Results 11 to 20 of about 35,609 (237)
A Moderate Viewpoint to Efficient-Market Hypothesis and Behavioral Finance: the Efficiency of the Behavior of Participants in Transactions [PDF]
Iranian Journal of Accounting, Auditing & Finance, 2019 After behavioral finance was introduced, disagreements arose between advocates of behavioral finance and those of efficient-market hypothesis, such that the two financial areas were regarded as contradictory by experts in the profession.
Mohammad Hossein Setayesh +1 more
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Studia i Materiały, 2022 The aim of this paper is to verify whether the COVID-19 outbreak negatively affected the weak-form informational efficiency of the Warsaw Stock Exchange (WSE). Applying a wild bootstrapped automatic variance ratio test and the rolling window methodology,
Jacek Karasiński
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Adaptive markets hypothesis and economic-institutional environment: a cross-country analysis [PDF]
REGE Revista de GestãoPurpose – This study’s goal was to identify how several markets have developed over time and what determinants have influenced this process, based on adaptive markets hypothesis (AMH).
Marco Aurélio dos Santos +3 more
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Efficiency in Dirty Tanker Market [PDF]
Journal of Eta Maritime Science, 2018 The maritime industry is highly capital intensive. From this point of view, it is very important that the return of the investments made is healthy. This can be achieved by efficiency of the freight market.
Sadık Özlen BAŞER, Abdullah AÇIK
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TESTING THE MARKET EFFICIENCY WHEN INTEREST RATES CHANGE: CASE IN INDONESIA
Research in Management and Accounting, 2023 Until the end of September 2023, the interest rate policy in the Republic of Indonesia shifted from 3.50% to 5.75%. The objective of this study is to examine whether changes in interest rates have an impact on the market efficiency in Indonesia.
Novi Swandari Budiarso, Winston Pontoh
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Examining the Islamic stock market efficiency: Evidence from nonlinear ESTAR unit root tests
Indonesian Capital Market Review, 2015 This paper empirically examines the efficient market hypothesis (EMH) in the Islamic stock market namely Jakarta Islamic Index by emphasizing on the random walk behavior and nonlinearity. In the first step, we employ Brock et al.
Rahmat Heru Setianto +1 more
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Efficient Capital Market Hypothesis [PDF]
تحقیقات مالی, 1994 The introductory issue of the Journal of Financial Research contains six articles in Farsi and one in English. It also offers a glossary of financial terminology.
دکتر علی جهان خانی +1 more
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A Multicriteria Extension of the Efficient Market Hypothesis
Mathematics, 2021 Challenging the Efficient Market Hypothesis (EMH) has been a recurrent topic for researchers and practitioners since its formulation. Hundreds of empirical studies claim to either prove or disprove the EMH by means of a number of heterogeneous methods ...
Francisco Salas-Molina +3 more
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Behavior of Calendar Anomalies, Market Conditions and Adaptive Market Hypothesis: Evidence from Pakistan Stock Exchange [PDF]
Pakistan Journal of Commerce and Social Sciences, 2017 The current study investigates Adaptive Market Hypothesis (AMH) via five different calendar effects in Pakistan stock market. For the purpose we examine daily returns of KSE-100 index. The sample comprises 24 years over the period from January 1992 to
Muhammad Naeem Shahid (Corresponding author)
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Tests of the Efficient Markets Hypothesis
Austrian Journal of Statistics, 2016 This paper surveys various statistical methods that have been proposed for the examination of the efficiency of financial markets and proposes a novel procedure for testing the predictability of a time series. For illustration, this procedure is applied to Austrian stock return series.
Reschenhofer, Erhard, Hauser, Michael A.
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