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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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Does Voracious Behavior favor Efficient Market Hypothesis? Role of Performance Measures
Scientific 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
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The efficient market hypothesis: problems with interpretations of empirical tests [PDF]
Financial 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
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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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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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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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Mathematics, 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
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efficient markets hypothesis [PDF]
, 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