Results 21 to 30 of about 2,384 (166)

The “autumn effect” in the gold market—does it contradict the Adaptive Market Hypothesis?

International Journal of Management and Economics
The present study aims to verify the autumn effect in the gold market, first presented 10 years ago by Dirk Baur in the paper “The autumn effect of gold” and to investigate the calendar effects occurring for other precious metals. This empirical research
Potrykus Marcin, Augustynowicz Urszula
doaj   +2 more sources

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

Global Finance Journal, 2022
This study examines whether the adaptive market hypothesis (AMH) explains calendar anomalies across 16 headline stock market indices in 10 markets. We employ the rolling window analysis and estimate a T-GARCH (1,1) for a long time series that includes ...
Bassiouny, Aliaa, Tooma, Eskandar, Kiryakos, Mariam   +2 more
core   +2 more sources

The behavioural finance paradigm and the adaptive market hypothesis : Evidence from the JSE

International Journal of Finance & Banking Studies (2147-4486), 2022
This study tests for the applicability of the Adaptive Market Hypothesis (AMH) and Bounded rationality theories on the Johannesburg Stock Exchange (JSE).
Yousuf, Zakhiyya, Makina, Daniel
core   +2 more sources

Exploring the Relationships Between Behavioural Biases and the Rational Behaviour of Australian Female Consumers [PDF]

Behavioral Sciences
The paper aims to examine the relationships between behavioural biases (such as overconfidence and herding) and the rational behaviour of Australian female consumers when making financial decisions.
Abhishek Sharma, Chandana Hewege, Chamila Perera   +2 more
doaj   +2 more sources

The Adaptive Market Hypothesis and the Day‑of‑the‑Week Effect in African Stock Markets: the Markov Switching Model

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, Paul Francois Muzindutsi   +1 more
doaj   +2 more sources

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., Muzindutsi Paul-Francois   +1 more
doaj   +2 more sources

Can adaptive market hypothesis explain the existence of seasonal anomalies? Evidence from Dhaka Stock Exchange, Bangladesh

, 2021
This paper examines the behavior of seasonal anomalies in Dhaka Stock Exchange (DSE) of Bangladesh and whether the time varying nature of the anomalies is in line with Adaptive Market Hypothesis (AMH).
Akhter, Tahmina, Othman Yong
core   +2 more sources

Adaptive Market Hypothesis: Evidence from three centuries of UK data

, 2017
We examine the evolving efficiency of UK stock market and currency (British Pound) during the last three centuries. Using both Automatic Variance Ratio (AVR) and Automatic Portmanteau (AQ) tests, we find evidence of time-varying degree of efficiency ...
Ali Almail, Fahad Almudhaf, Almudhaf, Fahad, Almail, Ali   +3 more
core   +2 more sources

Testing the Adaptive Market Hypothesis on the WIG Stock Index: 1994-2019

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 2020
The adaptive market hypothesis (AMH) is gaining recognition in the world of science because it coherently and logically reconciles the opinions of representatives of the neoclassical school and of behaviourists.
Marek Kołatka
doaj   +1 more source

Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature

Journal of Risk and Financial Management, 2019
This paper conducts a review of the literature on the price–volume relationship and its relation with the implications of the adaptive market hypothesis.
Ashok Chanabasangouda Patil, Shailesh Rastogi   +1 more
exaly   +2 more sources