.

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Jarrow, Robert A. "Market Informational Efficiency". In Continuous-Time Asset Pricing Theory, 319–30. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-77821-1_16.

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Lo, Melody. "Market efficiency hypothesis". In Encyclopedia of Finance, 585–90. Boston, MA: Springer US, 2006. http://dx.doi.org/10.1007/978-0-387-26336-6_55.

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Lo, Melody. "Market Efficiency Hypothesis". In Encyclopedia of Finance, 937–43. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-91231-4_30.

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Jarrow, Robert A. "Market Informational Efficiency". In Continuous-Time Asset Pricing Theory, 329–43. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-74410-6_16.

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Lo, Melody. "Market Efficiency Hypothesis". In Encyclopedia of Finance, 445–48. Boston, MA: Springer US, 2012. http://dx.doi.org/10.1007/978-1-4614-5360-4_30.

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Dhankar, Raj S. "Market Efficiency and Stock Market". In India Studies in Business and Economics, 131–51. New Delhi: Springer India, 2019. http://dx.doi.org/10.1007/978-81-322-3950-5_8.

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Backwell, Alex. "Market Pricing and Market Efficiency". In Springer Texts in Business and Economics, 21–28. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-23453-8_3.

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Atti di convegni sul tema "Market efficiency"

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Smerkolj, Nik, e Marko Jeran. "Testing Market Efficiency in Emerging Markets’ Stock Indices with Runs Tests". In Socratic Lectures 8. University of Lubljana Press, 2023. http://dx.doi.org/10.55295/psl.2023.ii17.

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According to the efficient market hypothesis (EMH), the prices of securities reflect all the available information on the market. Efficient markets have an important consequence – it is not possible for an investor to consistently outperform the market by using infor-mation that is not already reflected in the prices of securities. No matter how much re-sources one deploys into security analysis, no excess return can be made, which means that investors seeking higher returns must bear higher risk given the risk-return trade-off. Inefficient markets, on the other hand, offer investors opportunities for higher returns at the same risk profile. In this scientific contribution, we test seven emerging markets' stock indices for a weak form of market efficiency. Numerous previous research indicates that emerging markets are not fully efficient and that prices on their stock markets do not fol-low a random walk. We performed runs tests on weekly and monthly returns of stock in-dices and found statistically significant results in three indices for weekly and three in-dices for monthly returns, which indicates that these indices violate weak form of market efficiency. We found insignificant results, which indicate efficient markets, only for weekly and monthly returns on the Indian BSE Sensex 30 Index. Thus we come to similar conclusions as other authors that emerging markets persist to violate weak form of mar-ket efficiency and remain an attractive opportunity for investors seeking to exploit ineffi-ciencies. Keywords: Market efficiency; Efficient market hypothesis; Random walk; Emerging mar-kets; Stock Exchange Index; Runs test
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Baldick, Ross. "Market power, market power mitigation, and efficiency". In Energy Society General Meeting. IEEE, 2010. http://dx.doi.org/10.1109/pes.2010.5590131.

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Jovanovski, Kiril, e Hristina Tanevska. "Information Efficiency in Small and Underdeveloped Financial Market". In 8th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2022. http://dx.doi.org/10.31410/eraz.2022.95.

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Testing the efficient market hypothesis can always bring interest­ing points regarding the functions of the financial markets. Every investor wants to beat the market, and therefore he is trying to find information that will gain him some privileges. On the other side, the stock exchanges and reg­ulatory agencies are striving to eliminate those information privileges. This is where market efficiency, its theory, and its forms come into question. Until to­day one can find research on testing the efficiency of different developed mar­kets. However, there are still a lot of gaps in research involving small and un­derdeveloped markets. This research may put the developing markets on the investment opportunities map of international investors. The purpose of this paper is to show how information efficiency relates to the Macedonian stock market by testing the weak form efficiency, using the augmented Dickey-Full­er (ADF) test to observe whether they contain a unit root or not. The results will be used to show the opportunities for adopting a profitable investment strat­egy using the technical analysis of the Macedonian stock exchange. Addition­ally, the results show that by using the mouthy price differences one cannot beat the market as the prices are moving with a random walk, which is not the case if investors are analyzing daily price differences.
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Yang, Ju, Tianzhu Dai, Rui Wang, Yi Jin e Weibo Jing. "Research on Market Efficiency of Chinese Cotton Market". In 2011 International Conference on Business Computing and Global Informatization (BCGIn). IEEE, 2011. http://dx.doi.org/10.1109/bcgin.2011.19.

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"Energy Efficiency and Market Efficiency in Belgium: Are More Energy Efficient Homes Rewarded in the Property Market?" In 20th Annual European Real Estate Society Conference: ERES Conference 2013. ÖKK-Editions, Vienna, 2013. http://dx.doi.org/10.15396/eres2013_261.

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Dias, Rui, Nicole Horta, Catarina Revez, Paula Heliodoro e Paulo Alexandre. "he Evolution of the Cryptocurrency Market Is Trending toward Efficiency?" In 8th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2022. http://dx.doi.org/10.31410/eraz.2022.87.

