The Impact of COVID-19 on Weak-Form Efficiency in Cryptocurrency and Forex Markets. [PDF]
Entropy (Basel), 2023 Zitis PI +5 more
europepmc +1 more source
Efficient Market Hypothesis (EMH): Past, Present and Future
In this survey article, after delineating its historical origin of the Efficient Market Hypothesis (EMH), the authors summarize from the methodological perspective the empirical findings from 1960s through 1990s bearing on the EMH under the headings ...
Gili Yen, Cheng-few Lee
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The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. [PDF]
Financ Innov, 2023 Erer D, Erer E, Güngör S.
europepmc +1 more source
Martingales, Detrending Data, and the Efficient Market Hypothesis [PDF]
We discuss martingales, detrending data, and the efficient market hypothesis for stochastic processes x(t) with arbitrary diffusion coefficients D(x,t).
Gunaratne, Gemunu H. +2 more
core
Market efficiency of cryptocurrency: evidence from the Bitcoin market. [PDF]
Sci Rep, 2023 Yi E, Yang B, Jeong M, Sohn S, Ahn K.
europepmc +1 more source
Testing the weak form of efficient market hypothesis (EMH) towards Bombay Stock Exchange / Nur Dahiyah Abd Ghani [PDF]
, 2016 In the present times, the concept of the efficiency of stock market is an issue gaining ground and importance both in academics and business world. The Efficient Market Hypothesis is about the hypothesis that was described the notion that stock price and
Abd Ghani, Nur Dahiyah
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International Journal of Management Studies, 2005 This study utilises the windowed testing procedure of Hinich & Patterson (1995) to examine the data generating process of KLCI returns series. Unlike previous studies, the present one relates the evidence to the weak-form Efficient Market Hypothesis (EMH)
Kian-Ping Lim +2 more
doaj
The efficient market hypothesis re-visited: new evidence from 100 US firms [PDF]
In this paper, we test the efficient market hypothesis for 100 US firms listed on the New York Stock Exchange. To test the unit root null hypothesis, we develop a generalized autoregressive heteroskedasticity (GARCH) model that not only caters for the ...
Ruipeng Liu, Paresh Kumar Narayan
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Skewed multifractal scaling of stock markets during the COVID-19 pandemic. [PDF]
Chaos Solitons Fractals, 2023 Saâdaoui F.
europepmc +1 more source