Results 181 to 190 of about 7,457,579 (205)

The Efficient-market Hypothesis (EMH) and Financial Crisis

2012
Gianluca Oricchio
exaly   +2 more sources

Pengujian Empiris Efficient Market Hypothesis (EMH) Dan Capital Assets Pricing Model (CAPM)

Liquidity, 2018
As indicated, Efficient Market Hypothesis theory played an important role in evolution of accounting research. The conflict between the Efficient Market Hypothesis and hypotheses underlying many accounting prescriptions led to the introduction and ...
Rafrini Amyulianthy, Asriyal Asriyal
semanticscholar   +1 more source

Efficient market hypothesis in emerging stock markets: gradual shifts and common factors in panel data

Applied Economics Letters, 2023
We test the efficient market hypothesis (EMH) in emerging markets by simultaneously considering gradual shifts and common factors. Findings indicate that (i) while the test with sharp breaks does not support EMH, the tests with gradual/smooth shifts and ...
Ş. Nazlıoğlu, Şevket Pazarcı, Asim Kar, Osman Varol   +3 more
semanticscholar   +1 more source

On existence results of boundary value problems of Caputo fractional difference equations for weak-form efficient market hypothesis

Stochastic Analysis and Applications
The weak-form efficient market hypothesis (EMH) raises profound issues in the theory of emerging phenomena. One fundamental question is whether log-returns and log-prices exhibit closely integer-valued dynamics when considering a set of fractional ...
Arif S. Bagwan, D. Pachpatte, Jozef Kiseľák, Milan Stehlík   +3 more
semanticscholar   +1 more source

The concept of randomness in the context of the efficient market hypothesis

EKONOMIKA I UPRAVLENIE: PROBLEMY, RESHENIYA
The concept of randomness as applied to stock market dynamics often provokes contradictory interpretations: on the one hand, the Efficient Market Hypothesis (EMH) postulates that prices are fully determined by all available information; on the other hand,
P. Sysoev
semanticscholar   +1 more source

NEURAL NETWORK MARKET FORECASTING AND THE EFFICIENT MARKET HYPOTHESIS

EKONOMIKA I UPRAVLENIE: PROBLEMY, RESHENIYA
The article is devoted to analyzing the relationship between neural network methods for stock market forecasting and the efficient market hypothesis (EMH).
P. Sysoev
semanticscholar   +1 more source

Efficient Market Hypothesis (EMH): Past, Present and Future

, 2008
Gili Yen, Cheng-Few Lee
semanticscholar   +1 more source

The Efficient Market Hypothesis-EMH

, 2013
Fernando Scarpati
semanticscholar   +1 more source

The Paradox of the Efficient Market Hypothesis (EMH)

, 2014
M. Blumeyer
semanticscholar   +1 more source

Information Efficiency in the Cryptocurrency Market:The Efficient-Market Hypothesis

Journal of Computational Information Systems, 2021
Ho-Jun Kang, Sang-Gun Lee, Sooyong Park
semanticscholar   +1 more source