Results 51 to 60 of about 1,477 (158)
The impact of cryptocurrency heists on Bitcoin's market efficiency
Abstract Within the adaptive market hypothesis (AMH) framework, this study explores the dynamic impact of cryptocurrency heists on Bitcoin's market efficiency. By analysing Bitcoin's one‐minute price data, we calculate permutation entropy to assess market disorder and employ the complexity‐entropy causality plane to quantify structural changes in the ...
Mingnan Li, Viktor Manahov, John Ashton
wiley +1 more source
The “autumn effect” in the gold market—does it contradict the Adaptive Market Hypothesis?
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 +1 more source
This research tries to check the potency of risk of Islamic bank in defrayal of mudarabah and murabahah. This research was inspired from ascription of whereas one who said that the Islamic banks have not been risk because they have owned the guidance of ...
Abdul Mughits
doaj +1 more source
This 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 +1 more source
Adaptive Market? a New Hypothesis? [PDF]
The efficient market hypothesis (EMH) has been challenged by behaviourists for decades. Is market predictable? and how rational human beings prone to make flaws in making decisions are two general questions that still debatable until nowadays.
Pradana, B. L. (Bayu)
core
Long-term ecology of investors in a financial market [PDF]
The cornerstone of modern finance is the efficient market hypothesis. Under this hypothesis all information available about a financial asset is immediately incorporated into its price dynamics by fully rational investors.
Mantegna, Rosario N. +3 more
core +1 more source
In this method, by increasing the degrees of freedom of the unbalanced IEEE 906 bus low‐voltage reference network through load transfer switches, the optimal network configuration is proposed using a meta‐heuristic algorithm to solve this constrained large‐scale optimization problem for the purpose of electrical losses reduction.
Pooya Najafi Zanjani +3 more
wiley +1 more source
Economic significance of market timing rules in the Forward Freight Agreement markets [PDF]
Quantitative market timing strategies have been traditionally tested in liquid commodity and financial futures, often with mixed results with respect to their performance.
Adland +34 more
core +1 more source
Glutaric acid (GA) has been previously investigated for its potential as a flavoring agent and its antimicrobial properties on meat during storage. However, its efficacy in inhibiting bacterial growth and extending shelf‐life, particularly when combined with synthetic preservatives, such as sorbic acid (SA) or sodium bisulfite (SB), remains to be fully
Zhengrui Liao +8 more
wiley +1 more source
Profitability of Technical Currency Speculation. The Case of Yen-Dollar Trading 1976-2007 [PDF]
The paper investigates the profitability of 1,024 moving average and momentum models and their components in the yen-dollar market. It turns out that all models would have been profitable between 1976 and 2007.
Schulmeister, Stephan
core

