Search results for "Market efficiency"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
3	Shuping Wang, Jianping Li, Shulin Zhang	An Analysis About Market Efficiency in International Petroleum Markets: Evidence from Three Oil Commodities.	International Conference on Computational Science	2007	DBLP DOI BibTeX RDF	International petroleum markets, Futures price spot price, Risk premium, Convenience yield, Cointegration analysis, Market efficiency
3	Dimitris Kenourgios, Aristeidis Samitas, Andreas Christodoulou	Long run and short run test for market efficiency: Evidence for the British Pound, the German Mark and the Japanese Yen.	Operational Research	2006	DBLP DOI BibTeX RDF	cointegration analysis, spot and forward exchange rates, Market efficiency
3	Ann Fogelgren-Pedersen, Kim Viborg Andersen, Michael Holm Larsen	Digital Auctions: Mapping the IT-Paved Road towards Market Efficiency.	HICSS	2002	DBLP DOI BibTeX RDF	distribution of equity, allocative efficiency, second best theory, market failures, market efficiency, perfect competition, Internet auctions
2	Patrick R. Jordan, Christopher Kiekintveld, Jason Miller, Michael P. Wellman	Market Efficiency, Sales Competition, and the Bullwhip Effect in the TAC SCM Tournaments.	TADA/AMEC	2006	DBLP DOI BibTeX RDF
2	Achilleas Zapranis	Testing the Random Walk Hypothesis with Neural Networks.	ICANN	2006	DBLP DOI BibTeX RDF	stock index, neural networks, random walk, technical analysis, trading strategies, market efficiency
2	Eric K. Clemons, Ravi Aron	Equilibrium Channel Structure for B2C Electronic Distribution: The Interactions among Consumer Preferences, Product Characteristics, and Initial Channel Configuration.	HICSS	2002	DBLP DOI BibTeX RDF	distribution of equity, allocative efficiency, second best theory, market failures, market efficiency, perfect competition, Internet auctions
1	Guo Ying Luo	Conservative traders, natural selection and market efficiency.	J. Economic Theory	2012	DBLP DOI BibTeX RDF
1	Serge Galam	Market efficiency, anticipation and the formation of bubbles-crashes	CoRR	2011	DBLP BibTeX RDF
1	Vasant Dhar, Anindya Ghose	Research Commentary - Sponsored Search and Market Efficiency.	Information Systems Research	2010	DBLP DOI BibTeX RDF
1	Eric Overby, Jonathan Clarke	Does Electronic Trading Improve Market Efficiency? Evidence from Spatial Arbitrage in the Automotive Market.	ICIS	2010	DBLP BibTeX RDF
1	William Leigh, Russell L. Purvis	Historical Impulse Response of Return Analysis Shows Information Technology Improves Stock Market Efficiency.	Informatica (Slovenia)	2009	DBLP BibTeX RDF
1	Mohamed M. Mostafa	Modeling the competitive market efficiency of Egyptian companies: A probabilistic neural network analysis.	Expert Syst. Appl.	2009	DBLP DOI BibTeX RDF
1	Benjamin Miranda Tabak, Eduardo J. A. Lima	Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules.	European Journal of Operational Research	2009	DBLP DOI BibTeX RDF
1	Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola	A Computational View of Market Efficiency	CoRR	2009	DBLP BibTeX RDF
1	Stijn van Nieuwerburgh, Ralph S. J. Koijen	Financial Economics, Return Predictability and Market Efficiency.	Encyclopedia of Complexity and Systems Science	2009	DBLP DOI BibTeX RDF
1	Koh Hock Lye, Teh Su Yean, Kew Lee Ming	Modified Binomial Tree and Market Efficiency: The Case for KLCI and LTCM.	FSKD	2009	DBLP DOI BibTeX RDF	Black Scholes Model, Finance, Derivative, Option
