Results 151 to 160 of about 2,384 (166)

Relative Efficiency of G8 Sovereign Credit Default Swaps and Bond Scrips: An Adaptive Market Hypothesis Perspective

Studies in Microeconomics, 2016
Vinodh Madhavan, Rakesh Arrawatia
exaly   +2 more sources

Behavioral Dynamics and Market Adaptation: Cross-Country Empirical Evidence of The Adaptive Market Hypothesis

Academic journal of social sciences
-This paper explores the Adaptive Market Hypothesis (AMH) across nine MENA-region markets, as well as, offering an empirical validation of market adaptability.
Mohamed Omar, Jana Alaa El-Din Salah Hammad, Omar Hussien El-Behairy, Shahd Ahmed El-Tohami, T. Mohamed   +4 more
semanticscholar   +1 more source

Testing the Adaptive Market Hypothesis for Fragile Five Countries: Time-Varying KSS Unit Root Test Application

International Journal of Business and Economic Studies
In this study, the validity of the Adaptive Market Hypothesis (AMH) for the Fragile Five countries (India, Brazil, Indonesia, Turkey, and South Africa) was investigated through daily data for the period 01.09.2013-30.06.2024.
Serkan Eryılmaz, Feyyaz Zeren, Tayfun Yılmaz   +2 more
semanticscholar   +1 more source

Behavior of the North African Stock Markets: Validation of the Adaptive Market Hypothesis

Journal of Information Economics
This study aims to explore stock markets behavior in North African region by testing Adaptive Market Hypothesis (AMH) in the Tunisian and Moroccan stock market. We tested the predictability of daily returns for the TUNINDEX and the MASI from January 2002
Sana Ben Cheikh
semanticscholar   +1 more source

Validating the Adaptive Market Hypothesis in the Tunisian Stock Market

International Journal of Trade and Global Markets, 2020
We investigated how the adaptive market hypothesis (AMH) offers better explanations for stock return behaviour than the popular efficient market hypothesis (EMH) in the Tunisian Stock Market (TSE).
A. Obalade, P. Muzindutsi
semanticscholar   +1 more source

Adaptive Market Hypothesis: Evidence from Nigerian Stock Exchange

Journal of Developing Areas, 2020
:The notion of absolute efficiency has been challenged in the recent time with the advent of Adaptive Market Hypothesis (AMH) which debunked the idea of viewing efficiency as all or nothing phenomenon.
A. Adaramola, O. G. Obisesan
semanticscholar   +1 more source

Time-Varying Efficiency and Volatility Regimes in Nepal Stock Exchange (NEPSE): Evidence from Daily Data under the Adaptive Market Hypothesis

NRB Economic Review
This study evaluates the Adaptive Market Hypothesis (AMH) in the Nepalese stock market using daily index returns from July 1995 to February 2025, representing nearly three decades and the longest high-frequency analysis of the market to date ...
Saurav Karki
semanticscholar   +1 more source

BEYOND THE EFFICIENT MARKET HYPOTHESIS: A CONCEPTUAL INQUIRY INTO CALENDAR ANOMALIES

JRAK
Calendar anomalies, including the day-of-the-week effect, week-of-the-month effect, and January effect, persistently contest the efficient market hypothesis (EMH), which asserts that asset prices completely incorporate available information.
Muhammad Shehryar, Yosi Mardoni, M. Anser   +2 more
semanticscholar   +1 more source

Examining the adaptive market hypothesis with calendar effects: International evidence and the impact of COVID-19

Global Finance Journal, 2023
Aliaa Bassiouny
exaly  

Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices

, 2017
Osamah M. Al-Khazali, A. Mirzaei
semanticscholar   +1 more source