We investigate the predictive power of various trading rules with different combinations of
the most popular indicators in technical analysis for the Brazilian stock index (BOVESPA) …

This study examines the relation between the COVID‐19 pandemic and hedge efficiency in
commodities futures markets. In particular, we first evaluate the informational content of …

Esta dissertação tem como objetivo analisar a eficiência do mercado de ações brasileiro
utilizando dados diários do Índice da Bolsa de São Paulo (Ibovespa), de janeiro de 1995 a …

Los mercados eficientes son aquellos en los cuales no es posible predecir los retornos de
sus activos. No obstante, la hipótesis de mercado adaptativo afirma que la eficiencia no es …

Purpose-This study investigates weak form market efficiency of Istanbul Stock Exchange
(ISE) via Random Walk Hypothesis (RWH). Methodology-Two random walk tests, Dickey …

This study aims at examining the efficiency of stock returns of BRICS markets. Here we
consider the daily data from 25th September 1997 to 31st March 2018. This study employs …

The majority of empirical literature on random walk behavior has interested on developed
and emerging markets. However, few studies have been carried out to test the randomness …

In a one of its kind study on the subject, weak form efficient market hypothesis (EMH) and
Samuelson's dictum has been analyzed for seven major developed (Australia, Canada …

The goal of this paper is to evaluate Brazilian stock market efficiency using daily data for the
São Paulo Stock Exchange Index from January 1995 to December 2012. We employ a …

Abstract SIERRA SUAREZ, Katherine Julieth; DUARTE DUARTE, Juan Benjamín and
RUEDA ORTIZ, Victor Alfonso. Predictability of returns in the Colombian stock market and …