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Technology, Adaptation and the Efficient Market Hypothesis
SSRN Electronic Journal, 2019Tests of the efficient market hypothesis (EMH) suffer from a known flaw that has nevertheless received insufficient attention in the literature. Just as in Zeno’s famous paradox of Achilles and the tortoise, while we are testing market efficiency the measure of efficiency has already moved on.
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Relevance and evolution of adaptive markets hypothesis: a review
Journal of Indian Business Research, 2016Purpose The purpose of this paper is to discuss the relevance and evolution of adaptive markets hypothesis (AMH) that has gained traction in the recent years, as it provides a dynamic perspective to the concept of informational efficiency. Design/methodology/approach This paper discusses several issues related to the concept of informationally ...
Raj S. Dhankar, Devesh Shankar
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2019
The purpose of the study is to critically examine the empirical evidence of Efficient Market Hypothesis (EMH) that pose challenges to the concept of perpetual informational efficiency of financial markets and to provide a context in which a better understanding of behavioural biases can be attained through the evolutionary perspective provided by ...
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The purpose of the study is to critically examine the empirical evidence of Efficient Market Hypothesis (EMH) that pose challenges to the concept of perpetual informational efficiency of financial markets and to provide a context in which a better understanding of behavioural biases can be attained through the evolutionary perspective provided by ...
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Adaptive Market Hypothesis (Study of Assumptions)
SSRN Electronic Journal, 2016Adaptive Market Hypothesis (AMH) embraces Efficient Market Hypothesis (EMH) as an idealization that is economically unrealizable, but which serves as a useful benchmark for measuring relative efficiency. AMH’s adaptability to changing dynamics of the market suggests that investors are potentially capable of an optimal dynamic allocation.
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Adaptive market hypothesis and evolving predictability of bitcoin
Economics Letters, 2018zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Khuntia, Sashikanta, Pattanayak, J. K.
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Predictability of precious metals and adaptive market hypothesis
International Journal of Emerging Markets, 2019Purpose The purpose of this paper is to boost the existing literature on adaptive market hypothesis (AMH) as it first time links predictability of gold, silver and metal returns with AMH which permits the predictability of returns to vary over time. Design/methodology/approach To know whether commodity (gold, silver and metal) market is efficient or
Muhammad Naeem Shahid +4 more
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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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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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