Keywords: C63
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Journal Articles
Journal Articles
Journal of Economic Studies (2020) 48 (1): 211–222.
Published: 09 September 2020
...@brunel.ac.uk FOREX Anomalies Overreactions Abnormal returns Patterns Abnormal price changes C63 G12 G17 Abnormal price changes in financial markets are of interest to both academics and practitioners. According to the Efficient Market Hypothesis (EMH) (Fama, 1965 ; Samuelson, 1965...
Includes: Supplementary data
Journal Articles
Journal of Economic Studies (2019) 46 (5): 1137–1155.
Published: 29 August 2019
... re-use rights only Cryptocurrencies Price overreactions Trading robot G12 G17 C63 The dominant paradigm in financial economics is still the efficient market hypothesis (EMH) that implies that the behaviour of asset prices should be unpredictable (Fama, 1965). However...
Journal Articles
Journal of Economic Studies (2016) 43 (6): 954–965.
Published: 14 November 2016
... stock market, which is the focus of the present study. Ukraine Trading strategy Weekend effect Efficient market hypothesis G12 C63 Average analysis provides preliminary evidence on whether there are differences between returns on different days of the week. Student’s t...

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