Results 21 to 30 of about 294,605 (321)
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
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Adaptive Market Hypothesis: Evidence from the Vietnamese Stock Market [PDF]
Journal of Risk and Financial Management, 2019 This paper aims to test the adaptive market hypothesis in the two main Vietnamese stock exchanges, namely Ho Chi Minh City Stock Exchange (HSX) and Hanoi Stock Exchange (HNX), by measuring the relationship between current stock returns and historical stock returns.
Phan Tran Trung Dzung, Hung Pham Quang
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Bogazici Journal, 2020 This paper investigates the evolution of the return predictability (or market efficiency) degree for Mexico, Indonesia, South Korea, and Turkey (MIST) countries and examines whether the findings are consistent with the implications of adaptive markets ...
Oktay Ozkan
semanticscholar +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
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Adaptive Markets and the New World Order [PDF]
, 2012 In the adaptive markets hypothesis (AMH) intelligent but fallible investors learn from and adapt to changing economic environments. This implies that markets are not always efficient but are usually competitive and adaptive, varying in their degree of ...
Andrew W. Lo +13 more
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Behavioral finance as an answer to the limitations of standard finance [PDF]
Bankarstvo, 2020 Moving the standard finance theory further away from practice has led to an increased criticism of standard finance. Much evidence in favor of the absence of perfect investor rationality have called for the need of a new approach and a new point of view ...
Leković Miljan
doaj
A Composite Index for Measuring Stock Market Inefficiency
Complexity, 2022 Market inefficiency is a latent concept, and it is difficult to be measured by means of a single indicator. In this paper, following both the adaptive market hypothesis (AMH) and the fractal market hypothesis (FMH), we develop a new time-varying measure ...
Raffaele Mattera +2 more
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, 1995 The systematic use of hints in the learning-from-examples paradigm is the subject of this review. Hints are the properties of the target function that are known to us independently of the training examples.
Abu-Mostafa, Yaser S.
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International Journal of Financial Studies, 2023 The Halloween effect predicts that stock markets in the winter months (November through April) generate significantly higher returns than in the summer months (May through October).
Júlio Lobão, Ana C. Costa
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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 ...
Umara Noreen +3 more
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