1	Yanan Feng, Qingxian Xiao	An Application on Merton Model in the Non-efficient Market.	Complex	2009	DBLP DOI BibTeX RDF	Merton Model, probability of default, market efficiency
1	Adam Isaac Juda, S. Muthukrishnan, Ashish Rastogi	Pricing guidance in ad sale negotiations: the PrintAds example.	KDD Workshop on Data Mining and Audience Intelligence for Advertising	2009	DBLP DOI BibTeX RDF
1	Vytautas Valancius, Nick Feamster, Ramesh Johari, Vijay V. Vazirani	MINT: a Market for INternet Transit.	CoNEXT	2008	DBLP DOI BibTeX RDF
1	Joshua Carroll, Thomas Y. Lee	A genetic algorithm for segmentation and information retrieval of SEC regulatory filings.	DG.O	2008	DBLP DOI BibTeX RDF	SEC, structured information retrieval, genetic algorithms, document segmentation
1	Juncheng Jia, Qian Zhang	Competitions and dynamics of duopoly wireless service providers in dynamic spectrum market.	MobiHoc	2008	DBLP DOI BibTeX RDF	dynamic spectrum market, non-cooperative 2-stage game, wireless service provider, nash equilibrium, dynamic spectrum access
1	Baabak Ashuri, William B. Rouse, Douglas A. Bodner	A Real-Options Approach to Modeling Investments in Competitive, Dynamic Retail Markets.	HICSS	2008	DBLP DOI BibTeX RDF
1	Juncheng Jia, Qian Zhang	Bandwidth and Price Competitions of Wireless Service Providers in Two-Stage Spectrum Market.	ICC	2008	DBLP DOI BibTeX RDF
1	Robert J. Kauffman, Charles A. Wood	Market depth and efficiency in online auctions.	ICEC	2007	DBLP DOI BibTeX RDF	IT impacts, capital asset pricing model, electronic financial markets, electronic markets and auctions, market performance, electronic commerce, market efficiency
1	Enrico H. Gerding, Rajdeep K. Dash, David C. K. Yuen, Nicholas R. Jennings	Bidding optimally in concurrent second-price auctions of perfectly substitutable goods.	AAMAS	2007	DBLP DOI BibTeX RDF	market efficiency, Vickrey auctions, simultaneous auctions
1	Lung Ngai, Lianchen Liu, Cheng Wu, Lingjuan He	Third Parth Subsidy is Not Effective towards Improving the Trading Efficiency for Most E-Business Markets.	APSCC	2007	DBLP DOI BibTeX RDF
1	Philip Hendrix, David Sarne	The Effect of Mediated Partnerships in Two-Sided Economic Search.	CIA	2007	DBLP DOI BibTeX RDF
1	Hiroshi Takahashi, Takao Terano	Analyzing the Influence of Overconfident Investors on Financial Markets Through Agent-Based Model.	IDEAL	2007	DBLP DOI BibTeX RDF	Behavioral Economics, Overconfidence, Agent Based-Model, Asset Pricing
1	Rob Kommeren, Päivi Parviainen	Philips experiences in global distributed software development.	Empirical Software Engineering	2007	DBLP DOI BibTeX RDF	Philips, Globally distributed software, Software development
1	HyungSeon Oh, Robert J. Thomas	An Agent-Based Optimal Bidding Function.	HICSS	2006	DBLP DOI BibTeX RDF
1	Jens Grossklags, Carsten Schmidt	Software agents and market (in) efficiency: a human trader experiment.	IEEE Transactions on Systems, Man, and Cybernetics, Part C	2006	DBLP DOI BibTeX RDF
1	Lin Lin, Jenifer Piesse, De-Wai Chou	Acquiring firm characteristics and stock market efficiency: a case study approach.	IJSTM	2005	DBLP DOI BibTeX RDF
1	Famin Yi, Lilin Diao	Electronic market and operating intermediary.	ICEC	2005	DBLP DOI BibTeX RDF	operating intermediary, pharmaceutical circulation, electronic market
