The adaptive market hypothesis and high frequency trading. [PDF]
PLoS ONE, 2021 This paper uses NASDAQ order book data for the S&P 500 exchange traded fund (SPY) to examine the relationship between one-minute, informational market efficiency and high frequency trading (HFT).
Ke Meng, Shouhao Li
doaj +5 more sources
Risks, 2022 This study aims to test the adaptive market hypothesis by using the myopic behavior of investors as a new proxy. The data have been taken from New York Stock Exchange from December 1994 to December 2020.
Umara Noreen +3 more
doaj +4 more sources
Does the Adaptive Market Hypothesis explain the evolution of emerging markets efficiency? Evidence from the Moroccan financial market [PDF]
Heliyon, 2020 This paper scrutinizes different aspects of the Adaptive Market Hypothesis (AMH) in the Moroccan financial market over the period from January 1992 to September 2019 through different approaches.
Mostafa Lekhal, Ahmed El Oubani
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Correction: The adaptive market hypothesis and high frequency trading. [PDF]
PLoS ONE[This corrects the article DOI: 10.1371/journal.pone.0260724.].
Ke Meng, Shouhao Li
doaj +3 more sources
Adaptive market hypothesis: An empirical analysis of time –varying market efficiency of cryptocurrencies [PDF]
Cogent Economics & Finance, 2020 This study examines the adaptive market hypothesis (AMH) in relation to time-varying market efficiency by using three tests, namely Generalized Spectral (GS), Dominguez-Lobato (DL) and the automatic portmanteau test (AP) test on four-digital currencies ...
Ambreen Khursheed +3 more
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Adaptability factors and behavioral biases of investors in frontier markets: An adaptive market hypothesis perspective. [PDF]
PLoS ONEThe Adaptive Market Hypothesis (AMH) suggests that investors are imperfect but adaptive, allowing behavioral biases to persist and evolve over time.
Jannatunnesa Jannatunnesa +2 more
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Adaptive market hypothesis [PDF]
International Journal of Economics and Business Administration, 2019 Purpose: To investigate the implications of the Addaptive Market Hypothesis (AMH) on Turkish stock exchange market (Borsa Istanbul) indices as an emerging economy.
Ergün, Zeliha Can +2 more
core +9 more sources
Adaptive market hypothesis: An empirical analysis of the Wine Market
Wine Economics and Policy, 2021 We test the nature of weak form informational efficiency present in the wine market using daily return of LIV-EX 50 index from 1/1/2010 to 12/6/2020. First, we employ a number of statistical tests including variance ratio tests, tests for linear and non ...
Anoop S Kumar
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A test of the adaptive market hypothesis using a time-varying AR model in Japan
Finance Research Letters, 2016 This study examines the adaptive market hypothesis (AMH) in Japanese stock markets (TOPIX and TSE2). In particular, we measure the degree of market efficiency by using a time-varying model approach.
Akihiko Noda
exaly +3 more sources
Evidence of Adaptive Market Hypothesis in International Financial Markets
Academic Finance, 2022 Objective: Traditional finance emphasises market efficiency and inherent behavioural anomalies in investors. However, the emergence of the adaptive market hypothesis tends to suggest otherwise. The adaptive market hypothesis challenges market efficiency
Samuel Tabot ENOW
doaj +2 more sources