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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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Unaccounted forms of complexity: A path away from the efficient market hypothesis paradigm
Social Sciences and Humanities Open, 2022 Financial markets are complex systems. Even with the prudent notion of inefficiency pockets, the efficient market hypothesis (EMH) is incapable to cope with the possible consequences of complexity in the relationship between information, price and value.
Nicolas Maloumian
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Bounded strategic reasoning explains crisis emergence in multi-agent market games [PDF]
Royal Society Open Science, 2023 The efficient market hypothesis (EMH), based on rational expectations and market equilibrium, is the dominant perspective for modelling economic markets.
Benjamin Patrick Evans +1 more
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Testing the Insider Trading Anomaly in FTSE-350 [PDF]
Frontiers in Psychology, 2022 In recent studies, numerous anomalies against the weak and semi-strong-forms of efficient market hypothesis (EMH) have been found insignificant after controlling the small-firm effect.
Jinxia Meng, Leping Huang, Zhou Lu
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Adaptive market hypothesis and momentum effect: Evidence from Dhaka Stock Exchange
Cogent Economics & Finance, 2019 This paper examines time-varying behavior of momentum and contrarian profits to identify the existence of adaptive market hypothesis (AMH), and whether AMH can provide justification for the presence of such anomalous behavior in the Dhaka Stock Exchange (
Tahmina Akhter, Othman Yong
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Investors’ risk perception in the context of efficient market hypothesis: A conceptual framework for malaysian and indonesian stock exchange [PDF]
SHS Web of Conferences, 2021 The advocates of the Efficient Market Hypothesis (EMH) theory postulates that share prices depict all the available information concerning its intrinsic worth. EMH espouses the Random Walk Theory i.e.
Emad Azhar Ali Syed +2 more
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Review on Efficiency and Anomalies in Stock Markets
Economies, 2020 The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some ...
Kai-Yin Woo +3 more
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A Multicriteria Extension of the Efficient Market Hypothesis
Mathematics, 2021 Challenging the Efficient Market Hypothesis (EMH) has been a recurrent topic for researchers and practitioners since its formulation. Hundreds of empirical studies claim to either prove or disprove the EMH by means of a number of heterogeneous methods ...
Francisco Salas-Molina +3 more
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Abnormal Return Analysis Before and After General Election in Asia
Journal the Winners, 2023 The research aimed to examine the capital market`s reaction to political events as seen from the abnormal return using the event study concept. Since there are conflicting results of similar previous studies, further research is needed.
Steven Lesmana, Sumani
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