Using the financial proxies in the efficient market hypothesis (EMH), we explore how the
bullwhip effect (BWE) and ripple effect (RE) have been affected by the COVID-19 pandemic …

The purpose of this study is to examines whether Covid19 pandemic has an impact on the
relationship between the financial performance of companies in return to assets, equity, and …

Purpose This research unfolds a holistic association between economic policy uncertainty
(EPU) and three important markets (oil, stock and gold) in the Indian context. To do same …

Industrial land is an indispensable strategic resource in urban development that plays an
indispensable role in ensuring the industrial space of urban construction and development …

This article considers a short-term forecasting of a process that is an output signal of a
nonlinear system observed on the background of additive noise. Forecasting is made …

This paper designs an artificial stock market model to discuss investor behavior and risk
contagion caused by market information. Considering the investors' trading decisions are …

The weak form of the efficient market hypothesis posits that stock prices reflect all publicly
available information in the market but not undisclosed or private information. To empirically …

In this paper, we examine the early predictability of the market's directional movement using
intraday high‐frequency data (695,764 observations) from an stock index (Ibex 35 Index) to …

We test the efficient market hypothesis (EMH) in emerging markets by simultaneously
considering gradual shifts and common factors. Findings indicate that (i) while the test with …

Marked point processes provide a flexible framework for studying ultra-high frequency
financial data that records the time and price for each transaction. This paper estimates …