Results 91 to 100 of about 2,384 (166)
The Impact of COVID-19 on Weak-Form Efficiency in Cryptocurrency and Forex Markets. [PDF]
Entropy (Basel), 2023 Zitis PI +5 more
europepmc +1 more source
An Entropy Approach to Measure the Dynamic Stock Market Efficiency. [PDF]
J Quant Econ, 2022 Patra S, Hiremath GS.
europepmc +1 more source
Co-movement between Covid-19 and G20 stock market returns: A time and frequency analysis. [PDF]
Heliyon, 2023 Phiri A, Anyikwa I, Moyo C.
europepmc +1 more source
The adaptive market hypothesis and predictability of stock returns in Africa
, 2018 MBAThe weak-form Efficient Market Hypothesis postulates that stock price movement is random and future returns cannot be predicted based on past returns. On the other hand, the Adaptive Market Hypothesis proposed by Lo (2004) postulates that stock market
Myendeki, Axola Victor Chumani
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AMH in Pakistan: Evidence from Pakistan Stock Exchange
, 2023 This research investigates whether the Adaptive Market Hypothesis (AMH) applies to the Pakistan Stock Exchange (PSX) by employing both linear and nonlinear models to assess the varying nature of the PSX.
Jamil, Midhat
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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
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
, 2014 This research tested the validity of the adaptive markets hypothesis (AMH), a new theory proposed by Professor Andrew Lo in 2004 as a possible alternative to the efficient market hypothesis (EMH) in the foreign exchange market using the USD/Php exchange ...
Bianca Cai, Joyce +3 more
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