Malaysian finance sector weak-form efficiency: Heterogeneity, structural breaks, and cross-sectional dependence

Weak-Form Efficiency In The German Stock Market

structural changes in the insular cortex in alcohol dependence: a cross sectional study.

objective: this study was conducted to determine the changes in the insular cortex in alcohol dependent subjects, and to compare the same with controls, the associated clinical findings. methods: the study group consisted of 30 subjects with alcohol dependence syndrome (ads) selected randomly from the out patient services of the department of psychiatry of a tertiary care hospital. the control ...

A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence∗

An understanding of the spatial dimension of economic and social activity requires methods that can separate out the relationship between spatial units that is due to the effect of common factors from that which is purely spatial even in an abstract sense. The same applies to the empirical analysis of networks in general. We are able to distinguish between cross-sectional strong dependence and ...

Weak Structural Dependence in Chance-Constrained Programming

In chance-constrained optimization problems, a solution is assumed to be feasible only with certain, sufficiently high probability. For computational and theoretical purposes, the convexity property of the resulting constraint set is treated. It is known, for example, that a suitable combination of a concavity property of the probability distribution and concavity of constraint mappings are suf...

Testing for Weak-form Efficiency of Crude Palm Oil Spot and Futures Markets: New Evidence from a GARCH Unit Root Test with Multiple Structural Breaks

There is a sizeable literature that tests for weak-form efficiency in commodity and energy spot and futures prices. While many studies now allow for multiple structural breaks to address the criticism that conventional unit root tests have low power to reject the unit root null in the presence of structural change, the extant literature overlooks the fact that conventional unit root tests are b...