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Adaptive Market Hypothesis: Evidence from the Ghanaian Stock Market
Journal of African Business, 2017ABSTRACTThis study examines the return predictability of two indices – the GSEALSH index and the GSEFSII index on the Ghana stock market. We compare results from analyzing the return series between January 4, 2011 and August 28, 2015 using the generalized spectral test, the automatic portmanteau Box-Pierce test and the wild-bootstrapped automatic ...
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The Adaptive Market Hypothesis: A Neural Network Approach
SSRN Electronic Journal, 2012The efficiency of financial markets has been questioned, supposedly answered, challenged and re-questioned by academics since its inception by Fama (1965b). A new paradigm of thought emerged in Lo (2004, 2005) who introduced an alternative to the Efficient Market Hypothesis (EMH).
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Adaptive Market Hypothesis and Cointegration: An Evidence of the Cryptocurrency Market
2023Miklesh Prasad Yadav +2 more
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Validating the adaptive market hypothesis in the Tunisian stock market
International Journal of Trade and Global Markets, 2020Adefemi A. Obalade +1 more
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The adaptive market hypothesis of Decentralized finance (DeFi)
Applied Economics, 2022Yuanyuan Zhang +3 more
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On the Testing of Adaptive Markets Hypothesis Using Rolling Windows
Applied Economics Letters, 2023openaire +1 more source