Results 11 to 20 of about 294,605 (321)
Adaptive markets hypothesis and economic-institutional environment: a cross-country analysis [PDF]
REGE Revista de Gestão, 2023 Purpose – 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
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The adaptive market hypothesis and the return predictability in the cryptocurrency markets
Economics and Business Review, 2023 This study employs robust martingale difference hypothesis tests to examine return predictability in a broad sample of the 40 most capitalized cryptocurrency markets in the context of the adaptive market hypothesis.
Karasiński Jacek
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The adaptive markets hypothesis through the lens of machine learning
HeliyonThe adaptive markets hypothesis (AMH) postulates that markets are not stationary environments permanently in equilibrium as the efficient market hypothesis (EMH) posits, but evolve over time. However, testing this requires tools that capture the inherent
Julio Villavicencio +2 more
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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
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Adaptive Markets Hypothesis: Empirical Evidence from Montenegro Equity Market
Economic Research-Ekonomska Istraživanja, 2013 U ovom radu je ispitivana hipoteza o adaptivnosti tržista kroz analizu tri faktora za koje smo pretpostavili da imaju utjecaja na slabu formu efikasnosti tržista: period promatranja, vremenski horizont predstavljen dužinom pokretnog prozora i razina agregiranosti podataka. Analiza je provedena na tržisno ponderiranom indeksu MONEX20 koji predstavlja
Saša Popović +2 more
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The adaptive markets hypothesis: Insights into small stock market efficiency
Applied EconomicsPeer ...
Mikael Rönkkö +3 more
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Testing the Empirical Validity of the Adaptive Markets Hypothesis
Review of Economic Analysis, 2017 The issue of market e¢ ciency attracted the attention of academicians since the existence of financial markets. Over time, two schools of thoughts were established: the efficient markets school and the behavioral finance school. Proponents of the former believed in the Efficient Markets Hypothesis whereas the latter brought evidence from behavioral ...
Hany Fahmy
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Ovidius University Annals. Economic Sciences Series, 2022 The fundamental objective of our research study is to provide a critical analysis on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) considering their impact on stock markets behavior. Efficient Market Hypothesis is one of the pillars of modern finance and it is built on the paradigm that any ...
Cristi Spulbar +2 more
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The weak-form efficiency of cryptocurrencies
Research Papers in Economics and Finance, 2023 This study aimed to examine the weak-form efficiency of some of the most capitalised cryptocurrencies. The sample consisted of 24 cryptocurrencies selected out of 30 cryptocurrencies with the highest market capitalisation as of October 19, 2022 ...
Jacek Karasiński
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A Critical Survey on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) Considering Their Implication on Stock Markets Behavior [PDF]
Ovidius University Annals: Economic Sciences Series, 2021 The fundamental objective of our research study is to provide a critical analysis on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) considering their impact on stock markets behavior.
Cristi Spulbar +2 more
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