Results 101 to 110 of about 2,384 (166)
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.
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An empirical analysis of the adaptive market hypothesis and investor sentiment in extreme circumstances [PDF]
, 2013 The 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 that find
Urquhart, Andrew
core
Overview of Avian Sex Reversal. [PDF]
Int J Mol Sci, 2023 Zhang X, Li J, Chen S, Yang N, Zheng J.
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, 2017 We evaluate the validity of the Adaptive Market Hypothesis (AMH) in a Swedish context by testing for stock return predictability on the OMXS30 stock index between 1986 and 2014 using daily returns and monthly two year moving subsamples. To our knowledge,
Soteriou, Andreas, Svensson, Louise
core
Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis. [PDF]
PLoS One, 2022 Agyei SK +5 more
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, 2018 A new hypothesis, The Adaptive Markets Hypothesis (AMH), is applied to the Swedish stockmarket context by testing the variability of the risk-return trade-off over different investment horizons and market environments.
Sherlock, Steve
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The Adaptive Market Hypothesis：An empirical study on the UK stock market [PDF]
This paper uses the FTSE 350 daily data and subsample method to detect the Adaptive Market Hypothesis (AMH) in the UK stock market. We performed a range of linear and nonlinear tests on sixteen two-yearly subsamples to capture the time-varying ...
WANG, KAIXIN
core
Empirical Analysis for Stock Price Prediction Using NARX Model with Exogenous Technical Indicators. [PDF]
Comput Intell Neurosci, 2022 Dhafer AH +7 more
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The Adaptive Market Hypothesis：An empirical study on the UK stock market
, 2019 This paper uses the FTSE 350 daily data and subsample method to detect the Adaptive Market Hypothesis (AMH) in the UK stock market. We performed a range of linear and nonlinear tests on sixteen two-yearly subsamples to capture the time-varying ...
WANG, KAIXIN
core
Entropy-Based Behavioural Efficiency of the Financial Market. [PDF]
Entropy (Basel), 2021 Dinga E +4 more
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