3 items found

Groups: figshare Tags: HG1-9999

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  • publication

    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...
  • publication

    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...
  • publication

    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...