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Episodic Non-linearities and Market Efficiency in the Mexican Stock Market
(2011)
We investigate the weak form of the efficient capital market hypothesis through the detection of a non-linear dynamic with potential for predictability of stock returns in the Mexican stock market. We apply the Hinich ...
Episodic Non-linearities and Market Efficiency in the Mexican Stock Market
(2011)
We investigate the weak form of the efficient capital market hypothesis through the detection of a non-linear dynamic with potential for predictability of stock returns in the Mexican stock market. We apply the Hinich ...
Comprobación de la eficiencia débil en los principales mercados financieros latinamericanos
(Universidad IcesiFacultad de Ciencias Administrativas y EconómicasAdministración de EmpresasGestión Organizacional, 2014-10-01)
This paper aims to test weak-form efficiency in the top five Latin American stock markets, using two
approaches. Firstly, by evaluating the normality of the series using basic statistics, then by using the
Jarque-Bera ...
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis
(2013)
In this paper we analyse price fluctuations with the aim of measuring how long the market takes to adjust prices to weak-form efficiency, i.e., how long it takes for prices to adjust to a fractional Brownian motion with a ...
Teste da hipótese do caminho aleatório no Brasil e nos Estados Unidos
(Universidade Federal de Santa MariaBRAdministraçãoUFSMPrograma de Pós-Graduação em Administração, 2009-03-31)
The stock market has been objective of many researches that seek to identify the presence of some previsibility degree in the return series. Inside of this context grew the Market Efficiency Theory divided in three forms: ...
Marketing estratégico y su influencia en el crecimiento de las ventas de pymes manufactureras: Mantaespañol
(Universidad Laica Eloy Alfaro de Manabí - Ecuador, 2022)
Clustering subsecuencial de series de tiempo: Evidencia de patrones temporales en el tipo de cambio UsdMxn
(Centro de Investigación en Matemáticas, AC (CIMAT), 2022)
Study of efficiency and information transmission for agricultural futures markets: a comparative analysis between buenos aires and chicago using monthly and daily dataEstudio de la eficiencia y la transmisión de información para mercados de futuros agrícolas: un análisis comparativo entre buenos aires y chicago utilizando datos mensuales y diarios
(Universidad Nacional del Sur, 2017-12)
El objetivo de este trabajo es estudiar y comparar la efi ciencia en los mercados de futuros de la soja entre los mercados de Buenos Aires (MatBa) y Chicago (CME–CBOT) para los años 1994 a 2015. Existen numerosos estudios ...
The Money Supply Puzzle and Treasury Bill Market Efficiency: A New Hypothesis and the Evidence
(2004-12-23)
En los estudios de regresión con mínimos cuadrados ordinarios en torno a cambios en las tasas de los pagarés de la Tesorería en el dinero esperada; los investigadores han detectado coeficientes negativos para el dinero ...
Market Efficiency and Performance of Multimarket FundsEficiência de Mercado e Desempenho de Fundos Multimercados
(Lociedade Brasileira de Finanças, 2013)