Results 21 to 30 of about 206 (120)
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
Calendar Anomalies, Market Regimes, and the Adaptive Market Hypothesis in African Stock Markets
Central European Management Journal, 2019 Purpose: This paper examines the changing behavior of two calendar anomalies in African stock returns – the month-of-the-year and the intra-month effects – and their implications for the adaptive market hypothesis (AMH).
Obalade Adefemi A. +1 more
doaj +1 more source
Risks, 2023 This study assesses the dynamic relationship between macroeconomic factors and bank asset quality based on changes in the condition of stock market returns.
Richard Apau +2 more
doaj +1 more source
Comparative Economic Research, 2019 In line with the Adaptive Market Hypothesis (AMH), the objective of this study is to investigate how the day‑of‑the‑week (DOW) effect behaves under different bull and bear market conditions in African stock markets, and to examine the likelihood of being
Adefemi A. Obalade +1 more
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Are markets adaptive? Evidence of predictability and market efficiency of lodging/resort REITs
International Journal of Strategic Property Management, 2020 We investigate the degree of return predictability of lodging/resort real estate investment trusts (REITs) from January 1994 to May 2016. We test the Martingale hypothesis by using linear (automatic portmanteau and automatic variance ratio with rolling ...
Fahad Almudhaf +2 more
doaj +1 more source
When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
Journal of Futures Markets, Volume 46, Issue 3, Page 529-544, March 2026.ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro +2 more
wiley +1 more source
Journal of Economic Surveys, Volume 40, Issue 1, Page 443-468, February 2026.ABSTRACT Cryptocurrency markets are known for their wide price fluctuations, lack of central control, and fast‐paced development. These characteristics present serious challenges to traditional theories about how markets work and how prices reflect available information.
Giulia Fantini, Joy Jia, Chiara Oldani
wiley +1 more source
Adaptive markets hypothesis and economic-institutional environment: a cross-country analysis [PDF]
REGE Revista de GestãoPurpose – This study’s goal was to identify how several markets have developed over time and what determinants have influenced this process, based on adaptive markets hypothesis (AMH).
Marco Aurélio dos Santos +3 more
doaj +1 more source
Brain and Behavior, Volume 16, Issue 1, January 2026.An overview of the mechanism of action, clinical trials, and classical findings of KarXT for the management of psychotic symptoms in patients with schizophrenia and alzheimer's disease. ABSTRACT Background Acute psychotic symptoms like delusions and hallucinations are of major concern while treating patients with schizophrenia and alzheimer's psychosis,
Ashir Kanwal +7 more
wiley +1 more source
A Valued Capability? The Role of Quality in Hospital Acquisition Target Selection
Strategic Change, Volume 34, Issue 6, Page 831-843, November 2025.ABSTRACT A significant body of existing research focuses on acquisitions and how organizations use them in order to change and grow quickly. While some research has examined the criteria organizations use to select targets for acquisitions, both the context of healthcare and the role of the quality of organizational services have not been well examined.
Danielle D. Dunne +2 more
wiley +1 more source