Results 271 to 280 of about 294,605 (321)

Adaptive Market Hypothesis (Study of Assumptions)

SSRN Electronic Journal, 2016
Adaptive Market Hypothesis (AMH) embraces Efficient Market Hypothesis (EMH) as an idealization that is economically unrealizable, but which serves as a useful benchmark for measuring relative efficiency. AMH’s adaptability to changing dynamics of the market suggests that investors are potentially capable of an optimal dynamic allocation.
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Adaptive Market Hypothesis: Evidence from the Ghanaian Stock Market

Journal of African Business, 2017
ABSTRACTThis study examines the return predictability of two indices – the GSEALSH index and the GSEFSII index on the Ghana stock market. We compare results from analyzing the return series between January 4, 2011 and August 28, 2015 using the generalized spectral test, the automatic portmanteau Box-Pierce test and the wild-bootstrapped automatic ...
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The Adaptive Markets Hypothesis Provides New Insights Into the Efficiency of Small Stock Markets: Evidence From Finland

Social Science Research Network, 2023
Mika Rönkkö, Joonas Holmi, Mervi Niskanen, Markus Mättö   +3 more
semanticscholar   +1 more source

NOISY TRADER BEHAVIOR IN ADAPTIVE MARKETS: DECISION-MAKING BIASES AND MODELING APPROACHES

Economics
Noisy traders are market participants whose decisions often deviate from rational behavior, influenced instead by emotions, speculation, and social cues rather than fundamental financial information.
Davit Hayrapetyan, Hayk Melkumyan
semanticscholar   +1 more source

Technology, Adaptation and the Efficient Market Hypothesis

SSRN Electronic Journal, 2019
Tests of the efficient market hypothesis (EMH) suffer from a known flaw that has nevertheless received insufficient attention in the literature. Just as in Zeno’s famous paradox of Achilles and the tortoise, while we are testing market efficiency the measure of efficiency has already moved on.
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Testing the Adaptive Markets Hypothesis in the COVID-19 Process in Developed and Developing Countries

Social Science Research Network, 2022
Bilge Cıpe, A. Aslan
semanticscholar   +1 more source

Behavior of the North African Stock Markets: Validation of the Adaptive Market Hypothesis

Journal of Information Economics
This study aims to explore stock markets behavior in North African region by testing Adaptive Market Hypothesis (AMH) in the Tunisian and Moroccan stock market. We tested the predictability of daily returns for the TUNINDEX and the MASI from January 2002
Sana Ben Cheikh
semanticscholar   +1 more source

Predictability of precious metals and adaptive market hypothesis

International Journal of Emerging Markets, 2019
Purpose The purpose of this paper is to boost the existing literature on adaptive market hypothesis (AMH) as it first time links predictability of gold, silver and metal returns with AMH which permits the predictability of returns to vary over time. Design/methodology/approach To know whether commodity (gold, silver and metal) market is efficient or
Muhammad Naeem Shahid, Malik Jehanzeb, Aamir Abbas, Ahsan Zubair, Mahmood A. Hussain Akbar   +4 more
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The Predictability of High-Frequency Returns in the Cryptocurrency Markets and the Adaptive Market Hypothesis

Central European Economic Journal
The objective of this study was to examine the level and behaviour of the weak-form efficiency of the 16 most capitalised cryptocurrencies using intraday data. The study employed martingale difference hypothesis tests utilising the rolling window method.
Jacek Karasiński
semanticscholar   +1 more source

Adaptive market hypothesis and evolving predictability of bitcoin

Economics Letters, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Khuntia, Sashikanta, Pattanayak, J. K.
openaire   +2 more sources