Asymmetric Fractal Characteristics and Market Efficiency Analysis of Style Stock Indices. [PDF]
Entropy (Basel), 2022 Xu C, Ke J, Peng Z, Fang W, Duan Y.
europepmc +1 more source
Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market
, 2020 This study explores the time-varying structure of market efficiency of the prewar Japanese stock market based on Lo's (2004) adaptive market hypothesis (AMH).
Noda, Akihiko
core
Network centrality and stock market volatility: The impact of communication topologies on prices [PDF]
, 2012 We investigate the impact of agent communication networks on prices in an artificial stock market. Networks with different centralization measures are tested for their effect on the volatility of prices.
Hein, Oliver +2 more
core
An empirical analysis of the adaptive market hypothesis and investor sentiment in extreme circumstances [PDF]
, 2013 PhD ThesisThe Efficient Market Hypothesis (EMH) has been widely studied in the literature, however there remains no consensus among academics whether markets are efficient or not. Although it was initially thought to hold, the recent explosion of studies
Urquhart, Andrew
core
Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era. [PDF]
Heliyon, 2022 Bossman A, Owusu Junior P, Tiwari AK.
europepmc +1 more source
Efficient market hypothesis: is the Croatian stock market as (in)efficient as the U.S. market [PDF]
Traditional statistical tests of serial independence of stock price changes often show that stock markets are inefficient. Our analysis on daily and monthly data confirms this finding for the Croatian and U.S. markets in the 2002-2010 period.
Denis Alajbeg +2 more
core
Overview of Avian Sex Reversal. [PDF]
Int J Mol Sci, 2023 Zhang X, Li J, Chen S, Yang N, Zheng J.
europepmc +1 more source
The complex nature of financial market microstructure: the case of a stock market crash. [PDF]
J Econ Interact Coord, 2022 Shi F, Broussard JP, Booth GG.
europepmc +1 more source