Results 11 to 20 of about 2,384 (166)
Cogent Economics & FinanceThis research empirically investigated the existence of the adaptive market hypothesis (AMH) by investigating the day of the week effect (DOW), a commonly used calendar anomaly, using both symmetric and asymmetric GARCH models on the Nifty 50 data from 1
Nidhi Dhankhar +4 more
doaj +3 more sources
International Review of Financial Analysis, 2014 In this paper, we examine the Adaptive Market Hypothesis (AMH) through four well-known calendar anomalies in the Dow Jones Industrial Average from 1900 to 2013.
Andrew Urquhart, Frank Mcgroarty
exaly +3 more sources
The adaptive markets hypothesis: Insights into small stock market efficiency
Applied EconomicsPublisher Copyright: © 2024 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group.In this paper, we explore whether the adaptive markets hypothesis (AMH) describes the efficiency of the Finnish stock market better than the ...
Mikael Rönkkö +2 more
exaly +3 more sources
Ovidius University Annals. Economic Sciences Series, 2022 The fundamental objective of our research study is to provide a critical analysis on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) considering their impact on stock markets behavior. Efficient Market Hypothesis is one of the pillars of modern finance and it is built on the paradigm that any ...
Cristi Spulbar +2 more
openaire +3 more sources
COVID-19 and adaptive behavior of returns: evidence from commodity markets [PDF]
Humanities & Social Sciences Communications, 2022 This study examines the Adaptive Market Hypothesis during the COVID-19 pandemic. The pandemic has impacted global economic activity, trade, and financial market activity. There has been much interest in testing financial market theories and relationships
Muhammad Naeem Shahid
doaj +2 more sources
Investigating the Empirical Validity of the Adaptive Market Hypothesis Using smooth transition autoregressive model in the Tehran Stock Exchange [PDF]
مدلسازی اقتصادسنجی, 2021 The purpose of this paper is to examine the empirical validity of the Adaptive Market Hypothesis (AMH), which is suggested to resolve the controversy between proponents of the efficient market hypothesis and financial behavior school.
Gholamhossein Asadi +2 more
doaj +2 more sources
SAGE Open, 2022 This study contributes to the growing debate on the relation between varying stock market conditions and the profitability of stock market anomalies. We investigate the effect of changed market conditions on time-varying contrarian profitability in order
Ali Fayyaz Munir +2 more
doaj +2 more sources
Testing the Adaptive Market Hypothesis and Time-Varying Efficiency in the Indian Equity Market [PDF]
Colombo Business JournalThe study examines the adaptive market hypothesis (AMH) as an evolutionary principle of the alternative efficient market hypothesis in the Indian stock market (Sensex and Nifty50) on the daily return from April 2014 to May 2020.
Nang Biak Sing, Rajkumar Giridhari Singh
doaj +2 more sources
Behavior of Calendar Anomalies, Market Conditions and Adaptive Market Hypothesis: Evidence from Pakistan Stock Exchange [PDF]
Pakistan Journal of Commerce and Social Sciences, 2017 The current study investigates Adaptive Market Hypothesis (AMH) via five different calendar effects in Pakistan stock market. For the purpose we examine daily returns of KSE-100 index. The sample comprises 24 years over the period from January 1992 to
Muhammad Naeem Shahid (Corresponding author)
doaj +3 more sources
Adaptive market hypothesis [PDF]
International journal of economics and business administration, 2019 Purpose: To investigate the implications of the Addaptive Market Hypothesis (AMH) on Turkish stock exchange market (Borsa Istanbul) indices as an emerging economy.
Taşkın, Fatma Dilvin +9 more
core +2 more sources