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Efficient market hypothesis in European stock markets [PDF]
The European Journal of Finance, 2010 This paper reports the results of tests on the weak-form market efficiency applied to stock market indexes of UK, France, Germany, Spain, Greece and Portugal, from January 1993 to December 2007. We use a runs test, and joint variance ratio tests, which are performed using daily and weekly data for the period 1993–2007 and for a subset, 2003–2007. Daily
Maria Rosa Borges
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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
doaj +2 more sources
Efficient market hypothesis: is the Croatian stock market as (in)efficient as the U.S. market [PDF]
Financial Theory and Practice, 2011 Traditional statistical tests of serial independence of stock price changes often show that stock markets are ineffi cient. Our analysis on daily and monthly data confirms this finding for the Croatian and U.S.
Velimir Šonje +2 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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Isobars and the efficient market hypothesis [PDF]
, 2010 Isobar surfaces, a method for describing the overall shape of multidimensional data, are estimated by nonparametric regression and used to evaluate the efficiency of selected markets based on returns of their stock market indices.
Kristýna Ivanková
core +5 more sources
Efficient Market Hypothesis and Capital Market Research [PDF]
بررسیهای 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 +1 more source
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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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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