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Adaptive Market? a New Hypothesis? [PDF]
Jurnal Bina Akuntansi, 2018 The efficient market hypothesis (EMH) has been challenged by behaviourists for decades. Is market predictable? and how rational human beings prone to make flaws in making decisions are two general questions that still debatable until nowadays.
Pradana, B. L. (Bayu)
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Time-Varying Return Predictability in the Chinese Stock Market [PDF]
Reports in Advances of Physical Sciences, 2017 China’s stock market is the largest emerging market in the world. It is widely accepted that the Chinese stock market is far from efficiency and it possesses possible linear and nonlinear dependencies.
Huai-Long Shi +2 more
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The adaptive market hypothesis and the return predictability in the cryptocurrency markets
Economics and Business Review, 2023 This study employs robust martingale difference hypothesis tests to examine return predictability in a broad sample of the 40 most capitalized cryptocurrency markets in the context of the adaptive market hypothesis.
Karasiński Jacek
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The adaptive markets hypothesis: evidence from the foreign exchange market [PDF]
Journal of Financial and Quantitative Analysis, 2009 We analyze the intertemporal stability of excess returns to technical trading rules in the foreign exchange market by conducting true, out-of-sample tests on previously studied rules.
Christopher J. Neely +2 more
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Adaptive market hypothesis and momentum effect: Evidence from Dhaka Stock Exchange
Cogent Economics & Finance, 2019 This paper examines time-varying behavior of momentum and contrarian profits to identify the existence of adaptive market hypothesis (AMH), and whether AMH can provide justification for the presence of such anomalous behavior in the Dhaka Stock Exchange (
Tahmina Akhter, Othman Yong
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Calendar Anomalies, Market Regimes, and the Adaptive Market Hypothesis in African Stock Markets [PDF]
Central European Management Journal, 2019 Purpose: This paper examines the changing behavior of two calendar anomalies in African stock returns – the month-of-the-year and the intra-month effects – and their implications for the adaptive market hypothesis (AMH).
Obalade Adefemi A. +1 more
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Behavioral Economics Approach to Capital Market with Emphasis on Adaptive Market Hypothesis [PDF]
فصلنامه بورس اوراق بهادار, 2021 This study investigates the behavior and trend of prices in the Tehran Stock Exchange based on the behavioral economics perspective. In this regard, the Adaptive market hypothesis has examined as a substitute for the classical efficient market hypothesis.
Seyed Kamal Sadeghi +2 more
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Investigating the Empirical Validity of the Adaptive Market Hypothesis Using smooth transition autoregressive model in the Tehran Stock Exchange [PDF]
مدلسازی اقتصادسنجی, 2021 The purpose of this paper is to examine the empirical validity of the Adaptive Market Hypothesis (AMH), which is suggested to resolve the controversy between proponents of the efficient market hypothesis and financial behavior school.
Gholamhossein Asadi +2 more
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Journal of Business and Social Review in Emerging Economies, 2020 Through the current study we amplify the available literature on AMH (Adaptive Market Hypothesis) and calendar anomalies because this is the first study of its nature which links TOM effect with AMH which allows the behavior of conventional TOM-effect to
Muhammad Naeem Shahid +2 more
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Cogent Economics & Finance, 2022 The specific properties of assets such as cryptocurrencies, gold, and stocks have welcomed more empirical studies in assessing their nexus. As a result, market conditions, whether good or bad, become imperative to assess the benefits of safe have, hedges
Bernice Nkrumah-Boadu +3 more
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