Results 21 to 30 of about 4,197 (249)
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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Adaptive Market Hypothesis: Evidence from the Cryptocurrency Market
, 2022 This study aimed to evaluate whether the efficiency of the cryptocurrency market varies over time according to the Adaptive Market Hypothesis. It investigated the varying cryptocurrency market efficiency by applying daily historical data to Bitcoin, Ethereum, Litecoin, Ripple, and Cardano.
Karaomer, Yunus +1 more
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The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market [PDF]
Journal of Financial and Quantitative Analysis, 2009 AbstractWe analyze the intertemporal stability of excess returns to technical trading rules in the foreign exchange market by conducting true, out-of-sample tests on previously studied rules. The excess returns of the 1970s and 1980s were genuine and not just the result of data mining.
Christopher J. Neely +2 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
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Do Financial Markets Adapt Differently? A Cross-Country Examination Using the Adaptive Market Hypothesis [PDF]
المجلة العلمية للدراسات والبحوث المالية والتجاريةPurpose: This research aims to simultaneously examine different aspects of the Adaptive Market Hypothesis (AMH) in the global financial market context, a topic of significant interest and relevance.
Mohamed Hussein Abd El-Razeek
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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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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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Comparative Economic Research, 2019 In line with the Adaptive Market Hypothesis (AMH), the objective of this study is to investigate how the day‑of‑the‑week (DOW) effect behaves under different bull and bear market conditions in African stock markets, and to examine the likelihood of being
Adefemi A. Obalade +1 more
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Testing implications of the Adaptive Market Hypothesis via computational intelligence [PDF]
2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 2012 This study analyzes two implications of the Adaptive Market Hypothesis: variable efficiency and cyclical profitability. These implications are, inter alia, in conflict with the Efficient Market Hypothesis. Variable efficiency has been a popular topic amongst econometric researchers, where a variety of studies have shown that variable efficiency does ...
Kazakov, Dimitar Lubomirov +1 more
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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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