Results 11 to 20 of about 4,197 (249)
The adaptive markets hypothesis: Insights into small stock market efficiency
Applied EconomicsPeer ...
Joonas Holmi +2 more
exaly +3 more sources
Investigating the Empirical Validity of the Adaptive Market Hypothesis Using smooth transition autoregressive model in the Tehran Stock Exchange [PDF]
مدلسازی اقتصادسنجی, 2021 The purpose of this paper is to examine the empirical validity of the Adaptive Market Hypothesis (AMH), which is suggested to resolve the controversy between proponents of the efficient market hypothesis and financial behavior school.
Gholamhossein Asadi +2 more
doaj +1 more source
International Journal of Economics and Business Administration, 2019 © 2019 International Strategic Management Association. All rights reserved.Purpose: To investigate the implications of the Addaptive Market Hypothesis (AMH) on Turkish stock exchange market (Borsa Istanbul) indices as an emerging economy. BIST-100, BIST-30 and BIST-All indices are subjected to the analyses for the period between January 2002 and April ...
Mandaci, P.E. +2 more
+9 more sources
Investors’ risk perception in the context of efficient market hypothesis: A conceptual framework for malaysian and indonesian stock exchange [PDF]
SHS Web of Conferences, 2021 The advocates of the Efficient Market Hypothesis (EMH) theory postulates that share prices depict all the available information concerning its intrinsic worth. EMH espouses the Random Walk Theory i.e.
Emad Azhar Ali Syed +2 more
doaj +1 more source
Heliyon, 2021 In this paper, we attempt to investigate the efficiency of emerging stock markets by considering the advent of dramatic country-specific events. In other words, we analyze and rank the weak-form efficiency levels of emerging stock markets based on a ...
Besma Hkiri +3 more
doaj +1 more source
The adaptive market hypothesis and high frequency trading
PLOS ONE, 2021 This paper uses NASDAQ order book data for the S&P 500 exchange traded fund (SPY) to examine the relationship between one-minute, informational market efficiency and high frequency trading (HFT). We find that the level of efficiency varies widely over time and appears to cluster.
Ke Meng, Shouhao Li
openaire +4 more sources
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
doaj +1 more source
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
doaj
COVID-19 and adaptive behavior of returns: evidence from commodity markets
Humanities & Social Sciences Communications, 2022 This study examines the Adaptive Market Hypothesis during the COVID-19 pandemic. The pandemic has impacted global economic activity, trade, and financial market activity. There has been much interest in testing financial market theories and relationships
Muhammad Naeem Shahid
doaj +1 more source
Risks, 2022 This study aims to test the adaptive market hypothesis by using the myopic behavior of investors as a new proxy. The data have been taken from New York Stock Exchange from December 1994 to December 2020. Following this collection of data, the companies’ stock prices were distributed into six different portfolios based on size, investment, a book-to ...
Noreen, Umara +3 more
openaire +2 more sources