An algorithm for testing the efficient market hypothesis. [PDF]
PLoS ONE, 2013 The objective of this research is to examine the efficiency of EUR/USD market through the application of a trading system. The system uses a genetic algorithm based on technical analysis indicators such as Exponential Moving Average (EMA), Moving Average
Ioana-Andreea Boboc +1 more
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Does the Adaptive Market Hypothesis Reconcile the Behavioral Finance and the Efficient Market Hypothesis? [PDF]
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.
Umara Noreen +3 more
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Statistical arbitrage under the efficient market hypothesis
Statistical Theory and Related Fields, 2020 When a financial derivative can be traded consecutively and its terminal payoffs can be adjusted into a stationary time series, there might be a statistical arbitrage opportunity even under the efficient market hypothesis.
Si Bao +4 more
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A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches. [PDF]
Comput Econ, 2022 Aminimehr A +3 more
europepmc +3 more sources
OVERREACTION ANALYSIS OF INDONESIAN CAPITAL MARKET INVESTORS AFTER THE ANNOUNCEMENT OF THE FIRST COVID-19 CASE IN INDONESIA [PDF]
Russian Journal of Agricultural and Socio-Economic Sciences, 2023 This study aims to obtain empirical evidence regarding investor overreaction in winner stocks and investor overreaction in loser stocks after the announcement of the first COVID-19 case in Indonesia.
Saputra I G.P.A. +3 more
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Behavioral Economics Approach to Capital Market with Emphasis on Adaptive Market Hypothesis [PDF]
فصلنامه بورس اوراق بهادار, 2021 This study investigates the behavior and trend of prices in the Tehran Stock Exchange based on the behavioral economics perspective. In this regard, the Adaptive market hypothesis has examined as a substitute for the classical efficient market hypothesis.
Seyed Kamal Sadeghi +2 more
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Journal of Business and Social Review in Emerging Economies, 2020 Through the current study we amplify the available literature on AMH (Adaptive Market Hypothesis) and calendar anomalies because this is the first study of its nature which links TOM effect with AMH which allows the behavior of conventional TOM-effect to
Muhammad Naeem Shahid +2 more
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Alternatives to the efficient market hypothesis: an overview [PDF]
Journal of Capital Markets Studies, 2023 Purpose – The authors’ goal is to provide an overview and historical context for the various alternatives to the efficient market hypothesis (EMH) that have emerged over time.
Kingstone Nyakurukwa, Yudhvir Seetharam
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SAGE Open, 2022 The fractal market hypothesis (FMH) is one of the frontier theories of emerging finance and nonlinear science. The relationship between the FMH and the efficient market hypothesis (EMH) is easy to be confused, and its guiding role in investment practice ...
Guang Liu +3 more
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Comparing Decision Trees and Association Rules for Stock Market Expectations in BIST100 and BIST30
Scientific Annals of Economics and Business, 2022 With the increased financial fragility, methods have been needed to predict financial data effectively. In this study, two leading data mining technologies, classification analysis and association rule mining, are implemented for modeling potentially ...
Görkem Ataman, Serpil Kahraman
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