Results 91 to 100 of about 7,457,579 (205)
Examinating The Effect of Covid-19 on The Efficient Market Hypothesis (EMH) Anomaly of The Islamic Stock Index in Indonesia [PDF]
This study aims to determine whether Covid-19 affects the return pattern of the Jakarta Islamic Index (JII) and whether the JII return is efficient in accordance with the Efficient Market Hypothesis (EMH).
Widodo, Purwanto
core +1 more source
Journal of Indonesian Applied EconomicsPurpose This study examines the influence of macroeconomic variables on stock market performance in Indonesia and Japan from 2013 to 2023. Drawing upon the Efficient Market Hypothesis (EMH), we investigate how key factors such as interest rates ...
Alith Jacob Majok +2 more
doaj +1 more source
Analysis of the stock market anomalies in the context of changing the information paradigm [PDF]
Eastern Journal of European Studies, 2019 The present paper describes the results of a comprehensive research in the information efficiency of the Ukrainian stock market in the context of a financial paradigm transformation which causes a need to modify the EMH (efficient market hypothesis). The
Kostyantyn MALYSHENKO +3 more
doaj
TESTING THE EFFICIENCY MARKET HYPOTHESIS FOR THE ROMANIAN STOCK MARKET [PDF]
Efficient Market Hypothesis has dominated the field of research on capital markettheory. It states that asset prices are rationally connected to economic realities and alwaysincorporate all the information available to the market. In this way, securities
Bogdan Dima, Laura Raisa Milos
core
Revista Produção Online, 2013 In the semi-strong form of the Efficient Markets Hypothesis - EMH, developed by Fama (1970, 1991), the prices reflect both the past and any information disclosed by companies, making impossible to an investor to get abnormal returns consistently, based ...
Daniel Moreira Carvalho +1 more
doaj +1 more source
TESTING THE HYPOTHESIS OF AN EFFICIENT MARKET IN TERMS OF INFORMATION – THE CASE OF THE CAPITAL MARKET IN ROMANIA DURING RECESSION [PDF]
This paper is trying to test the hypothesis of efficient market (EMH Efficient Market Hypothesis), the case of capital market in Romania during the economic financial crisis.
Claudiu Ilie Opreana +1 more
core
Is the KLSE efficient? Efficient market hypothesis vs behavioral finance [PDF]
, 2002 Over the last 100years since Bachelier (1900)pioneering work on Random Walk Hypothesis, studies on the Efficient Market Hypothesis (EMH) have revealed mixed evidence. EMH states that stock prices reflect information.
Md. Nassir, Annuar
core +1 more source
Stock price prediction using support vector regression on daily and up to the minute prices
Journal of Finance and Data Science, 2018 The purpose of predictive stock price systems is to provide abnormal returns for financial market operators and serve as a basis for risk management tools. Although the Efficient Market Hypothesis (EMH) states that it is not possible to anticipate market
Bruno Miranda Henrique +2 more
doaj +1 more source
New thoughts on efficient markets [PDF]
The globally widespread economic crisis that burst in 2007 has been a central topic of recent papers. Economists and researchers have been pointing out that the crisis underpins the downfall of the efficient market hypothesis (EMH), as part of a search ...
László Áron Kóczy, Helena NAFFA
core
The Efficiency Of Ukraine’s Stock Market [PDF]
International Economic Policy, 2006 The article is devoted to the study of the efficiency of Ukraine’s stock market based on the efficient market hypothesis (EMH) which assumes that the price of a financial instrument completely reflects all the information about a given asset.
Adilya Batroshyna
doaj