Results 41 to 50 of about 195,852 (279)
Behavior of Calendar Anomalies, Market Conditions and Adaptive Market Hypothesis: Evidence from Pakistan Stock Exchange [PDF]
Pakistan Journal of Commerce and Social Sciences, 2017 The current study investigates Adaptive Market Hypothesis (AMH) via five different calendar effects in Pakistan stock market. For the purpose we examine daily returns of KSE-100 index. The sample comprises 24 years over the period from January 1992 to
Muhammad Naeem Shahid (Corresponding author)
doaj
Spectral analysis and the death of value investing
Cogent Economics & Finance, 2021 This study explores the redundancy of the value premium by conducting a Fourier analysis. The results illustrate periodicity in the value premium and merges the Adaptive Market Hypothesis with the Efficient Market hypothesis.
John-Morgan Bezuidenhout +1 more
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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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Connecting adaptive behaviour and expectations in models of innovation: The Potential Role of Artificial Neural Networks [PDF]
, 2001 In this methodological work I explore the possibility of explicitly modelling expectations conditioning the R&D decisions of firms. In order to isolate this problem from the controversies of cognitive science, I propose a black box strategy through the ...
Yildizoglu, Murat
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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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Testing implications of the Adaptive Market Hypothesis via computational intelligence [PDF]
2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 2012 This study analyzes two implications of the Adaptive Market Hypothesis: variable efficiency and cyclical profitability. These implications are, inter alia, in conflict with the Efficient Market Hypothesis. Variable efficiency has been a popular topic amongst econometric researchers, where a variety of studies have shown that variable efficiency does ...
Kazakov, Dimitar Lubomirov +1 more
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The behavioural finance paradigm and the adaptive market hypothesis
International Journal of Finance & Banking Studies (2147-4486), 2022 This study tests for the applicability of the Adaptive Market Hypothesis (AMH) and Bounded rationality theories on the Johannesburg Stock Exchange (JSE). This is in order to determine the influence of behavioural risk factors on the efficiency of the stock market. Behavioural theories show a gap in the theory of Efficient Market Hypothesis.
Zakhiyya Yousuf, Daniel Makina
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Oxide‐Free Titanium Coatings by Wire Arc Spraying in a Silane‐Doped Inert Atmosphere
Advanced Engineering Materials, EarlyView.A silane‐doped argon atmosphere enables the production of oxide‐free titanium coatings via twin‐wire arc spraying at ambient pressure. This innovative approach eliminates residual oxygen, creating process conditions that prevent oxidation and nitride formation.
Manuel Rodriguez Diaz +4 more
wiley +1 more source