Results 31 to 40 of about 194,407 (290)
How efficient is the Johannesburg Stock Exchange really?
South African Journal of Economic and Management Sciences, 2018 Background: There are various studies that confirm the efficiency of the Johannesburg Stock Exchange (JSE), implying that there are no opportunities for active portfolio managers to earn excess returns over the long run.
André Heymans, Leonard Santana
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Price efficiency of the foreign exchange rates of BRICS countries: A comparative analysis
Latin American Journal of Central Banking, 2023 In this paper, we analyze BRICS countries’ long-term exchange rate market efficiency. Our analysis, using multifractal detrended fluctuation analysis (MFDFA) for the 2009–2021 period, shows considerable differences in the exchange rate efficiency of ...
Natalia Diniz-Maganini +2 more
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Ovidius University Annals. Economic Sciences Series, 2022 The fundamental objective of our research study is to provide a critical analysis on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) considering their impact on stock markets behavior. Efficient Market Hypothesis is one of the pillars of modern finance and it is built on the paradigm that any ...
Cristi Spulbar +2 more
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Testing the Adaptive Market Hypothesis and Time-Varying Efficiency in the Indian Equity Market [PDF]
Colombo Business JournalThe study examines the adaptive market hypothesis (AMH) as an evolutionary principle of the alternative efficient market hypothesis in the Indian stock market (Sensex and Nifty50) on the daily return from April 2014 to May 2020.
Nang Biak Sing, Rajkumar Giridhari Singh
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A Composite Index for Measuring Stock Market Inefficiency
Complexity, 2022 Market inefficiency is a latent concept, and it is difficult to be measured by means of a single indicator. In this paper, following both the adaptive market hypothesis (AMH) and the fractal market hypothesis (FMH), we develop a new time-varying measure ...
Raffaele Mattera +2 more
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A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan
, 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 +20 more
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Quantitative Finance and Economics, 2020 This paper analyses the behaviour of stock returns and calendar anomalies over a ten year period: 2007–2016 on the London Stock Exchange, through two major indices, the FTSE100 and FTSE250.
Lucrezia Rosini, 10.3934/QFE.2020006
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Heliyon, 2021 In this paper, we attempt to investigate the efficiency of emerging stock markets by considering the advent of dramatic country-specific events. In other words, we analyze and rank the weak-form efficiency levels of emerging stock markets based on a ...
Besma Hkiri +3 more
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Arthritis Care &Research, EarlyView.Objective Recent inflammatory bowel disease (IBD) treatment guidelines have recommended against nonsteroidal anti‐inflammatory drug (NSAID) use despite prevalent musculoskeletal symptoms and opioid overuse in this population. Given the discordance between changing national guidelines and potential clinical utility, we sought to assess national temporal
Adam S. Mayer +5 more
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Advanced Functional Materials, EarlyView.The pyrene and ether groups are incorporated into the covalent triazine polymer (CTP) structure. The synergistic effect of the two functional groups endows CTP with better electron transfer, light absorption, and oxygen activation properties. An impressive apparent quantum yield (13.2% @420 nm) and a remarkable solar‐to‐chemical conversion efficiency ...
Chong Wang +10 more
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