1	Seabron Adamson, Scott L. Englander	Efficiency of New York Transmission Congestion Contract Auctions.	HICSS	2005	DBLP DOI BibTeX RDF
1	Hemant K. Bhargava, Daewon Sun	Performance-Contingent Pricing for Broadband Services.	HICSS	2005	DBLP DOI BibTeX RDF
1	Kenneth Oliven, Thomas A. Rietz	Suckers Are Born but Markets Are Made: Individual Rationality, Arbitrage, and Market Efficiency on an Electronic Futures Market.	Management Science	2004	DBLP DOI BibTeX RDF
1	Kay-Yut Chen, Tad Hogg, Nathan Wozny	Experimental study of market reputation mechanisms.	ACM Conference on Electronic Commerce	2004	DBLP DOI BibTeX RDF	reputation, markets, experimental economics
1	Tung Wan Cheng, Wan Ling Wang, Shung Kwan Chan	Three-Tier Multi-Agent Architecture for Asset Management Consultant .	EEE	2004	DBLP DOI BibTeX RDF
1	Fethi A. Rabhi, Feras T. Dabous, Hairong Yu, Boualem Benatallah, Yun Ki Lee	A Case Study in Developing Web Services for Capital Markets.	EEE	2004	DBLP DOI BibTeX RDF
1	Nodir Adilov, Richard E. Schuler, William Schulze, David E. Toomey	The Effect of Customer Participation in Electricity Markets: An Experimental Analysis of Alternative Market Structures.	HICSS	2004	DBLP DOI BibTeX RDF
1	Paul Lajbcygier	Using Visual Exploratory Data Analysis to Find Bias in Option Pricing Models.	IV	2004	DBLP DOI BibTeX RDF
1	John M. Favaro	Efficient Markets, Efficient Projects, and Predicting the Future.	XP	2004	DBLP DOI BibTeX RDF	efficiency, project, Economics, market, value
1	Dennis Kundisch	Market Efficiency in the Financial Services Industry: Buyer Search Behaviour on an Electronic Commodity Market.	Electronic Markets	2003	DBLP BibTeX RDF
1	Jens Grossklags, Carsten Schmidt	Artificial Software Agents on Thin Double Auction Markets - A Human Trader Experiment.	IAT	2003	DBLP DOI BibTeX RDF
1	Shu-Heng Chen, Chung-Ching Tai, Bin-Tzong Chie	Individual Rationality as a Partial Impediment to Market Efficiency.	JCIS	2002	DBLP BibTeX RDF
1	Bin Gu, Lorin M. Hitt	Transaction Costs and Market Efficiency.	ICIS	2001	DBLP BibTeX RDF
1	Steven Gjerstad, John Dickhaut	Price Formation in Double Auctions.	E-Commerce Agents	2001	DBLP DOI BibTeX RDF
1	Wei-Tek Hsu, Von-Wun Soo	Market Performance of Adaptive Trading Agents in Synchronous Double Auctions.	PRIMA	2001	DBLP DOI BibTeX RDF
1	Zoonky Lee, Sanjay Gosain	Price Comparison for Music CDs in Electronic and Brick-and-Mortar Markets: Implications for Emergent Electronic Commerce. (PDF / PS)	HICSS	2000	DBLP DOI BibTeX RDF
1	Ray Zimmerman, John C. Bernard, Robert J. Thomas, William Schulze	Energy Auctions and Market Power: An Experimental Examination. (PDF / PS)	HICSS	1999	DBLP DOI BibTeX RDF
1	Michael J. Denton, Stephen J. Rassenti, Vernon L. Smith	Spot Market Mechanism Design and Competitivity Issues in Electric Power. (PDF / PS)	HICSS	1998	DBLP DOI BibTeX RDF
1	Dennis Ray, Eileen Cashman	Influence of Operational Risk Assessment on Bidding Strategies in Power Markets. (PDF / PS)	HICSS	1998	DBLP DOI BibTeX RDF
1	Thomas Finne	Information security implemented in: The theory on stock market efficiency, Markowitz's portfolio theory and porter's value chain.	Computers & Security	1997	DBLP DOI BibTeX RDF
1	Dennis Kundisch	Market Efficiency in the Financial Services Industry: Buyer Search Behaviour on an Electronic Commodity Market.	Electronic Markets	1994	DBLP BibTeX RDF