Results 31 to 40 of about 1,477 (158)
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
, 2015 Technological advances in telecommunications, securities exchanges, and algorithmic trading have facilitated a host of new investment products that resemble theme-based passive indexes but which depart from traditional market-cap-weighted portfolios ...
Lo, Andrew W
core +1 more source
Testing Adaptive Market Hypothesis in Global Islamic Stock Markets: Evidence From Markov-Switching Adf Test [PDF]
, 2021 Although market efficiency has been extensively examined in the literature, the studies generally focus on conventional stock markets. Since market efficiency is related to a well-functioning market, it is of great importance for the efficient allocation
Buğan, Mehmet Fatih +3 more
core +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
Selection mechanisms affect volatility in evolving markets
, 2019 Financial asset markets are sociotechnical systems whose constituent agents are subject to evolutionary pressure as unprofitable agents exit the marketplace and more profitable agents continue to trade assets.
Akerlof George A +6 more
core +1 more source
How profitable are FX technical trading rules? [PDF]
, 2016 This paper provides a comprehensive empirical investigation of the profitability of foreign exchange technical trading rules over the 1996:10?2015:06 period for 22 currencies quoted in US dollars. It reports evidence of profitability across a universe of
Coakley, J, Marzano, M, Nankervis, JC
core +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