Random walks and market efficiency tests: evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic

R Dias, N Teixeira, V Machova, P Pardal… - Oeconomia …, 2020 - ceeol.com
Research background: Covid-19 has affected the global economy and has had an inevitable
impact on capital markets. In the week of February 24–28, 2020, stock markets crashed. The …

[PDF][PDF] Testing the weak form of efficient market hypothesis: Empirical evidence from equity markets

R Dias, P Heliodoro, N Teixeira… - International Journal of …, 2020 - researchgate.net
The aim of this paper is to analyse integration and test the hypothesis of an efficient market,
in its weak form, in sixteen international financial markets. The sample covers the period …

Estimating and predicting models using stochastic time series ARIMA modeling in emergent economy

M Dadhich, R Doshi, SS Rao, R Sharma - Soft Computing: Theories and …, 2022 - Springer
The study aims at unlocking the opportunity of predicting the stock movement of BSE and
NSE by applying the econometrics model. The actual closing price of the chosen stocks was …

The Asian financial crisis: market inefficiency and speculative bubbles

R Wuthisatian… - International Journal of …, 2018 - inderscienceonline.com
A significant body of economic literature considers the collapse of Thailand's financial
market as one of the causes of the Asian financial crisis during the years 1997-1998. The …

[PDF][PDF] Is the emerging Asian stock markets really predictable-based on the Operations and Information Management

R Bhowmik, S Wang - International Journal of Supply Chain …, 2019 - academia.edu
This paper examines the weak-form of market efficiency for six emerging Asian markets by
using daily, weekly and monthly indices data based on the information management. The …

[PDF][PDF] UNDERSTANDING THE EFFICIENCY LEVELS AMONG CRYPTOCURRENCIES: ISLAMIC, GREEN AND TRADITIONAL

R Dias, R Galvão, M Irfan, P Alexandre… - Revista de Gestão …, 2024 - researchgate.net
Background: Islamic cryptocurrencies are different from conventional ones in that they are
backed by physical assets and are based on religious principles. After the COVID-19 …

The role of real estate derivatives in hedging real estate: an empirical analysis of the US commercial market

C Berk - International journal of financial research, 2016 - dspace.arel.edu.tr
Today, real estate today is used as an important investment vehicle owing to its many
benefits, including diversification and ability to yield real returns. Real estate prices can be …

Does the random walk hypothesis hold for Indian stock markets during parliamentary elections?

KAS Shet, SR Padyala… - Asian Economic and …, 2023 - search.proquest.com
In this study, we examine the random walk hypothesis for two well-known Indian indices,
BSE (Sensex) and NSE (Nifty), by considering country-specific political events …

An empirical analysis on the weak form market efficiency in the Bangladeshi pharmaceutical industry-A case study of Renata Ltd

ZA Ehsan - 2021 - mpra.ub.uni-muenchen.de
The paper aims to assess the market efficiency of Renata Ltd in the weak form by analyzing
monthly returns ranging from December 2007 to April 2021. Past literature on the same topic …

Foreign Exchange Market Shocks in the Context of the Global Pandemic (COVID-19)

R Dias, L Carvalho - … of Research on Financial Management During …, 2021 - igi-global.com
This chapter analyzes the efficiency, in its weak form, in the international exchange markets
from January 1st, 2019 to July 21st, 2020. The results show that the foreign exchange …