Non-linear approach to Random Walk Test in selected African countries

EJA Abakah, P Alagidede, L Mensah… - International Journal of …, 2018 - emerald.com
Purpose The purpose of this paper is to re-examine the weak form efficiency of five African
stock markets (South Africa, Nigeria, Egypt, Ghana and Mauritius) using various tests to …

[PDF][PDF] A new proposal for efficiency quantification of capital markets in the context of complex non-linear dynamics and chaos

C Oprean, C Tănăsescu, A Bucur - Economic research-Ekonomska …, 2017 - hrcak.srce.hr
The main purpose of this paper is efficiency analysis as well as its quantification in the case
of emerging capital markets, by building a new measure of market efficiency. The basic …

[PDF][PDF] Analysis of Stock Market Efficiency in Emerging Markets: Evidence from BRICS.

S Kiran - Romanian Economic Journal, 2019 - rejournal.eu
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 …

Testing the weak-form efficiency of BRICS stock markets

MSS Kiran, M Mallikarjuna… - Asian Journal of …, 2019 - journaleconomics.org
This study aims to test the weak-form efficiency of the stock markets of Brazil, Russia, India,
China and South Africa (BRICS). This study uses daily stock indices returns of BRICS for the …

Market Efficiency in Emerging Economics: An Empirical Analysis.

PK Sanyal, P Gahan, SS Gupta - Globsyn Management …, 2014 - search.ebscohost.com
The objective of this paper is to test the Stock Market Efficiency in Emerging Economics. With
the Markets integration, fast transmission of information, technological developments across …

Simulación estocástica del tipo de cambio de monedas latinoamericanas respecto al dólar estadounidense

A Rodríguez-Nava… - … . Teoría y Praxis, 2017 - cienciasadmvastyp.uat.edu.mx
El objetivo de este trabajo es examinar las posibilidades de simulación de las variaciones
del tipo de cambio de algunas monedas latinoamericanas respecto al dólar …

GELİŞMEKTE OLAN PİYASALARDA GEÇİCİ VE KALICI ŞOKLAR

E Gemici - PressAcademia Procedia, 2020 - dergipark.org.tr
Amaç-Yatırımcıların rasyonel olduğu ve geçmiş fiyat hareketlerini kullanarak anormal getiri
elde edemediği piyasalar etkin olarak kabul edilmektedir. Fama (1965, 1970) etkin piyasa …

Descriptive Correlational Study of Profitability of Technical Analysis Using an Emerging Markets Exchange Traded Fund

L Zuber - 2017 - search.proquest.com
Abstract The use of Technical Analysis (TA) investment strategy, and investors trading in
foreign markets and emerging markets (EMs), has increased dramatically in recent years …

Techniques For Estimating the Generative Multifactor Model of Returns in a Statistical Approach to the Arbitrage Pricing Theory. Evidence from the Mexican Stock …

R Ladrón de Guevara Cortés - 2016 - diposit.ub.edu
This dissertation focuses on the estimation of the generative multifactor model of returns on
equities, under a statistical approach of the Arbitrage Pricing Theory (APT), in the context of …

An Investigation of Investment and Financing in Tourism: A Study of West Bengal

JK Das¹, S Ghosh - Globysn Mangement Conference 2014, 2014 - books.google.com
Tourism is one of the important and viable avenues for economic development of many
countries. The same is true for India also. To develop tourism, proper financing is necessary …