نتایج جستجو برای: efficient market hypothesis
تعداد نتایج: 813669 فیلتر نتایج به سال:
Etkin piyasalar hipotezine göre rasyonel bireyler ulaşılabildikleri tüm bilgileri kullanarak bilginin hepsinin fiyatlara yansımasını sağlamakta ve piyasada sistematik hata söz konusu olmamaktadır. Bu hipotezin geçerli olması bireylerin davranması arbitraj imkanının bulunması varsayımlarını içermektedir. Ancak yıllar boyunca yapılan gözlem uygulama çalışmalarında, bu varsayımların aksine sonuçla...
Use of efficiency measures as a proxy for performance to test the market structureconduct-performance (SCP) hypothesis is explored. Utilizing Battese and Coelli specification, we estimate stochastic frontier production function and SCP equations with output and efficiency measures as endogenous variables. An empirical application to U.S. trucking carries over the period 1994-2003 with emphasis ...
We developed various artificial stock markets populated with different numbers of traders using a special adaptive form of the Strongly Typed Genetic Programming (STGP)-based learning algorithm. We then applied the STGP technique to historical data from three indices – the FTSE 100, S&P 500, and Russell 3000 – to investigate the formation of stock market dynamics and market efficiency. We used ...
This paper investigated the structure of market, efficiency and performance (profitability) general insurance industry in Ghanaian economy. The overriding objective was to evaluate impact that regulatory informed market would have on pricing behaviour; examining hypothesis Structure Conduct Performance (SCP) for market. Using data comprising a panel 29 firms from 2008–2019, used Herfindahl Hirs...
Purpose: The main purpose of this article is conceptual modeling of market efficiency of information databases, there are 3 main questions in this article: 1) what are the components of the efficient market? 2) Is the database markets an efficient market? 3) How is the mental model of the efficient market databases? Methodology: In order to achieve that, summarizing content analysis technique...
Abstract Credit ratings reflect the publisher's ability and willingness to fulfill its financial obligations fully and in a timely manner, leading to increased confidence in listed corporations (publishers). The main purpose of the plan is to identify and present the obstacles and limitation...
We test the nature of weak form informational efficiency present in wine market using daily return LIV-EX 50 index from 1/1/2010 to 12/6/2020. First, we employ a number statistical tests including variance ratio tests, for linear and non-linear dependence Hurst coefficient. The are applied on full dataset four non overlapping sub-samples equal length. provide mixed regarding efficiency. Evidenc...
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