Behavioral finance and market efficiency in the time of the COVID-19 pandemic: does fear drive the market?

E Vasileiou - The Political Economy of Covid-19, 2022 - taylorfrancis.com
In this study, we examine the efficiency of the US stock markets during the COVID-19
outbreak using a fundamental financial analysis approach, the constant growth model and a …

[PDF][PDF] La eficiencia de los mercados de valores: una revisión

J Duarte, J Mascareñas - Análisis Financiero, 2013 - researchgate.net
Uno de los supuestos de los modelos de valoración de activos financieros es la presunción
de mercados bursátiles eficientes, en el presente trabajo se estudia la evolución de la …

Efficient Markets Hypothesis in the time of COVID-19.

E Vasileiou - Review of Economic Analysis, 2021 - openjournals.uwaterloo.ca
This paper examines how the largest stock market of the world, the US, and particularly the
S&P500 index, reacted during the COVID-19 outbreak (02.01. 2020-30.04. 2020). Using …

Random walk of socially responsible investment in emerging market

N Danila - Sustainability, 2022 - mdpi.com
Emerging markets offer some of the world's most impactful investment possibilities for
investors concerned with addressing global climate and socioeconomic issues …

[HTML][HTML] Comprobación de la eficiencia débil en los principales mercados financieros latinoamericanos

JBD Duarte, JMM Pérez-Iñigo - Estudios Gerenciales, 2014 - Elsevier
El presente trabajo tiene como objetivo comprobar la eficiencia débil en los 5 principales
mercados bursátiles de Latinoamérica, usando 2 enfoques; primero se evalúa la …

Testing the weak form of efficient market hypothesis for socially responsible and Shariah indexes in the USA

A Khan, MY Khan, AQ Khan, MJ Khan… - Journal of Islamic …, 2021 - emerald.com
Purpose By testing the weak form of efficient market hypothesis (EMH) this study aims to
forecast the short-term stock prices of the US Dow and Jones environmental socially …

The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50

Y Ni, MY Day, P Huang, SR Yu - Physica A: Statistical Mechanics and its …, 2020 - Elsevier
We employ the constituent stocks of Taiwan 50 as our sample and explore if investors can
beat the market by trading them as trading signals emitted by Bollinger Bands (BBs). Results …

Stock market efficiency and liquidity: The Indonesia Stock Exchange merger

AS Yang, A Pangastuti - Research in International Business and Finance, 2016 - Elsevier
This study investigates the market liquidity and efficiency of the merger between the
Surabaya Stock Exchange and the Jakarta Stock Exchange into the Indonesia Stock …

Forecasting of S&P 500 ESG index by using CEEMDAN and LSTM approach

D Aggarwal, S Banerjee - Journal of Forecasting, 2024 - Wiley Online Library
This study aims to forecast the S&P 500 ESG index using the mixture model of complete
ensemble empirical mode decomposition with adaptive noise (CEEMDAN) and long short …

The importance of using a test of weak-form market efficiency that does not require investigating the data first

V Aumeboonsuke, AL Dryver - International Review of Economics & …, 2014 - Elsevier
Are financial markets efficient? There are multiple tests for answering this question. Forming
a hypothesis and testing should be done before looking at the data, ie without data …