[PDF] Top 20 THE STEEL EUROPEAN STOCK MARKET EFFICIENCY
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THE STEEL EUROPEAN STOCK MARKET EFFICIENCY
... Testing the hypothesis of informational efficiency is a permanent preoccupation of researchers because the theories and the models of modern finance are based on ...presents the results ... See full document
8
Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries
... this market anomaly is recently becoming weaker, particularly in developed ...analyze the day of the week effect in stock market returns in fifteen European countries and finds ... See full document
32
Macroeconomic Determinants of the Stock Market Index and Policy Implications: The Case of a Central European Country
... Hungary’s stock market index is negatively associated with the HUF/DEM exchange rate and positively affected by the DAX in the long ...Furthermore, the stock market ... See full document
11
Herding behaviour in a peripheral European stock market: the impact of the subprime and the European sovereign debt crises
... present the results pertaining to the non-linear model incorporating conditional variance modelling and eliminating the autocorrelation through AR and MA ...is the most suitable model because ... See full document
44
Bank market concentration and efficiency in the European Union: a panel Granger causality approach
... bank market concentration and bank efficiency are of particular relevance in the European Union (EU), but they remain ...to the literature, testing not only the causality running ... See full document
28
The impact of credit conditions in market liquidity – a case for European stock markets
... 24 BLT LN Equity BHP Billiton PLC 59 TW/ LN Equity Taylor Wimpey PLC 25 CPG LN Equity Compass Group PLC 60 SGE LN Equity Sage Group PLC/The 26 LGEN LN Equity Legal & General Group PLC 61 AAL LN Equity Anglo ... See full document
13
Bank efficiency, market concentration and economic growth in the European Union
... study the effects on economic growth of the efficiency of the banking institutions, measured through Data Envelopment Analysis (DEA), and also of the concentration of the bank ... See full document
37
The impact of investor sentiment in the Swiss stock market
... about the impact of investor sentiment in the stock market are mainly focused on the ...other European and International studies such as Baker, Wurgler and Yuan (2012) or ... See full document
51
Market efficiency, nonlinearity and technical analysis in the global market
... 50 stock market indices around the globe: from Africa (South Africa FSTE/JSE 40, Nigeria S&P/IFCG*, Kenya NAIROBI SE, Morocco SE CFG25), Latin America (Argentina Merval Index, Brazil Bovespa, ... See full document
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A N ANALYSIS OF
... affect the ability to diversify an investor’s ...emphasizes the fact that stock markets interdependence and co-movements are drivers of international diversification (portfolio diversification across ... See full document
51
Drivers of the piigs' stock market returns : a macroeconomic approach
... to the aggregate euro area, albeit the strong economic performance of these two countries, in the period running up to the crisis, has been mostly based on unsustainable drivers: an ... See full document
71
The Structure of International Stock Market Returns
... of stock market scores given by the two factors that explain the largest proportion of the total ...variance. The plot in the top of Figure 1 corresponds to the ... See full document
21
Accuracy of european stock target prices
... least the case for large capitalisation stocks, as our same considers stocks form the 50 European companies that stayed the longest in the Eurostoxx index, over the past 15 ... See full document
33
INSTITUTO SUPERIOR DE ECONOMIA E GESTÃO
... 0.05. The graphs of the variance ratios document that EMU countries are becoming more and more integrated during the sample period; European effects increase in importance and local effects ... See full document
69
MARKOWITZ EFFICIENT FRONTIER AND CAPITAL MARKET LINE – EVIDENCE FROM THE PORTUGUESE STOCK MARKET
... Under the assumption of economic rationality, investors choose to maintain efficient portfolios, ...maximize the return for a certain level of risk, or that minimize the risk for a certain level of ... See full document
21
Efficient Market Hypothesis in European Stock Markets
... twenty European countries, from August 1995 to May 2003, applying multiple testing procedures, including serial correlation test, runs test, augmented Dickey Fuller test and a variance ratio ...by the ... See full document
20
The impact of credit conditions on market liquidity – a case for European stock markets
... assess market resiliency and speed of price ...capture the price responsiveness to order flow movements since, intuitively, more liquid assets should be less sensitive to large and numerous .... The ... See full document
25
Insights into portuguese stock market efficiency using DEA
... Stock market dynamics is a central issue to optimal portfolio allocation, hedging strategy and policy regulatory ...given the observed complex behavior of stock markets over the ... See full document
7
AN APPLICATION TO THEE UROPEAN STOCK MARKET
... from the modern portfolio theory (MPT) and the post-modern portfolio theory (PMPT) to analyse the differences in stock ...in the EURO STOXX 50 index and estimate inputs from historical ... See full document
50
MEASURING THE SENSITIVITY OF TURKISH AND ROMANIAN STOCK MARKETS TO EUROPEAN STOCK MARKETS: A COMPARATIVE ANALYSIS
... show the levels of relations among ISE 100 Index, BET 10 Index and FTS Eurofirst 300 Index are set by using 24 month period dollar base returns data which calculated before for each two year ...as market ... See full document
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