This paper provides a systematic review of the weak‐form market efficiency literature that
examines return predictability from past price changes, with an exclusive focus on the stock …

In recent years a new type of tradable assets appeared, generically known as
cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper …

In this paper, we present a comparative investigation of the multifractal properties of seven
Central and Eastern European (CEE) stock markets using recent financial data up to August …

This article re-examines the evidence of return predictability for three major US stock indices
using two recently developed data-driven tests, namely the automatic portmanteau Box …

This paper investigates the properties of South African stock returns and the underlying
variance. The investigation into the properties of stock returns and the behaviour of the …

In this paper, we explore the (in) efficiency of the continuum Bitcoin-USD market in the
period ranging from mid 2010 to early 2019. To deal with, we dynamically analyse the …

Anticipating and understanding fluctuations in the agri-food market is very important in order
to implement policies that can assure fair prices and food availability. In this paper, we …

Applying the GARCH model, this paper finds that the Czech stock market index is positively
associated with real GDP and the German and US stock market indexes, is negatively …

Sažetak This paper examines the relationship between the Croatian stock market index and
relevant macroeconomic variables. Applying the GARCH model, this paper finds that the …

This paper addresses the question whether dual long memory (LM), asymmetry and
structural breaks in stock market returns matter when forecasting the value at risk (VaR) and …