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ANI STOITSOVA-STOYKOVA, Vladimir Tsenkov
Pág. 31 - 56
The study uses the GARCH models to estimate market efficiency of eleven stock markets from South East Europe (SEE) - Bulgaria, , Croatia, Greece, Serbia, Slovenia, Turkey, Romania, Montenegro, Macedonia, Banja Luka and Sarajevo (Bosnia and Herzegovina) o...
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Narendra Bhana
AbstractThe objective of this study is to determine whether companies listed on the Johannesburg Stock Exchange (JSE) overreacted to the arrival of unanticipated information during the period 1975-1992. In this article, a modified version of the Efficien...
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Narendra Bhana
AbstractThe objective of this study is to determine whether companies listed on the Johannesburg Stock Exchange (JSE) overreacted to the arrival of unanticipated information during the period 1975-1992. In this article, a modified version of the Efficien...
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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...
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Paulo Rotela Junior, Luiz Célio Souza Rocha, Giancarlo Aquila, Edson de Oliveira Pamplona, Pedro Paulo Balestrassi, Anderson Paulo de Paiva
Pág. 623 - 631
The objective of this paper is to present a proposal to form robust portfolios using a stochastic efficiency analysis of assets from companies in the Sao Paulo Stock Exchange, focusing on the worst market state. In order to do this, information about the...
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Paulo Rotela Junior, Luiz Célio Souza Rocha, Giancarlo Aquila, Edson de Oliveira Pamplona, Pedro Paulo Balestrassi, Anderson Paulo de Paiva (Author)
Pág. 623 - 631
The objective of this paper is to present a proposal to form robust portfolios using a stochastic efficiency analysis of assets from companies in the Sao Paulo Stock Exchange, focusing on the worst market state. In order to do this, information about the...
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Jakub Kubiczek and Marcin Tuszkiewicz
A highly significant feature of the stock market is its efficiency, which is associated with information efficiency. However, the liquidity of stock on the market is its essential characteristic. The inflow of information in highly liquid markets allows ...
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Sifiso Themba Clement Mdletshe and Ajuruchukwu Obi
The frequent failures of government-funded broiler enterprises raise concerns about the viability and wisdom of government funding for smallholders. This study therefore investigates the scope for the profitability of the small-scale broiler production a...
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Leonardo Anversi Ukita,Rodolfo Leandro de Faria Olivo,Leandro José Morilhas,Flávia Angeli Ghisi Nielsen
Pág. 19 - 34
The 21st Century has seen important innovations in stock markets, particularly the widespread adoption of automatic trading systems, which, allied to high-speed information systems, have increased efficiency and competition among stock brokers. In this c...
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Lea Heinrich, Wolfgang H. Schulz, Isabella Geis
Pág. 269 - 271
Transport systems are marked by a strong path dependency due to habits, infrastructure, and market rigidities. This path dependency result is challenging for innovative solutions as they face unexpected barriers, but also abrupt acceleration once the bar...
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Franco Castagnetti, Armand Toubol, Giuseppe Rizzi
Pág. 672 - 678
Rail freight transport is today characterized by inefficiencies in the use of the existing infrastructure while the growing demand is activated by giant containers vessels handling thousands of units in the ports. Lack of industrialization prevents gaini...
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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...
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Muhammad SalehMemon, Akmal khan, Dr. Abdullah Sethar, Dr.Muhammad Ali, Dr.Faiz Muhammad Shaikh, Nusrat Abbassi
Pág. 2954 - 2959
Market efficiency has been a kind of pivot both for academic research and for policymaking concerning stock market for the last decades. But this hypothesis recently keeps being criticized both from archival and survey strategy. In this paper we also cri...
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Daniela Solomon,Simona Dragomirescu
Pág. pp. 90 - 93
Financial profitableness, relevant indicator in enterprises performance appreciation and of its position on the market, depends on the commercial policy (commercial profitableness), on the engaged capital?s efficiency (economic profitableness), on the po...
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Kaan Celebi and Michaela Hönig
Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world. Identifying the impact of this information on stock markets and forecasting stock returns and volatilities has become a much more dif...
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Derick D. Quintino, Sergio A. David and Carlos E. de F. Vian
In this work, an investigation and analysis are carried out in order to observe the relationship between ethanol spot and futures prices in Brazil. We adopted the Engle and Granger co-integration approach. Also, we consider the information share method p...
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Yi-Chang Chen,Hung-Che Wu,Jen-Jsung Huang
Pág. 649 - 663
This paper aims to examine whether the changes of the rational expectations of a tendency to herd among investors under different market conditions in China?s market. We find that herding remains scarce during periods of market tumult. Also, herd behavio...
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Ernesto Tapia Moore
Pág. 119 - 142
This article presents a theoretical equation set based on the information interactions that result in experiential learning. We attempt to link our equation set to the Uppsala Internationalization Process model in order to quantify information overload a...
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Charles O. Manasseh,Chukwuka Kenneth Ozuzu,Jonathan E. Ogbuabor
Pág. 1474 - 1490
This study tests the consistency of the Nigerian Stock Market with the Efficient Market Hypothesis (EMH) in the semi-strong form using bonus issues as the information generating event. Using daily data, a total of 121 bonus issues were observed and exami...
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Rodrigo Fernandes Malaquias,William Eid Junior
Pág. 119 - 142
According to the theory of the Efficiency Market Hypothesis (EMH), prices in the market should reflect all the information to the point where the costs of acting based on this information does not exceed its benefits (Jensen, 1978; Fama, 1991). In this c...
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