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Sectoral and spatio-temporal differentiation in technical efficiency: A meta-...
In the literature, existing meta-regressions on efficiency have focused on specific sectors in a country or multiple country and on specific economic activity. None of the... -
Speculative bubbles and crashes: Fundamentalists and positive‐feedback trading
In this paper, we develop and examine a simple interactive agent-based model, where the distribution of returns generated from the model takes into account two stylized facts... -
Adaptive market hypothesis and momentum effect: Evidence from Dhaka Stock Exc...
This paper examines time-varying behavior of momentum and contrarian profits to identify the existence of adaptive market hypothesis (AMH), and whether AMH can provide...