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Christian Rudolf RICHTER,Bachar FAKHRY
Pág. 524 - 535
JEL. B23, C12, C13, C58, G01, G14, G15, H63.
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Ika Yanuarti,Mulyono Mulyono
Pág. 423 - 430
One of the information submitted by the Indonesia Stock Exchange, related to stock trading is theannouncement of Unusual Market Activity (UMA). The UMA announcement is a trade activitiesand or price movements of unusual effect on a certain period of time...
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Hülya Yilmaz,Bülent Ilhan
Pág. 26 - 38
This paper investigates the dynamic relationship between the stock market index and a set of macroeconomic variables in four emerging countries. The dependent variable measures monthly stock exchange points of respective markets from January 2010 to Marc...
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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...
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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...
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Faizul Mubarok,Mohammad Masykur Fadhli
Pág. in press
The presence of the stock market has helped to increase economic growth in a country. However, high levels of volatility plus economic uncertainty make investors have to rethink investing in the capital market. This study aims to examine the share of eac...
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Carlos Elder Maciel de Aquino,José Everardo Alves Pereira,José Odalio dos Santos,Alexandre Franco de Godoi,Fernando de Almeida Santos
Pág. 29 - 42
The goal of the research is to analyze the stock returns of Cielo SA based upon its intraday data to capture the influence of relevant facts on the share price and trading volume, at the early hours after the disclosure. The Efficient Market Hypothesis (...
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Carlos Elder Maciel de Aquino,José Everardo Alves Pereira,José Odalio dos Santos,Alexandre Franco de Godoi,Fernando de Almeida Santos
Pág. 29 - 42
The goal of the research is to analyze the stock returns of Cielo SA based upon its intraday data to capture the influence of relevant facts on the share price and trading volume, at the early hours after the disclosure. The Efficient Market Hypothesis (...
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Shafir Zaman
Pág. 285 - 291
Investors need to have an idea about stock market before making investment whether the stock markets are efficient or not to take investment decision in stock market. For that reason, measurement of market efficiency of stock market bears significance to...
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Fatih Konak, Yasemin Demir
Pág. 40 - 48
The Efficient Market Hypothesis, developed by Fama, is a market in which prices reflect the current information and where abnormal returns are not possible. In case the securities value reflects the information fully, the existence of the efficient marke...
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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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Muhammad Iqbal,Buddi Wibowo
Pág. 335 - 348
Assorted types of market anomalies occur when stock prices deviate from the prediction of classical asset pricing theories. This study aims to examine asset growth anomaly where stocks with high asset growth will be followed by low returns in the subsequ...
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Glener de Almeida Dourado,Benjamin Miranda Tabak
Pág. 517?553
The goal of this paper is to evaluate Brazilian stock market efficiency using daily data for the Sao Paulo Stock Exchange Index from January 1995 to December 2012. We employ a variance ratio statistic with wild bootstrap, developed to test linear depende...
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Francesca Bell,Gary van Vuuren
AbstractOrientation: Environmental, social and governance (ESG) factors have evolved from peripheral significance (2000s) to a leading factor (2022) for many corporates. Most are now assigned ESG grades; which are increasingly scrutinised by investors.Re...
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Francesca Bell,Gary van Vuuren
AbstractOrientation: Environmental, social and governance (ESG) factors have evolved from peripheral significance (2000s) to a leading factor (2022) for many corporates. Most are now assigned ESG grades; which are increasingly scrutinised by investors.Re...
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Abhay Kumar,Rashmi Soni,Iqbal Thonse Hawaldar,Meghna Vyas,Vaibhav Yadav
Pág. 208 - 216
The purpose of this study is to test whether the Indian pharmaceutical companies support efficient market hypotheses (EMH) and examine the efficiency of the Indian stock market in three forms, i.e., the weak, the semi-strong, and the strong form of marke...
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Mahamuda Firoj,Sharmina Khanom
Pág. 99 - 103
Efficiency in a foreign exchange market (FEM) is very essential for a developing economy like Bangladesh as the foreign exchange rates play a critical role to determine the various macroeconomic policies and issues of an economy. Thus the main objective ...
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Eric C. Jackson
This manuscript considers sales within an automotive strategic group. Sales within the ?Family Car? segment are examined. The efficient uses of inputs relative to the sales generated as determined by Data Envelopment Analysis are compared. The rela...
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Leon M. Brummer,Pieter J. Jacobs
AbstractThe Johannesburg Stock Exchange as an efficient market. Finality has not yet been reached on the question whether the Johannesburg Stock Exchange complies with the requirements of the efficient market hypothesis. The results of the research that ...
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Leon M. Brummer,Pieter J. Jacobs
AbstractThe Johannesburg Stock Exchange as an efficient market. Finality has not yet been reached on the question whether the Johannesburg Stock Exchange complies with the requirements of the efficient market hypothesis. The results of the research that ...
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