Results 21 to 30 of about 35,609 (237)

Does Voracious Behavior favor Efficient Market Hypothesis? Role of Performance Measures

open access: yesScientific Annals of Economics and Business, 2022
Greed plays an important in the fluctuations of stock prices because investors want profits irrespective of the risk taken by them. This study aims to determine, whether, in times of rising trends in the market, greediness is good for the investor or not.
Attayah Shafique   +3 more
doaj   +1 more source

The efficient market hypothesis: problems with interpretations of empirical tests [PDF]

open access: yesFinancial Theory and Practice, 2012
Despite many “refutations” in empirical tests, the efficient market hypothesis (EMH) remains the central concept of financial economics. The EMH’s resistance to the results of empirical testing emerges from the fact that the EMH is not a falsifiable ...
Denis Alajbeg   +2 more
doaj  

Efficient Market Hypothesis and Capital Market Research [PDF]

open access: yesبررسی‌های حسابداری و حسابرسی, 1995
The purpose of this article is to demonstrate that EMH and CMR are the integral parts of the real world of accounting. EMH and CMR have been a part of the accounting environment since the 1960s.
ساسان میار
doaj  

efficient markets hypothesis [PDF]

open access: yes, 2008
The efficient markets hypothesis (EMH) maintains that market prices fully reflect all available information. Developed independently by Paul A. Samuelson and Eugene F. Fama in the 1960s, this idea has been applied extensively to theoretical models and empirical studies of financial securities prices, generating considerable controversy as well as ...
openaire   +1 more source

THE FRACTAL MARKET HYPOTHESIS [PDF]

open access: yesChallenges of the Knowledge Society, 2012
In this article, the concept of capital market is analysed using Fractal Market Hypothesis which is a modern, complex and unconventional alternative to classical finance methods.
FELICIA RAMONA BIRAU
doaj  

Market efficiency assessment for multiple exchanges of cryptocurrencies [PDF]

open access: yesREGE Revista de Gestão
Purpose – This study aims to analyze the efficient market hypothesis (EMH) of cryptocurrencies on multiple platforms by observing whether there is a discrepancy in the levels of efficiency between different exchanges.
Orlando Telles Souza   +1 more
doaj   +1 more source

Regime-Switching Determinants of Mutual Fund Performance in South Africa

open access: yesEconomies, 2021
This study assesses the effect of fund-level and systemic factors on the performance of mutual funds in the context of changing market conditions. A Markov regime-switching model is used to analyze the performance of 33 South African equity mutual funds ...
Richard Apau   +2 more
doaj   +1 more source

Efficient or Fractal Market Hypothesis? A Stock Indexes Modelling Using Geometric Brownian Motion and Geometric Fractional Brownian Motion

open access: yesMathematics, 2021
In this article, we propose a test of the dynamics of stock market indexes typical of the US and EU capital markets in order to determine which of the two fundamental hypotheses, efficient market hypothesis (EMH) or fractal market hypothesis (FMH), best ...
Vasile Brătian   +4 more
doaj   +1 more source

The weak-form efficiency of cryptocurrencies

open access: yesResearch Papers in Economics and Finance, 2023
This study aimed to examine the weak-form efficiency of some of the most capitalised cryptocurrencies. The sample consisted of 24 cryptocurrencies selected out of 30 cryptocurrencies with the highest market capitalisation as of October 19, 2022 ...
Jacek Karasiński
doaj   +1 more source

A technical approach to equity investing in South Africa: A tale of two indexes

open access: yesCogent Economics & Finance, 2021
This research uses Simple Moving Averages and four other well-known indicators to investigate the usefulness of the Technical Analysis approach to the Johannesburg stock exchange (JSE) in South Africa.
Massoud Metghalchi   +2 more
doaj   +1 more source

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