Results 21 to 30 of about 9,090 (194)
Information uncertainty and investors’ under-reaction [PDF]
پژوهشهای تجربی حسابداری, 2014 This study investigates the relation between information uncertainty and investors’ under reaction, in other words, whether information uncertainty results in higher investors' under-reaction which is one of the abnormalities of efficient capital market.
Mohammad Marfoua, Morteza Adlzadeh
doaj +1 more source
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
doaj
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
doaj +1 more source
Adaptive market hypothesis [PDF]
, 2019 Purpose: To investigate the implications of the Addaptive Market Hypothesis (AMH) on Turkish stock exchange market (Borsa Istanbul) indices as an emerging economy.
Ergün, Zeliha Can +2 more
core +3 more sources
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
wiley +1 more source
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
wiley +1 more source
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
doaj +1 more source
Financial Time Series Uncertainty: A Review of Probabilistic AI Applications
Journal of Economic Surveys, EarlyView.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
wiley +1 more source
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
doaj +1 more source