Results 21 to 30 of about 443 (153)
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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The efficient market hypothesis: problems with interpretations of empirical tests [PDF]
Financial Theory and Practice, 2012 Despite many “refutations” in empirical tests, the efficient market hypothesis (EMH) remains the central concept of financial economics. The EMH’s resistance to the results of empirical testing emerges from the fact that the EMH is not a falsifiable ...
Denis Alajbeg +2 more
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The Ramadan effect: Illusion or reality?
Arab Economic and Business Journal, 2016 Empirical tests of the efficient market hypothesis (EMH) have been repeated by many researchers with varying results, with several supporting it and others finding no clear evidence for it.
Azwar Ramadhana Sonjaya, Imam Wahyudi
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Climate Change Laws and European Stock Markets: An Event Analysis
International Journal of Finance &Economics, EarlyView.ABSTRACT Under the context of the climate change we assess the impact of EU's legislative initiative on European stock markets. Specifically, we focus on its impact on energy and Environmental Social Governance (ESG) sectors for equity returns and volatility for a representative basket of EU countries (participating also in Eurozone) as well as ...
Theodoros Bratis +2 more
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Asia‐Pacific Economic History Review, Volume 65, Issue 1, Page 131-159, March 2025.Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
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Journal of Business Economics and Management, 2012 Due to the globalisation and mobilisation of capital markets, the concept of EMH is gaining a lot of importance in both developed and emerging economies.
Mohammad Nurunnabi
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Financial Time Series Uncertainty: A Review of Probabilistic AI Applications
Journal of Economic Surveys, Volume 40, Issue 2, Page 915-953, April 2026.ABSTRACT Probabilistic machine learning models offer a distinct advantage over traditional deterministic approaches by quantifying both epistemic uncertainty (stemming from limited data or model knowledge) and aleatoric uncertainty (due to inherent randomness in the data), along with full distributional forecasts.
Sivert Eggen +4 more
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MathematicsThis study explores market efficiency and behavior by integrating key theories such as the Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH), Informational Efficiency and Random Walk theory.
Darko B. Vuković +4 more
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Weryfikacja wybranych zastosowań hipotezy rynku adaptacyjnego na rynkach finansowych
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie, 2017 Hipoteza rynku adaptacyjnego (adaptive market hypothesis – AMH), której autorem jest A. Lo, to jeden z najnowszych modeli opisujących działanie rynków finansowych.
Michał Kasolik
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