8   Artículos

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en línea
Evangelos Vasileiou     Pág. 45 - 63
This paper examines how the largest stock market of the world, the U.S., and particularly the S&P500 index, reacted during the COVID-19 outbreak (02.01.2020-30.04.2020). Using simple financial and corporate analysis (adopting Constant Growth Model) proce... ver más
Revista: Review of Economic Analysis    Formato: Electrónico

 
en línea
Evangelos Vasileiou    
This paper examines how the largest stock market of the world, the U.S., and particularly the S&P500 index, reacted during the COVID-19 outbreak (02.01.2020-30.04.2020). Using simple financial and corporate analysis (adopting Constant Growth Model) proce... ver más
Revista: Review of Economic Analysis    Formato: Electrónico

 
en línea
Juan Benjamín Duarte Duarte,Katherine Julieth Sierra Suárez,Víctor Alfonso Rueda Ortiz     Pág. 341 - 357
This article seeks to contrast the weak form efficiency of the Brazilian, US,  and  Mexican  stock  indexes,  based  on  the  assumption  that  an  efficient  market is not predictable. With thi... ver más
Revista: Revista Finanzas y PolÍ­tica Económica    Formato: Electrónico

 
en línea
Pyemo Afego     Pág. 340 - 347
This paper examines the weak-form of the efficient markets hypothesis for the Nigerian Stock Exchange (NSE) by testing for random walks in the monthly index returns over the period 1984-2009. The results of the non-parametric runs test show that index re... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
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
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Tamilselvan Manickam, R Madhumitha     Pág. 52 - 61
The competence of a financial system is entirely depending upon the stock market efficiency. The gradual growth of equity investor?s participation is inevitable to enrich the overall growth of emerging economies.Hence the necessity is felt to provide an ... ver más
Revista: International Journal of Finance & Banking Studies    Formato: Electrónico

 
en línea
Abdul Haque,Hung Chun Liu,Fakhar Un Nisa     Pág. 153 - 162
This empirical paper tests out the weak form efficiency of Pakistani stock market by examining the weekly  index over the period . Return series has a leptokurtic and negatively skewed distribution, which is away from normal distribution as reflecte... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
     
This paper examined the Efficient Market Hypothesis (EMH) for seven financial markets located in the Gulf Cooperative Council (GCC) countries; Bahrain Securities Market (BSE), Qatar?s Doha Financial Market (DFM), Kuwait Securities Market (KSE) , Oman?s M... ver más
Revista: Journal of Knowledge Globalization    Formato: Electrónico

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