Behavioral Finance Perspectives on Pakistan Stock Market Efficiency: The Effect of Uncertainty on Stock Returns and Risk-returns (Volatility) Relationship across Military and Democratic Phases

2020 ◽  
Author(s):  
Zareen Zafar ◽  
Danish Ahmed Siddiqui
Keyword(s):  
Stock Market ◽  
Market Efficiency ◽  
Stock Returns ◽  
Behavioral Finance ◽  
Stock Market Efficiency

scholarly journals Stock Market Efficiency in the Time of COVID-19: Evidence from Industry Stock Returns

2020 ◽  
Vol 5 (2) ◽  
pp. 40-44
Author(s):  
Vaibhav Lalwani ◽  
Vedprakash Vasantrao Meshram
Keyword(s):  
Stock Market ◽  
Market Efficiency ◽  
Stock Returns ◽  
Stock Prices ◽  
Statistical Tests ◽  
Jel Classification ◽  
Informational Efficiency ◽  
Classification Code ◽  
Stock Market Efficiency

Using industry portfolios as test assets and a battery of statistical tests, we study if the informational efficiency of stock prices has declined after the COVID-19 crisis began. The results suggest that the predictability of stock returns in some industries has increased during the COVID-19 period. Markets appear to have become less informationally efficient during the COVID-19 crisis. JEL Classification Code: C58, G01, G10, G14.

Does the UK Stock Market Overreact? Some Further Evidence for Stock Market Efficiency

2005 ◽  
Author(s):  
Arief Daynes ◽  
Panagiotis Andrikopoulos ◽  
David Latimer ◽  
Paraskevas Pagas
Keyword(s):  
Stock Market ◽  
Market Efficiency ◽  
Stock Market Efficiency ◽  
The Uk
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