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When compared to traditional financial markets, cryptocurren­cies were seen as assets with minimal correlations. However, because this continually expanding financial market is marked by substantial volatili­ty and strong price movements over a short period, developing an accurate and reliable forecasting model is deemed crucial for portfolio management and optimization. Given the relevance of cryptocurrencies in the global econ­omy, it is important to determine if Bitcoin (BTC) becomes more predictable as investors adopt more aggressive trading positions. We examine BTC over the period from May 15th, 2021, to April 14th, 2022 (8676-time data), using in­traday (hourly) time scales. The results reveal that the random walk hypoth­esis is rejected at lags of 3 to 16 days, while we see that the BTC market tends toward efficiency (see the evolution between lags of 16 and 2). These findings reveal that, given the uncertainty in the global economy in 2022, namely the Russian invasion of Ukraine, the BTC market shows values of the variance ra­tios close to unity, implying that it is, apparently, not predictable and that the residuals are not autocorrelated in time. In addition, the results of the De­trended Fluctuation Analysis (DFA) exponent show that this market does not exhibit characteristics of (in) efficiency in its weak form. In other words, this market does not have persistent and mean-reverting properties, thus vali­dating the results of Wright’s Rankings and Signs variance test.
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"PRICE DISCOVERY AND MARKET EFFICIENCY IN MALAYSIA PROPERTY MARKET". In 15th Annual European Real Estate Society Conference: ERES Conference 2008. ERES, 2008. http://dx.doi.org/10.15396/eres2008_321.

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Weber, Alexander, e Sascha Schroder. "Efficiency of continuous double auctions in the electricity market". In 2011 European Energy Market (EEM). IEEE, 2011. http://dx.doi.org/10.1109/eem.2011.5952987.

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Kulikova, Maria V., David R. Taylor e Gennady Yu Kulikov. "Estimating a degree of evolving market efficiency: How efficient is the Romanian stock market?" In 2021 25th International Conference on System Theory, Control and Computing (ICSTCC). IEEE, 2021. http://dx.doi.org/10.1109/icstcc52150.2021.9607175.

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Dias, Rui, Paulo Alexandre, Cristina Vasco, Paula Heliodoro e Hortense Santos. "RANDOM WALKS AND MARKET EFFICIENCY: GOLD, PLATINUM, SILVER VS ASIA EQUITY MARKETS". In 5th International Scientific Conference – EMAN 2021 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eman.2021.55.

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This paper aims to analyze the efficiency, in its weak form, in the markets of commodities, Platinum (London Platinum Free Market $/Troy oz), GOLD (Gold Bullion LBM $/t oz DELAY), SILVER (Silver – Zurich SW. francs/kg) and the stock markets of KOREA, CHINA, JAPAN, PHILIPPINES, IN¬DONESIA, from January 1, 2019 to October 20, 2020. To perform this analysis, different approaches were undertaken to assess whether: (i) the Gold, Platinum, Silver markets have more robust levels of efficiency when compared to Asian stock markets? The results of the variance test indicate that the random walk hypothesis is rejected in the Gold, Platinum and Silver markets, as well as in the Asian stock markets, with no differences between markets. These findings show that profitability is auto-correlated over time, with a reversal of the mean, because the values of variance ratios are lower than the unit, i.e., price fluctuations are not i.i.d. The results have significant implications for investors, as market inefficiency can affect the domestic and international flows of an economy. In conclusion, the hypothesis of market efficiency, in weak form, may be questionable, since the prediction of the movement of a given market can be improved if the out-of-the-current movements of the other markets are considered, thus enabling the occurrence of arbitrage operations. These findings also make room for regulators in these markets to take steps to ensure better information between these markets and international markets.
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Rapporti di organizzazioni sul tema "Market efficiency"

1

Schwert, G. William. Anomalies and Market Efficiency. Cambridge, MA: National Bureau of Economic Research, ottobre 2002. http://dx.doi.org/10.3386/w9277.

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2

Bollerslev, Tim, e Robert Hodrick. Financial Market Efficiency Tests. Cambridge, MA: National Bureau of Economic Research, giugno 1992. http://dx.doi.org/10.3386/w4108.

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3

Hong, Harrison, Frank Weikai Li e Jiangmin Xu. Climate Risks and Market Efficiency. Cambridge, MA: National Bureau of Economic Research, dicembre 2016. http://dx.doi.org/10.3386/w22890.

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4

Howarth, R. B., e B. Andersson. Market barriers to energy efficiency. Office of Scientific and Technical Information (OSTI), giugno 1992. http://dx.doi.org/10.2172/7001460.

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5

Howarth, R. B., e B. Andersson. Market barriers to energy efficiency. Office of Scientific and Technical Information (OSTI), giugno 1992. http://dx.doi.org/10.2172/10179150.

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6

Lehmann, Bruce. Fads, Martingales, and Market Efficiency. Cambridge, MA: National Bureau of Economic Research, marzo 1988. http://dx.doi.org/10.3386/w2533.

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7

Daniel, Kent, e Sheridan Titman. Market Efficiency in an Irrational World. Cambridge, MA: National Bureau of Economic Research, gennaio 2000. http://dx.doi.org/10.3386/w7489.

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8

Kacperczyk, Marcin, Savitar Sundaresan e Tianyu Wang. Do Foreign Investors Improve Market Efficiency? Cambridge, MA: National Bureau of Economic Research, giugno 2018. http://dx.doi.org/10.3386/w24765.

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9

Ito, Takatoshi, e Keiko Nosse Hirono. Efficiency of the Tokyo Housing Market. Cambridge, MA: National Bureau of Economic Research, giugno 1993. http://dx.doi.org/10.3386/w4382.

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10

Dow, James, e Gary Gorton. Stock Market Efficiency and Economic Efficiency: Is There a Connection? Cambridge, MA: National Bureau of Economic Research, agosto 1995. http://dx.doi.org/10.3386/w5233.

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