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The efficiency of the future market for Brazilian live cattle
(Emerald Group Publishing Limited, 2013)
Purpose - This paper investigates the efficiency of the futures market for Brazilian live cattle to predict prices in the spot market of Argentinian steers. The lack of derivatives related to the beef market in the futures ...
The efficient IPO market hypothesis: Theory and evidence
(Cambridge University Pressjournals_subscriptions@cup.cam.ac.uk, 2020)
Preços futuros brasileiros seguem um passeio aleatório? Um estudo empírico
(2005-11-24)
The research aimed to test whether Brazilian futures prices follow a random walk - one of the versions of the Efficient Market Hypothesis. Futures prices of the Ibovespa index and dollar futures contratacs have been analysed, ...
Análise da eficiência do mercado de fundos imobiliários brasileiro: um comparativo entre as eficiências dos índices IFIX e IBOVESPA
(2021-07-02)
O principal objetivo deste trabalho foi avaliar a eficiência do mercado de fundos imobiliários no Brasil, representado pelo IFIX, fazendo um comparativo com a eficiência do mercado de ações tradicionais, representado pelo ...
Testing the efficiency market hypothesis for the colombian stock market
(Universidad Nacional de Colombia Sede Medellín, 2014-06-24)
One of the basic assumptions of asset pricing models (CAPM and APT) is the efficiency of markets. This paper seeks to prove this requirement in its weak form, both for the General Index of the Stock Exchange of Colombia ...
Clustering subsecuencial de series de tiempo: Evidencia de patrones temporales en el tipo de cambio UsdMxn
(Centro de Investigación en Matemáticas, AC (CIMAT), 2020-11-02)
Clustering subsecuencial de series de tiempo: Evidencia de patrones temporales en el tipo de cambio UsdMxn
(Centro de Investigación en Matemáticas, AC (CIMAT), 2020-11-02)
Weak-Form Market Efficiency of the Brazilian Exchange Rate: Evidence from an Artificial Neural Network Model
(2016-04-02)
This article utilizes an artificial neural network model to examine the hypothesis of weak-form market efficiency for the monthly Brazilian exchange rate from 1999 to 2013. The method of partial derivatives suggested by ...
Evolution of the degree of efficiency of the cryptocurrency market from 2014 to 2020: an analysis based on its fractal componentsEvolução do grau de eficiência do mercado de moedas criptográficas de 2014 a 2020: uma análise baseada em seus componentes fractais
(Universidade Federal de Santa Maria, 2022)