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Efficient market

Stock market under the 2016 Brazilian presidential impeachment: a test in the semi-strong form of the efficient market hypothesis

Stock market under the 2016 Brazilian presidential impeachment: a test in the semi-strong form of the efficient market hypothesis

... the efficient market hypothesis (EMH), in its semi-strong form, the purpose was verifying whether the presidential impeachment that took place in Brazil in 2016, in 3 different dates, brought the expected ...

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Efficient Market Hypothesis in European Stock Markets

Efficient Market Hypothesis in European Stock Markets

... weak-form market efficiency applied to stock market indexes of France, Germany, UK, Greece, Portugal and Spain, from January 1993 to December ...stock market index follows a random ...

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The efficient market hypothesis: problems with interpretations of empirical tests

The efficient market hypothesis: problems with interpretations of empirical tests

... inancial market dynamics which produces price series that have observed characteristics (high kurtosis, fat tails, occasional periods of autocorrelation, much higher autocorrelations on monthly than on daily data, ...

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Behavioural Finance Or Efficient Market: Which Is Right ?

Behavioural Finance Or Efficient Market: Which Is Right ?

... Jarrow and Protter [10] constructed a complete marked model where arbitrages exist but are not exploited since they are hidden. They occur on a small set of time typically of Lebesgue measure zero. Here we have an ...

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BAR, Braz. Adm. Rev.  vol.9 número2

BAR, Braz. Adm. Rev. vol.9 número2

... this market was indeed not efficient as per the Efficient Market (semi-strong) Hypothesis, rather it was trying to adjust itself to a proper price ...the market having overshot the ...

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RADING PERFORMANCE AND IMPLICATIONS APPLIED TO THE

RADING PERFORMANCE AND IMPLICATIONS APPLIED TO THE

... stock market during the period comprised between 2002 and ...the Efficient Market Hypothesis in its weak-form, states that stock prices already contain all historical data available on the ...

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Rev. contab. finanç.  vol.27 número71

Rev. contab. finanç. vol.27 número71

... and market levels for 872 shares of publicly-traded Brazilian com- panies, observed between 1994 and ...the market level, the assumption is that share liquidity is able to reduce some of the risks incurred ...

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Analysis of the Weekend Effect on the Markets of 121 Equity Indices and 29 Commodities

Analysis of the Weekend Effect on the Markets of 121 Equity Indices and 29 Commodities

... Efficient market hypothesis (EMH), the core of the influential paper of Fama (1970), has been a cornerstone of financial economics for many ...the market, usually in a form of above-average ...

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Mechanisms for efficient investments and optimal zones in regional power market

Mechanisms for efficient investments and optimal zones in regional power market

... regional market. Assumptions include efficient market coupling mechanism (with more bidding zones), use of additional investment indicators (like social welfare and congestion cost) and security of ...

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Efficient domination through eigenvalues

Efficient domination through eigenvalues

... Some similarities were observed between the tests with bipartite graphs and those first described in this section. In fact, in the present case, the graph density also seems to be uncorrelated with the time spent by the ...

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Determinants of the implied equity risk premium in Brazil

Determinants of the implied equity risk premium in Brazil

... In Brazil, those important applications include: (a) the determination of discount rates in order to value stocks of firms in acquisition and/or going private offers (OPAs); (b) the setting of so-called “regulatory ...

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Why designate market makers? affirmative obligations and market quality

Why designate market makers? affirmative obligations and market quality

... We consider the setting where competition ensures that affirmative obligations impose net trading losses on designated market makers that must be compensated by side p[r] ...

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High efficient cogeneration potential

High efficient cogeneration potential

... In this type of cycle a fuel source is typically used to produce mechanical or electrical energy as a first main output, and the residual heat is used to feed a manufacturing process i[r] ...

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Innovation systems:  from fixing market failures to creating markets

Innovation systems: from fixing market failures to creating markets

... the process and provide the direction towards new ‘techno-economic paradigms’ (Perez, 2002), which do not come about spontaneously out of market forces. In the mass production revolution and the IT revolution, ...

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A company’s  market value: the methodology of its valuation and methods for its maximization

A company’s market value: the methodology of its valuation and methods for its maximization

... a company’s real value. According to scientists F. Budde, U.-H. Felcht, and H. Frankemölle, expectation premium appears, in the first place, as a result of asymmetrical information exchange between a company’s management ...

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Um modelo evolucionário setorial.

Um modelo evolucionário setorial.

... Market shares com baixos ganhos de produtividade (0,5%) Figura 6.. Market shares com altos ganhos de produtividade (2%)..[r] ...

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The role of the BNDES in the Brazilian development financing: contributions from the paper “towards a legal theory of finance” of Katharina Pistor

The role of the BNDES in the Brazilian development financing: contributions from the paper “towards a legal theory of finance” of Katharina Pistor

... Further to the points brought above, we have that the interdependency concept between the domestic and international markets and its respective participants, provided for in the Theory, lead us to conclude that it is not ...

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A Framework for Efficient Model Transformations

A Framework for Efficient Model Transformations

... Figure 8.12: Expected and real number of instances of a transformation that migrates Activity Diagram models into UML 2.0 Activity Diagrams, expressed in DSLTrans and then compiled to Tr[r] ...

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E UROPE: A MARKET FOR THE

E UROPE: A MARKET FOR THE

... of market share of medium companies was especially evident during the ...European market, this premise supported the transition hypothesis, as it represented a shift of focus from second to third wave ...

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Debate sobre a Teoria do  Eficiente (Efficient Breach of Contract) e o Direito Contratual  Luis Gustavo Miranda de Oliveira

Debate sobre a Teoria do Eficiente (Efficient Breach of Contract) e o Direito Contratual Luis Gustavo Miranda de Oliveira

... Francieli Micheletto e Felipe de Poli de Siqueira pesquisaram sobre as redes contratuais no contexto das transformações da sociedade e do direito, representando clara expressão da função social dos contratos, trazida ...

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