Adaptive market hypothesis and calendar anomalies in selected African stock markets. [PDF]
, 2019 Doctoral Degree. University of KwaZulu-Natal, Durban.It takes a theory to beat a theory. However, whether the adaptive market hypothesis (AMH) offers better explanations for stock return behaviour than the popular efficient market hypothesis (EMH) still ...
Obalade, Adefemi Alamu.
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Do stock markets exhibit cyclical market efficiency? Emerging markets’ perspective
Cogent Economics & FinanceThis article assesses cyclical market efficiency under different market conditions. We examine the cyclical return predictability, the time-varying effectiveness of trading strategies and their profitability, along with the relationships between volume ...
T. Mallikarjunappa +2 more
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The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. [PDF]
Financ Innov, 2023 Erer D, Erer E, Güngör S.
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Innovative segmentation and algorithmic footprint detection of Nifty 50 Muhurat Trading 2025
Journal of Open Innovation: Technology, Market and ComplexityWhile financial anomalies are well-documented in standard sessions, the micro-dynamics of ultra-short, ceremonial trading windows remain a theoretical blind spot.
Iqbal Thonse Hawaldar +2 more
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The efficiency of CO2 market in the phase III EU ETS: analyzing in the context of a dynamic approach. [PDF]
Environ Sci Pollut Res Int, 2021 Mirzaee Ghazani M, Jafari MA.
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Stock Returns Predictability and the Adaptive Market Hypothesis: Evidence from India [PDF]
, 2013 The present paper evaluates whether the adaptive market hypothesis provides a better description of the behavior of Indian stock market using daily values of Sensex and Nifty, the two major indices of India from January 1991 to April 2013.
Kumari, Jyoti, Hiremath, Gourishankar S
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In this paper, we examine the Adaptive Market Hypothesis (AMH) through four well-known calendar anomalies in the Dow Jones Industrial Average from 1900 to 2013.
McGroarty, F., Urquhart, Andrew
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Testing the adaptive market hypothesis in Borsa Istanbul sector indices
, 2020 Etkin Piyasa Hipotezi ve Davranışsal Finans konuları literatüre farklı dönemlerde kazandırılmış olsalar da iki görüş arasındaki çatışmalar söz konusu kavramlar literatüre girdiğinden bu yana devam etmektedir.
Çelebi, Okan
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Management of investment portfolios employing reinforcement learning. [PDF]
PeerJ Comput Sci, 2023 Santos GC +5 more
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