EDP Sciences logo
Web of Conferences logo
Search
Menu
All issues Volume 65 (2019) SHS Web Conf., 65 (2019) 06009 References
Open Access
Issue
SHS Web Conf.
Volume 65, 2019
The 8th International Conference on Monitoring, Modeling & Management of Emergent Economy (M3E2 2019)
Article Number 06009
Number of page(s) 6
Section Monitoring, Modeling, Forecasting and Preemption of Crisis in Socio-Economic Systems
DOI https://doi.org/10.1051/shsconf/20196506009
Published online 29 May 2019
  1. Fama, E.: Random walks in stock market prices. Financial Analysts Journal. 21(5), 55-59 (1965) [CrossRef] [Google Scholar]
  2. Fama, E.: Efficient capital markets: a review of theory and empirical work. J. of Finance. 25, 383-417 (1970) [Google Scholar]
  3. Fama, E.: Efficient Capital Markets: 2. J. of Finance. 46(5), 1575-1617 (1991) [Google Scholar]
  4. Gümüs, F., Zeren, F.: Analyzing the Efficient Market Hypothesis with the Fourier Unit Root Test:Evidence from G-20 Countries. Ekonomski horizonti. 16(3), 225-237 (2014) [CrossRef] [Google Scholar]
  5. Gupta, N., Gedam, A.: Testing of Efficient Market Hypothesis: a study on Indian Stock Market. J. of Business and Management. 16(8), 28-38 (2014) [Google Scholar]
  6. Chen, C., Metghalchi, M.: Weak form market efficiency: Evidence from the Brazilian stock market. Intern. J. of Economics and Finance. 4(7), 22-32 (2012) [Google Scholar]
  7. Ananzeh, I.E.N.: Testing the weak form efficient market hypothesis: Empirical evidence from Jordan. Intern. Business and Management. 4(2), 119-123 (2014) [Google Scholar]
  8. Ogbulu, O.M.: Weak-form market efficiency, estimation interval and the Nigerian stock exchange:empirical evidence. Intern. Academy of Business Review. 3(1), 42-61 (2016) [Google Scholar]
  9. Onali, E., Goddard, J.: Are European equity markets efficient? new evidence from fractal analysis. International Review of Financial Analysis 20, 59-67 (2011) [CrossRef] [Google Scholar]
  10. Singh, S.K., Singh, K.B.: Market reaction around mergers and acquisitions announcements in India: a test of Efficient Market Hypothesis. Gurukul Business Review-Gbr. 13, 37-41 (2017) [Google Scholar]
  11. Peters, E.: Chaos and order in the capital markets - a new view of cycles, prices, and market volatility. John Wiley & Sons, Inc., New York (1991) [Google Scholar]
  12. Peters, E.: Fractal market analysis. Applying chaos theory to investment and analysis. John Wiley & Sons, Inc., New York (1994) [Google Scholar]
  13. Wang, X.Y., Lei, T., Liu, Z., Wang, Z.B.: Longmemory behaviour analysis of china stock market based on Hurst exponent. Paper presented at the 29th Chinese Control And Decision Conference (CCDC), Peoples R China, Chongqing, 28-30 May 2017 [Google Scholar]
  14. Erokhin, S., Roshka, O.: Application of fractal properties in studies of financial markets. Paper presented at the International Scientific Conference on Business Technologies for Sustainable Urban Development (SPbWOSCE), Peter Great Saint Petersburg Polytechn University, Inst Ind Management Econ & Tr, St Petersburg, 20-22 December 2017 [Google Scholar]
  15. Forbes Global 2000: The world’s largest public companies. June 6, 2018. https://www.forbes.com/global2000/#3e840633335d (2018). Accessed 05 March 2019 [Google Scholar]
  16. Financial portal Nasdaq. https://www.nasdaq.com/investing/glossary/b/bluechip- company (2018). Accessed 05 March 2019 [Google Scholar]
  17. Yahoo Finance. https://finance.yahoo.com/ (2018). Accessed 01 Feb 2019 [Google Scholar]
  18. Global financial portal Investing.com. https://www.investing.com (2018). Accessed 01 Feb 2019 [Google Scholar]
  19. Maksyshko, N.K.: Modeliuvannia ekonomiky metodamy dyskretnoi nelinijnoi dynamiky (Modeling of economics by methods of discrete nonlinear dynamics). Polihraf, Zaporizhzhia (2009) [Google Scholar]
  20. Bidyuk, P.I.: Prognosis of volatility of financial processes for alternative models. Sciences. Visti NTUU "KPI". 6, 36-45 (2012) [Google Scholar]
  21. Borimsky, Yu.S.: Algorithms of the investment portfolio of the investment and the assignment of active parts in the investment capital. Sciences. Visti NTUU "KPI" 3, 5-10 (2009) [Google Scholar]
  22. Vasylieva, O.V., Maksyshko, N.K.: Research of dynamics in the gold market: the investment aspect. Investytsiyi: praktyka ta dosvid 19, 8-15 (2017) [Google Scholar]
  23. Sergeeva, L.N.: Nelineynaya ekonomika: modeli i metody (Nonlinear Economy: models and methods). Polihraf, Zaporizhzhia (2003) [Google Scholar]
  24. Gilmore, C.G.: A new test for chaos. J. of economic behavior and organization. 22, 209-237 (1993) [CrossRef] [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.