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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.
Mostafa Lekhal, Ahmed El Oubani
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Cogent Economics & Finance, 2020 This study examines the adaptive market hypothesis (AMH) in relation to time-varying market efficiency by using three tests, namely Generalized Spectral (GS), Dominguez-Lobato (DL) and the automatic portmanteau test (AP) test on four-digital currencies ...
Ambreen Khursheed +3 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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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).
Ke Meng, Shouhao Li
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Adaptive market hypothesis: insights from BRIC-T countries’ stock markets
Financial Internet QuarterlyComparing the Efficient Market Hypothesis and Behavioral Finance, the Adaptive Markets Hypothesis (AMH), which identifies the extremes of these two hypotheses and adapts them to each other, argues that calendar anomalies can coexist, but also focuses on ...
Ozekenci Sureyya Yilmaz
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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 Jannatunnesa +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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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
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The adaptive market hypothesis in the high frequency cryptocurrency market
International Review of Financial Analysis, 2019 This paper investigates the adaptive market hypothesis (AMH) with respect to the high frequency markets of the two largest cryptocurrencies — Bitcoin and Ethereum, versus the Euro and US Dollar.
Stephen Chan
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Journal of Baltic Studies, 2022 This research tests the Adaptive Market Hypothesis (AMH) regarding calendar anomalies in the Baltic stock markets. Analysis of known calendar anomalies over time is carried out by using sub-sample GARCH (1,1) regression with Kruskal–Wallis statistics and
Vilija Alekneviciene
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