Zobrazeno 1 - 10
of 221
pro vyhledávání: '"weak-form efficiency"'
Autor:
Karasiński Jacek
Publikováno v:
Economics and Business Review, Vol 9, Iss 1, Pp 94-118 (2023)
This study employs robust martingale difference hypothesis tests to examine return predictability in a broad sample of the 40 most capitalized cryptocurrency markets in the context of the adaptive market hypothesis. The tests were applied to daily re
Externí odkaz:
https://doaj.org/article/353f804c406441b18209f67814501eb0
Autor:
Turguttopbaş Neslihan, Omay Tolga
Publikováno v:
Panoeconomicus, Vol 70, Iss 2, Pp 261-278 (2023)
In this study, we investigate market efficiency considering nonlinearities by testing the weak-form market efficiency of the stock markets of Brazil, China, Russia, Turkey, and South Africa using recently proposed nonlinear panel unit root tests. The
Externí odkaz:
https://doaj.org/article/9d6f241659bc4ad780b6a7b178d4ac91
Akademický článek
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Autor:
Karasiński, Jacek
Publikováno v:
Studia i Materiały / Studies and Materials. 37(2):15-28
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=1118522
Autor:
Tamilselvan, Manickam, Palamalai, Srinivasan, Kumar, Magesh, Aswathaman, Jayakumar, Veerabhadrappa, Manjula
Publikováno v:
TEM Journal. 11(1):307-315
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=1026105
Publikováno v:
International Journal of Ethics and Systems, 2021, Vol. 37, Issue 4, pp. 631-643.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/IJOES-09-2020-0144
Autor:
Karasiński Jacek, Zduńczak Patryk
Publikováno v:
Journal of Economics and Management, Vol 43, Iss 1, Pp 206-224 (2021)
Aim/purpose – The aim of this paper is to verify whether extremely high values of market value ratios are the symptoms of informational inefficiency of the market in a weak form. The authors intend to examine whether these phenomena co-occur with e
Externí odkaz:
https://doaj.org/article/b42ea3d371484cb7b71defd3a7185f88
Autor:
Jacek Karasiński
Publikováno v:
Problemy Zarządzania, Vol 18, Iss 4(94), Pp 48-61 (2021)
Purpose: The aim of this study is to answer the question whether weak-form informational efficiency of the world’s stock markets tended to change over a long term. Methodology: A proxy of weak-form informational efficiency applied in the study is
Externí odkaz:
https://doaj.org/article/f9d261ea1b5647fcaeb28763bf2b488f
Autor:
Jacek Karasiński, Patryk Zduńczak
Publikováno v:
Problemy Zarządzania, Vol 18, Iss 4(90), Pp 78-91 (2021)
Purpose: The purpose of this article is to examine whether the outstandingly high values of the market value ratios co-occurring with low levels of weak-form informational efficiency proxied by the percentage of the stock returns normality tests in
Externí odkaz:
https://doaj.org/article/433ce7cf8fc64a7584155283dc74cc62
Autor:
Karasiński, Jacek, Zduńczak, Patryk
Publikováno v:
Problemy Zarządzania / Management Issues. 18(4 (90)):78-91
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=991859