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171.146  Articles
1 of 17.116 pages  |  10  records  |  more records»
Multiple variance ratio tests, in rolling window procedure, were applied to weekly data (expressed in local and US dollar currencies) for five stock markets in the Middle East and North Africa during 1995-2009. Results indicated that the big and liquid st... see more

The Random Walk is considered to be a tool trying to explain the characteristic of movement of prices in the financial markets. It can also be seen in the form of a trial to demonstrate the non-predictability of future changes in the financial markets thr... see more

The most common procedure for analyzing multi-environmental trials is based on the assumption that the residual error variance is homogenous across all locations considered. However, this may often be unrealistic, and therefore limit the accuracy of varie... see more

The most common procedure for analyzing multi-environmental trials is based on the assumption that the residual error variance is homogenous across all locations considered. However, this may often be unrealistic, and therefore limit the accuracy of varie... see more

 
This paper examined the Efficient Market Hypothesis (EMH) for seven financial markets located in the Gulf Cooperative Council (GCC) countries; Bahrain Securities Market (BSE), Qatar’s Doha Financial Market (DFM), Kuwait Securities Market (KSE) , Oman’s Mu... see more

This study aims to evaluate the hypothesis of random walk in the sector indexes of the BM&F/ Bovespa through the use of variance ratio tests. For this purpose, we used daily prices of the sector indexes for the period from 03/01/2008 to 30/08/2011 totalin... see more

Recently, Variance has become more important as an index for risk of capital assets. So, the relationship between this risk and financial ratios are examined for different firms based on their functional aspects including liquidity, trade, profitability e... see more

This article seeks to contrast the weak form efficiency of the Brazilian, US,  and  Mexican  stock  indexes,  based  on  the  assumption  that  an  efficient  market is not predictable. With this... see more

This study tested efficiency of market hypothesis to stock prices in Indonesia byusing two unit root tests. First, we implemented a test that could account for two structuralbreaks because of financial crisis in the underlying series. Second, we employed ... see more

1 of 17.116 pages  |  10  records  |  more records»