Empirical Studies Of The Efficient Market Hypothesis In Foreign Exchange And Financial Futures
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Empirical Studies Of The Efficient Market Hypothesis In Foreign Exchange And Financial Futures
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Author : Deirdre N. McCloskey
language : en
Publisher:
Release Date : 1982
Empirical Studies Of The Efficient Market Hypothesis In Foreign Exchange And Financial Futures written by Deirdre N. McCloskey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with categories.
Empirical Studies Of The Efficient Market Hypothesis In Foreign Exchange And Financial Futures
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Author : Jerome L. Stein
language : en
Publisher:
Release Date : 1982
Empirical Studies Of The Efficient Market Hypothesis In Foreign Exchange And Financial Futures written by Jerome L. Stein and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Efficient market theory categories.
The Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets
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Author : R. Hodrick
language : en
Publisher: Routledge
Release Date : 2014-05-01
The Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets written by R. Hodrick and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-01 with Business & Economics categories.
First Published in 2001. Routledge is an imprint of Taylor & Francis, an informa company.
Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets
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Author : Robert J. Hodrick
language : en
Publisher: CRC Press
Release Date : 2023-08-18
Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets written by Robert J. Hodrick and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-08-18 with Mathematics categories.
This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.
The Impact Of Technical Trend Signals On Excess Market Reaction
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Author : Michael Chak-sham Wong
language : en
Publisher:
Release Date : 1993
The Impact Of Technical Trend Signals On Excess Market Reaction written by Michael Chak-sham Wong and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Stock price forecasting categories.
Empirical Studies Of Market Efficiency Liquidity Effects And Risk Premiums In Foreign Exchange Futures Markets
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Author : Myung-Guk Doh
language : en
Publisher:
Release Date : 1993
Empirical Studies Of Market Efficiency Liquidity Effects And Risk Premiums In Foreign Exchange Futures Markets written by Myung-Guk Doh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Foreign exchange futures categories.
Foreign Currency Futures
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Author : Daniel Raymond Gerland
language : en
Publisher:
Release Date : 1981
Foreign Currency Futures written by Daniel Raymond Gerland and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Foreign exchange futures categories.
The Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets
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Author : Robert J. Hodrick
language : en
Publisher:
Release Date : 2018
The Empirical Evidence On The Efficiency Of Forward And Futures Foreign Exchange Markets written by Robert J. Hodrick and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with MATHEMATICS categories.
This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.
The Efficient Market Hypothesis And Its Application To Stock Markets
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Author : Sebastian Harder
language : en
Publisher: GRIN Verlag
Release Date : 2010-11
The Efficient Market Hypothesis And Its Application To Stock Markets written by Sebastian Harder and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11 with Business & Economics categories.
Research Paper (undergraduate) from the year 2008 in the subject Business economics - Investment and Finance, grade: 1.7, The FOM University of Applied Sciences, Hamburg, language: English, abstract: Especially after the 90ies, where the stock markets raised enormously, many private investors joined the stock market and were blended by abnormal profits and neglected possible losses. The same behavior could be observed before the Financial Crisis became reality. But each endless raising stock market would finally collapse, because stock prices are randomly and only driven by relevant news. The adjustment to the news is quickly. This is the theoretical argumentation of the Efficient Market Hypothesis (EMH), which will be evaluated in this paper. The author gives an overview about the EMH by explaining the basic principles and its mathematical formulation. The practical part evaluated the EMH on selected examples, where the theory could only be partly approved.
An Empirical Study Of Efficient Market Hypothesis And Its Existence In Virtual Markets
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Author : Jason West
language : en
Publisher: GRIN Verlag
Release Date : 2017-05-09
An Empirical Study Of Efficient Market Hypothesis And Its Existence In Virtual Markets written by Jason West and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-05-09 with Business & Economics categories.
Bachelor Thesis from the year 2015 in the subject Economics - Finance, grade: 2:1 (68%), Northumbria University, course: Business with Financial Management, language: English, abstract: Virtual and computer games are rapidly increasing with the introduction of the smartphone and the app stores across multiple platforms and devices with an increase in games with virtual economies. This dissertation will analyse the efficient market hypothesis, along with commonly known anomalies and information announcements. It will find out whether there are market inefficiencies in virtual games in the form of anomalies, more specifically the intra-day effect. The intra-day effect anomaly is one of many critiques of the efficient market hypothesis and there have been many studies conducted into the intra-day effect. Most research on the intra-day effect anomaly is concerning real world markets and the results have contradicted one another. This study looks at the price change movements of 118 randomly quota sampled player cards within the market of FIFA Ultimate Team. Statistical analysis in the form of mean, standard deviation, and coefficients of variances tests were carried out to identify if there were any market anomalies and reactions to information announcements. A strong correlation between market inefficiencies, anomalies, and information announcements had been discovered within the research of the virtual market in FIFA Ultimate Team. The study actually found that because of an information announcement overreaction and an intra-day effect, at a specific time during a Wednesday, a player could sell their card for potentially 233% more than what they could have an hour earlier. This research study in turn supports that market anomalies do exist in games but it was also discovered that the market is semi-strong form efficient in its reaction post-information announcement.