Results 11 to 20 of about 566,189 (301)
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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Optimizing a basket against the efficient market hypothesis [PDF]
, 2010 The possibility that the collective dynamics of a set of stocks could lead to a specific basket violating the efficient market hypothesis is investigated.
Abergel, Frédéric, Politi, Mauro
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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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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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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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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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