FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1974772414> ?p ?o ?g. }

• W1974772414 endingPage "122" @default.
• W1974772414 startingPage "93" @default.
• W1974772414 abstract "In the last few years several research studies have challenged the traditional weak-form efficiency tests of the stock market. These studies suggested an alternative to the random walk model, containing temporary and permanent components. If stocks follow such a model then the traditional tests, using returns computed for short intervals would be unable to detect them. To investigate the evidence for such models in the Portuguese stock market ten stock indexes were created. This is a pioneer study of the Portuguese stock market, and uses nominal, real and excess returns, computed for longer horizons. Three methodologies were used: variance ratios, ordinary least squares regressions and weighted least squares regressions. The statistical significance of the results was studied using traditional parametric tests as well as non-parametric tests. The evidence is mixed, as the presence of tendencies towards mean aversion and mean reversion were detected. Results also show that the evidence is very sensitive to the methodology used and the signifcance tests performed. These results, however, do not necessarily reject the weak-form market efficiency hypothesis." @default.
• W1974772414 created "2016-06-24" @default.
• W1974772414 creator A5040223250 @default.
• W1974772414 creator A5091779489 @default.
• W1974772414 date "2002-03-01" @default.
• W1974772414 modified "2023-09-25" @default.
• W1974772414 title "The long-horizon returns behaviour of the Portuguese stock market1" @default.
• W1974772414 cites W1966268097 @default.
• W1974772414 cites W1979575715 @default.
• W1974772414 cites W1992134683 @default.
• W1974772414 cites W1993709375 @default.
• W1974772414 cites W2033026922 @default.
• W1974772414 cites W2037264629 @default.
• W1974772414 cites W2038621549 @default.
• W1974772414 cites W2043092640 @default.
• W1974772414 cites W2049156204 @default.
• W1974772414 cites W2081423892 @default.
• W1974772414 cites W2086985608 @default.
• W1974772414 cites W2093503007 @default.
• W1974772414 cites W2108818539 @default.
• W1974772414 cites W2116347131 @default.
• W1974772414 cites W2116988722 @default.
• W1974772414 cites W2117178635 @default.
• W1974772414 cites W2118391173 @default.
• W1974772414 cites W2170556543 @default.
• W1974772414 cites W3122335283 @default.
• W1974772414 cites W3123925554 @default.
• W1974772414 cites W4230871672 @default.
• W1974772414 cites W4231546411 @default.
• W1974772414 cites W4253239620 @default.
• W1974772414 cites W4362227105 @default.
• W1974772414 doi "https://doi.org/10.1080/13518470110076303" @default.
• W1974772414 hasPublicationYear "2002" @default.
• W1974772414 type Work @default.
• W1974772414 sameAs 1974772414 @default.
• W1974772414 citedByCount "15" @default.
• W1974772414 countsByYear W19747724142012 @default.
• W1974772414 countsByYear W19747724142013 @default.
• W1974772414 countsByYear W19747724142014 @default.
• W1974772414 countsByYear W19747724142015 @default.
• W1974772414 countsByYear W19747724142018 @default.
• W1974772414 crossrefType "journal-article" @default.
• W1974772414 hasAuthorship W1974772414A5040223250 @default.
• W1974772414 hasAuthorship W1974772414A5091779489 @default.
• W1974772414 hasConcept C105795698 @default.
• W1974772414 hasConcept C106159729 @default.
• W1974772414 hasConcept C117251300 @default.
• W1974772414 hasConcept C127413603 @default.
• W1974772414 hasConcept C135205223 @default.
• W1974772414 hasConcept C138885662 @default.
• W1974772414 hasConcept C149782125 @default.
• W1974772414 hasConcept C151730666 @default.
• W1974772414 hasConcept C162324750 @default.
• W1974772414 hasConcept C204036174 @default.
• W1974772414 hasConcept C2779343474 @default.
• W1974772414 hasConcept C2780299701 @default.
• W1974772414 hasConcept C29368100 @default.
• W1974772414 hasConcept C33923547 @default.
• W1974772414 hasConcept C35219183 @default.
• W1974772414 hasConcept C41895202 @default.
• W1974772414 hasConcept C46461501 @default.
• W1974772414 hasConcept C78519656 @default.
• W1974772414 hasConcept C86803240 @default.
• W1974772414 hasConcept C87007009 @default.
• W1974772414 hasConcept C99656134 @default.
• W1974772414 hasConceptScore W1974772414C105795698 @default.
• W1974772414 hasConceptScore W1974772414C106159729 @default.
• W1974772414 hasConceptScore W1974772414C117251300 @default.
• W1974772414 hasConceptScore W1974772414C127413603 @default.
• W1974772414 hasConceptScore W1974772414C135205223 @default.
• W1974772414 hasConceptScore W1974772414C138885662 @default.
• W1974772414 hasConceptScore W1974772414C149782125 @default.
• W1974772414 hasConceptScore W1974772414C151730666 @default.
• W1974772414 hasConceptScore W1974772414C162324750 @default.
• W1974772414 hasConceptScore W1974772414C204036174 @default.
• W1974772414 hasConceptScore W1974772414C2779343474 @default.
• W1974772414 hasConceptScore W1974772414C2780299701 @default.
• W1974772414 hasConceptScore W1974772414C29368100 @default.
• W1974772414 hasConceptScore W1974772414C33923547 @default.
• W1974772414 hasConceptScore W1974772414C35219183 @default.
• W1974772414 hasConceptScore W1974772414C41895202 @default.
• W1974772414 hasConceptScore W1974772414C46461501 @default.
• W1974772414 hasConceptScore W1974772414C78519656 @default.
• W1974772414 hasConceptScore W1974772414C86803240 @default.
• W1974772414 hasConceptScore W1974772414C87007009 @default.
• W1974772414 hasConceptScore W1974772414C99656134 @default.
• W1974772414 hasIssue "1" @default.
• W1974772414 hasLocation W19747724141 @default.
• W1974772414 hasOpenAccess W1974772414 @default.
• W1974772414 hasPrimaryLocation W19747724141 @default.
• W1974772414 hasRelatedWork W1496622296 @default.
• W1974772414 hasRelatedWork W1589170219 @default.
• W1974772414 hasRelatedWork W1656121133 @default.
• W1974772414 hasRelatedWork W1969030014 @default.
• W1974772414 hasRelatedWork W1994725578 @default.
• W1974772414 hasRelatedWork W2027476015 @default.
• W1974772414 hasRelatedWork W2035555383 @default.
• W1974772414 hasRelatedWork W3087324107 @default.

• next