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
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Market efficiency assessment for multiple exchanges of cryptocurrencies [PDF]
REGE Revista de GestãoPurpose – 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
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THE FRACTAL MARKET HYPOTHESIS [PDF]
Challenges 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
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Regime-Switching Determinants of Mutual Fund Performance in South Africa
Economies, 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
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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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The weak-form efficiency of cryptocurrencies
Research 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
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A technical approach to equity investing in South Africa: A tale of two indexes
Cogent 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
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A Critical Survey on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) Considering Their Implication on Stock Markets Behavior [PDF]
Ovidius University Annals: Economic Sciences Series, 2021 The fundamental objective of our research study is to provide a critical analysis on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) considering their impact on stock markets behavior.
Cristi Spulbar +2 more
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Is Stock Price Volatility A Risk? : An Evaluation Review [PDF]
International Journal of Management, Accounting and Economics, 2019 Price volatility presents the investor possibilities and opportunities to buy securities at cheap prices and then sell it when they are overpriced, resulting in a profit at the end of the day.
Rabia Qammar, Rana Zain-Ul-Abidin
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Importance of Fundamental Analysis in the Market Valuation of the Medical Sector. Evidence from a Developed Stock Market [PDF]
Ovidius University Annals: Economic Sciences Series, 2022 This study was conducted with the aim of showing the importance of fundamental analysis in valuing the companies in the medical sector, listed on Frankfurt Stock Exchange. The analysis period is 2008-2019 and the sample consists of 24 companies.
Gabriel Druță , Laura Raisa Miloș
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