Results 1 to 10 of about 197 (102)
Does the Adaptive Market Hypothesis explain the evolution of emerging markets efficiency? Evidence from the Moroccan financial market. [PDF]
Heliyon, 2020 This paper scrutinizes different aspects of the Adaptive Market Hypothesis (AMH) in the Moroccan financial market over the period from January 1992 to September 2019 through different approaches.
Lekhal M, El Oubani A.
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COVID-19 and adaptive behavior of returns: evidence from commodity markets. [PDF]
Humanit Soc Sci Commun, 2022 This study examines the Adaptive Market Hypothesis during the COVID-19 pandemic. The pandemic has impacted global economic activity, trade, and financial market activity. There has been much interest in testing financial market theories and relationships
Shahid MN.
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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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The adaptive market hypothesis and high frequency trading. [PDF]
PLoS One, 2021 This paper uses NASDAQ order book data for the S&P 500 exchange traded fund (SPY) to examine the relationship between one-minute, informational market efficiency and high frequency trading (HFT).
Meng K, Li S.
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Financial Innovation, 2021 This study examined the evolving oil market efficiency by applying daily historical data to the three benchmark cryptocurrencies (Bitcoin, Ethereum, and Ripple), gold, and West Texas Intermediate (WTI) crude oil.
Majid Mirzaee Ghazani +1 more
doaj +2 more sources
Adaptability factors and behavioral biases of investors in frontier markets: An adaptive market hypothesis perspective. [PDF]
PLoS OneThe Adaptive Market Hypothesis (AMH) suggests that investors are imperfect but adaptive, allowing behavioral biases to persist and evolve over time.
Jannatunnesa J, Mahdzan NS, Md Noman AH.
europepmc +2 more sources
Exploring the Relationships Between Behavioural Biases and the Rational Behaviour of Australian Female Consumers. [PDF]
Behav Sci (Basel)The paper aims to examine the relationships between behavioural biases (such as overconfidence and herding) and the rational behaviour of Australian female consumers when making financial decisions.
Sharma A, Hewege C, Perera C.
europepmc +2 more sources
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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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
doaj +1 more source
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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