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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A Critical Survey on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) Considering Their Implication on Stock Markets Behavior [PDF]
Ovidius University Annals: Economic Sciences Series, 2021 The fundamental objective of our research study is to provide a critical analysis on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) considering their impact on stock markets behavior.
Cristi Spulbar +2 more
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A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA
Buletin Ekonomi Moneter dan Perbankan, 2019 We test whether the Indonesian foreign exchange market is efficient. Since empirical evidence has been inconclusive, we employ a new generalized autoregressive conditional heteroskedasticity–based unit root test to examine the Efficient Market Hypothesis
Bernard Njindan Iyke
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Testing the market efficiency in Indian stock market: evidence from Bombay Stock Exchange broad market indices [PDF]
Journal of Economics Finance and Administrative Science, 2022 Purpose – Despite volumes of research on the efficient market hypothesis (EMH) over the last six decades, the results are inconclusive as some studies supported the hypothesis, and some studies rejected it. The study aims to examine the market efficiency
Rajesh Elangovan +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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Analisis Efficient Market Hypothesis (EMH) di Bursa Saham Syariah, 2005:1 – 2008:11
La_Riba, 2009 Study on sharia stocks exchange takes an important place and consideration since transactions and financial activities within a stocks exchange market will determine the mode of market itself and will have impact on economic activities in a country where the market is established.
Cahyadin, Malik +1 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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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 popularization of positive theory and methodology in the accounting literature. This paper is to provide a
Asriyal Asriyal, Rafrini Amyulianthy
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The nexus between oil price and stock market: Evidence from South Asia
Energy Reports, 2021 We examine the interactive link between oil prices and the stock market in the 4 selected South Asian countries using a Nonlinear Autoregressive Distributed Lag (NARDL) model for 1997–2018.
Farzana Alamgir, Sakib Bin Amin
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Efficient Market Hypothesis and Market Anomalies of LQ 45 Index in Indonesia Stock Exchange
Sriwijaya International Journal of Dynamic Economics and Business, 2019 The validity of Efficient Market Hypothesis (EMH) needs to be examine and investigate throughout the time, particularly relates with the existence of Calendar Effect in one country stock exchange.
Helma Malini
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