|
|
|
|
|
Jelena Radojicic,Ognjen Radovic
Pág. 053 - 069
This paper examines the market efficiency of the most significant cryptocurrencies, Bitcoin and Ethereum. In the paper, we use several different tests to check the normality of return distribution, long-run correlation and heteroscedasticity of retu...
ver más
|
|
|
|
|
|
|
|
|
|
|
Hyunjung Choi
This study investigates how a company?s internal control team affects their investment decision making, considering the level of industry competition within the South Korean capital market. A model obtained from the literature was employed to test the hy...
ver más
|
|
|
|
|
|
|
|
|
|
|
Milica Latinovic
Pág. 55 - 64
Research Question: This study aims to empirically test the effects of the digital and sustainability announcements of twin transformation companies on their shareholder value creation. Motivation: This paper builds on the vast research regarding the Effi...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mai Ahmed Abdelzaher
Pág. 18 - 25
This article aims is to verify if the Egyptian stock market has information efficiency (market efficiency assumptions) by studying the presence of time series properties for daily stock returns between 2005 and 2015. Parametric and non-parametric tests a...
ver más
|
|
|
|
|
|
|
|
|
|
|
Shuai Xu, Yan Sun and Shuqing Zhao
Contemporary urbanization in the Pearl River Delta (PRD) Urban Agglomeration is the epitome of China?s urbanization process as the PRD is the first fastest growing metropolitan region of China. Here, we mapped and quantified the spatiotemporal dynamics o...
ver más
|
|
|
|
|
|
|
|
|
|
|
Enrique Rafael González Pozo
This paper?s objective is to demystify the world of investing, first by showing and exposing the results the greatest money managers in the Wall Street have obtained over the last years compared to the performance of their benchmark indexes. Index invest...
ver más
|
|
|
|
|
|
|
|
|
|
|
Rim Ammar Lamouchi
Pág. 29 - 34
This paper examines the market efficiency of Saudi Arabia stock exchange market namely Tadawul All Share Index, TASI, for the period from 1998 to 2020. To test the efficiency of stock market, we analyze the dependence structure of stock market index retu...
ver más
|
|
|
|
|
|
|
|
|
|
|
Min-woo Kang
This study aims to test the efficiency of the Korean foreign exchange market and examine its determinants through several well-established methodologies based on the forward rate unbiasedness hypothesis and covered interest rate parity. The empirical fin...
ver más
|
|
|
|
|
|
|
|
|
|
|
Athanasia Dimitriadou, Periklis Gogas, Theophilos Papadimitriou and Vasilios Plakandaras
Forecasting commodities and especially oil prices have attracted significant research interest, often concluding that oil prices are not easy to forecast and implying an efficient market. In this paper, we revisit the efficient market hypothesis of the o...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mehmet Lütfi Arslan,Cevdet Kizil
Pág. 101 - 116
Intellectual capital is a critical concept to realize and reflect the real value of organizations. This study took advantage of Market Value (MV) / Book Value (BV) method and Value Added Intellectual Coefficient (VAIC) model to measure and co...
ver más
|
|
|
|
|
|