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Adaptive market hypothesis: insights from BRIC-T countries’ stock markets
Financial Internet QuarterlyComparing the Efficient Market Hypothesis and Behavioral Finance, the Adaptive Markets Hypothesis (AMH), which identifies the extremes of these two hypotheses and adapts them to each other, argues that calendar anomalies can coexist, but also focuses on ...
Ozekenci Sureyya Yilmaz
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The market efficiency of the Tanzania stock market [PDF]
Banks and Bank Systems, 2016 The purpose of this article is to examine the efficiency of the Tanzania stock market. The study attempts to answer whether the Tanzania stock market is weak-form efficient.
Josephine Njuguna
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Do Financial Markets Adapt Differently? A Cross-Country Examination Using the Adaptive Market Hypothesis [PDF]
المجلة العلمية للدراسات والبحوث المالية والتجاريةPurpose: This research aims to simultaneously examine different aspects of the Adaptive Market Hypothesis (AMH) in the global financial market context, a topic of significant interest and relevance.
Mohamed Hussein Abd El-Razeek
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Econometric Research in Finance, 2019 In empirical studies of the efficient market hypothesis using a classic approach, attention has generally been paid to the weak form of performance; other aspects of efficiency, such as informational efficiency, have not been addressed.
Mostafa Raeisi Sarkandiz +1 more
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SAGE Open, 2022 This study contributes to the growing debate on the relation between varying stock market conditions and the profitability of stock market anomalies. We investigate the effect of changed market conditions on time-varying contrarian profitability in order
Ali Fayyaz Munir +2 more
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Value relevance and changes in accounting standards: A review of the IFRS adoption literature
Cogent Business & Management, 2022 Share prices reflect available financial information about those firms and a substantial amount of these information come from financial statement figures.
Japhet Imhanzenobe
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Kajian Empiris Teori Pasar Efisien (Efficient Market Hypothesis) pada Bursa Efek Indonesia [PDF]
, 2018 Efficient Market Hypothesis (EMH) has been used by many academic professions as fundamental theory in financial literature for almost five decades. This theory creates basic understanding about how the information could affect volatility of stock price ...
Kiky, A. (Andreas)
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, 2016 Following a Geometrical Brownian Motion extension into an Irrational Fractional Brownian Motion model, we re-examine agent behaviour reacting to time dependent news on the log-returns thereby modifying a financial market evolution.
Ausloos, Marcel, Dhesi, Gurjeet
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, 2005 This paper focuses on survey expectations and discusses their uses for testing and modeling of expectations.Alternative models of expectations formation are reviewed and the importance of allowing for heterogeneity of expectations is emphasized.
Pesaran, M. Hashem, Weale, Martin
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REVISITING CALENDAR ANOMALIES IN BRICS COUNTRIES
Buletin Ekonomi Moneter dan Perbankan, 2019 We use a GARCH-dummy approach to analyze the influence of calendar anomalies on conditional daily returns and risk for BRICS countries’ stock markets during 1996 to 2018.
Harald Kinateder +2 more
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