Skip to main content

Research Repository

Advanced Search

Outputs (3)

Teaching Futures Markets with the “ZIP Code” Trading Game (2018)
Journal Article
Damianova, E., & Damianov, D. (2018). Teaching Futures Markets with the “ZIP Code” Trading Game. Journal of financial education, 44(1), 79-99. https://doi.org/10.2307/26573537

The price dynamics of futures markets and the spot-futures convergence are among the hardest concepts for students to fully understand in a traditional lecture. In this paper we present a classroom exercise designed to enable students to better grasp... Read More about Teaching Futures Markets with the “ZIP Code” Trading Game.

Evidence of Market Inefficiency from the Bucharest Stock Exchange (2014)
Journal Article
Damianova, E. (2014). Evidence of Market Inefficiency from the Bucharest Stock Exchange. American journal of economics, 4(2A), 1-6. https://doi.org/10.5923/s.economics.201401.01

This paper examines weak-form market efficiency in the Bucharest Stock Exchange (BSE) using dollar-converted returns from its main index BET. Employing a GARCH methodology, we find evidence that over ten years after its inauguration the BSE is still... Read More about Evidence of Market Inefficiency from the Bucharest Stock Exchange.