Results 121 to 130 of about 2,384 (166)

ADAPTIVE MARKETS HYPOTHESIS: EMPIRICAL EVIDENCE FROM MONTENEGRO EQUITY MARKET

open access: yes, 2013
U ovom radu je ispitivana hipoteza o adaptivnosti tržišta kroz analizu tri faktora za koje smo pretpostavili da imaju utjecaja na slabu formu efikasnosti tržišta: period promatranja, vremenski horizont predstavljen dužinom pokretnog prozora i razina ...
Andrija Đurović   +5 more
core  

Asymmetric efficiency of cryptocurrencies during COVID19. [PDF]

open access: yesPhysica A, 2021
Naeem MA   +4 more
europepmc   +1 more source

Testing adaptive market efficiency under the assumption of stochastic volatility

open access: yes, 2017
This dissertation explores the adaptive market hypothesis (AMH) first proposed by Lo (2004) which incorporates the efficient market hypothesis (EMH) of Malkiel and Fama (1970) and its behavioural exceptions.
Holder, Nicole
core  

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