๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A network perspective of the stock market

โœ Scribed by Chi K. Tse; Jing Liu; Francis C.M. Lau

Book ID
116641754
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
919 KB
Volume
17
Category
Article
ISSN
0927-5398

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Economic factors and the stock market: a
Economic factors and the stock market: a new perspective
โœ Min Qi; G. S. Maddala ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 201 KB ๐Ÿ‘ 1 views

It has been widely accepted that many ยฎnancial and economic variables are non-linear, and neural networks can model ยฏexible linear or non-linear relationships among variables. The present paper deals with an important issue: Can the many studies in the ยฎnance literature evidencing predictability of

Ranking market efficiency for stock mark
Ranking market efficiency for stock markets: A nonlinear perspective
โœ Kian-Ping Lim ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 211 KB

The present paper demonstrates, via a rolling sample approach, that the stylized fact of nonlinear dependence in stock returns is quite localized in time, suggesting that market efficiency evolves over time. Given that the rolling sample framework is able to detect periods of efficiency/inefficiency