Results 21 to 30 of about 216 (121)
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 +1 more source
The efficiency of the new reference rate in Türkiye
Borsa Istanbul Review, 2023 The transition from the reference rate based on interbank offered rates, such as the Turkish lira interbank offer rate (TRLIBOR), to the risk-free rate (RfR), the Turkish lira overnight reference rate (TLREF), in Türkiye is a critical juncture, but it is
Remzi Gök, Burak Pirgaip, Elie Bouri
doaj +1 more source
The changing market efficiency of the Nairobi securities exchange [PDF]
Banks and Bank Systems, 2016 This paper tests for market efficiency changes of the Nairobi Securities Exchange (NSE) after the year 2000 and determines whether technological advancements have led to an increase in the market efficiency.
Josephine M. Njuguna
doaj +1 more source
Regime-Switching Determinants of Mutual Fund Performance in South Africa
Economies, 2021 This study assesses the effect of fund-level and systemic factors on the performance of mutual funds in the context of changing market conditions. A Markov regime-switching model is used to analyze the performance of 33 South African equity mutual funds ...
Richard Apau +2 more
doaj +1 more source
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
doaj +1 more source
On the Evolution of the Stock Market Efficiency: Evidence From Emerging Markets
International Studies of Economics, EarlyView.ABSTRACT The study of market efficiency is one of the most covered topics in the field of financial markets, with the Efficient Market Hypothesis gathering devotees as well as several critics. The perception of markets as agents with an adaptive nature gave rise to the Adaptive Market Hypothesis (AMH).
Júlio Lobão, Luís Pacheco, Nuno Cruz
wiley +1 more source
Asia‐Pacific Economic History Review, Volume 65, Issue 1, Page 131-159, March 2025.Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
wiley +1 more source
The Mediating Role of Digital Market and Payment Systems in ICT‐Based Food Security Management
eFood, Volume 7, Issue 4, August 2026.ICT enhances food security management in Bangladesh by linking production, distribution, and digital market systems. Digital Market and Payment (DMP) mediates the relationship between Food Production and Distribution (FPD) and Food Security Management (FSM), highlighting the transformative role of digital innovation in sustainable food governance ...
Mohammad Helal Hossain +3 more
wiley +1 more source