market efficiency
Herd behaviour and market efficiency: evidence from the portuguese stock exchange
... The least rigorous form of EMH, the weak form, suggests that the price of a stock reflects all available information, past and present. The weak form only considers one set of information, which is historical information ...
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Market neutral volatility: a different approach to the S&P 500 options market efficiency
... efficient market hypothesis, an option price’s implied volatility should be the best possible forecast of the future realized volatility of the underlying ...inefficient market or that the econometric ...
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Insights into portuguese stock market efficiency using DEA
... analyzing efficiency mostly due its capacity to evaluate technical performance utilizing price-free input/output ...an efficiency score comparable with its competitors in study ...stock market ...
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THE STEEL EUROPEAN STOCK MARKET EFFICIENCY
... informational efficiency is a permanent preoccupation of researchers because the theories and the models of modern finance are based on ...the efficiency hypothesis, in the weak form, for the European stock ...
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Market efficiency, nonlinearity and technical analysis in the global market
... improper market response to new information, others market microstructure biases, bid ask spread and data snooping ...stock market created the strategy called momentum style ...
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Alternative banking and theory
... of market failures, banks as intermediaries, and relationship lending help clarify the competitive advantages and broader importance of alternative ...financial market efficiency, neo-classical ...
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Rev. adm. contemp. vol.2 número2
... semi-strong market efficiency, the whole of published investment analysis and journalism approximates to such a signal, which is available to all ...
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Peru: avoiding the middle income trap: analysis for critical route development
... Labor Market Efficiency 43 Financial Market Sophistication 38 Availability of Technology 69. Market Size 48[r] ...
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Rev. econ. contemp. vol.9 número2
... broad market strategies have evolved in the pension fund manage- ment ...selective market- ing strategy allows them to survive and ...in market strategy could well be detrimental to competition, as ...
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NON-LINEAR TESTS OF WEAKLY EFFICIENT MARKETS: EVI- DENCE FROM PORTUGAL ()
... Efficiency validation is sometimes reduced to test whether the returns generating process of a certain asset is deterministic (evidence against market efficiency) o[r] ...
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Effect of European Sovereign Debt Crisis on Banks’ Stock Market Performances
... Additionally to the traditional event study methodology I also use regression based event study methodology to evaluate t he impact of credit rating agencies’ announcements on the return of banks’ shares. In order to do ...
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SOIL AND PLANT NUTRITION - Article
... Nitrogen (N) is the most limiting nutrient for the production of wheat (Pan et al. 2006). Due to this fact and the possible environmental problems related to its use, the Nitrogen use efficiency (NUE) plays a ...
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Directed Internship: Deloitte NOVA SBE
... The work project is divided in five parts. The first, Introduction, gives a starting insight on the theme, as well as the core objectives and personal choice. The second part reports to the Literature Overview explaining ...
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IRRIGATION DEFICIT STRATEGIES ON PHYSIOLOGICAL AND PRODUCTIVE PARAMETERS OF 'TOMMY ATKINS' MANGO
... The irrigation affected only the leaf temperature and the instantaneous water use efficiency in the RDI (Table 6). The RDI with 75% of ETc, applied during the fruit development stage (RDI75S2), contributed to a ...
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Aberrant functional connectome in neurologically asymptomatic patients with end-stage renal disease.
... Frist, the current dataset were obtained using a relative low field strength (1.5 T), long TR (3s) and high in-plane resolution (128×128). These may lead to a low SNR for detecting resting- state networks. So we ...
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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
... 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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Nitrogen efficiency indexes for evaluating nitrogen uptake and use in ornamental bromeliad’s root system and tank
... nutritional efficiency tends to decrease with increasing nutrient levels, as a result of diminishing returns in biomass production with the successive addition of the nutrient (Fageria, ...
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Seller-optimal learning and monopsony pricing
... As S increases, the seller-optimal signal structure converges to a δ-dirac distribution that puts mass one at µ = 0.5. The seller’s payoff is 0.5 while the buyer’s payoff is S − 1. Intuitively, the interpretation is ...
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ASSOCIAÇÃO DE POLITÉCNICOS DO NORTE (APNOR) INSTITUTO POLITÉCNICO DE BRAGANÇA
... 21). Efficiency of enterprise can be defined as summation of effective optimal well-made business decisions, which were developed, adopted and implemented at the enterprises (Bozhydarnik & Krivovyazyuk, ...
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Shape up or ship out: can we enhance productivity in coastal aquaculture to compete with other uses?
... second stage analysis, the key drivers of efficiency differences between farms were largely environmental, and largely related to water quality. Hence productivity improvements are more likely to be improved ...
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