Research background: Covid-19 has affected the global economy and has had an inevitable
impact on capital markets. In the week of February 24–28, 2020, stock markets crashed. The …

This paper builds an indicator of the market inefficiency degree by quantifying the extent of
the market deviation from an efficient status. From a novel perspective of informational …

This paper aims to analyze whether the financial crises of the past 20 years have reduced
efficiency, in its weak form, in 19 stock markets belonging to the 20 most developed …

This study examines herding behavior in the Pakistani Stock Market under different market
conditions, focusing on the Ramadan effect and Crisis period by using data from 2004 to …

The aim of this paper is to analyse integration and test the hypothesis of an efficient market,
in its weak form, in sixteen international financial markets. The sample covers the period …

This paper examines the relationship between stock market liquidity, which proxies for the
implicit cost of trading shares, with macroeconomic conditions. We provide evidence that …

Value and contrarian investment strategies are two basic approaches which are widely used
by investors worldwide. Both value and contrarian investment strategies are assumed to pick …

Purpose The presence of a day-of-the-week effect has been investigated by many
researchers over many years, using a variety of financial data and methods. However …

The purpose of this research is to investigate the weak form of market efficiency of Asian four
selected stock markets. We have taken a daily closing price of stock markets under the study …

We employ the constituent stocks of Taiwan 50 as our sample and explore if investors can
beat the market by trading them as trading signals emitted by Bollinger Bands (BBs). Results …