Results 31 to 40 of about 9,090 (194)
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
doaj +1 more source
Is the existence of property cycles consistent with the Efficient Market Hypothesis? [PDF]
, 2006 A number of empirical studies have confirmed the existence of property cycles in various mature real estate markets. In this paper, we will see whether these results fit in with the existing relevant theories.
Chau, KW, Man, KF
core
Stock Portfolio Management Based on AI Technology
Journal of Forecasting, Volume 45, Issue 2, Page 458-469, March 2026.ABSTRACT Forecasting stock performance is crucial for formulating a profitable trading approach aimed at achieving significant gains. In addition, prediction results serve as essential prerequisites for creating and optimizing active investment portfolios.
Alejandro Moreno Alonso +1 more
wiley +1 more source
Fractal and FractionalSince the early 1970s, the study of Black–Scholes (BS) partial differential equations (PDEs) under the Efficient Market Hypothesis (EMH) has been a subject of active research in financial engineering.
Samuel M. Nuugulu +2 more
doaj +1 more source
When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
Journal of Futures Markets, Volume 46, Issue 3, Page 529-544, March 2026.ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro +2 more
wiley +1 more source
An Entropic Analysis of Efficiency in the West Texas Intermediate Crude Oil Futures Market
International Journal of Empirical EconomicsFor the last 50 years or so, the efficient market hypothesis (EMH) has been the central pillar of economic thought and the building block of portfolio theory.
Ky-Hyang Yuhn, Ryan Sagul
doaj +1 more source
Intraday anomalies and market efficiency : a trading robot analysis [PDF]
, 2014 One of the leading criticisms of the Efficient Market Hypothesis (EMH) is the presence of so-called "anomalies", i.e. empirical evidence of abnormal behaviour of asset prices which is inconsistent with market efficiency. However, most studies do not take
Caporale, Guglielmo Maria +3 more
core +4 more sources
Journal of Economic Surveys, Volume 40, Issue 1, Page 443-468, February 2026.ABSTRACT Cryptocurrency markets are known for their wide price fluctuations, lack of central control, and fast‐paced development. These characteristics present serious challenges to traditional theories about how markets work and how prices reflect available information.
Giulia Fantini, Joy Jia, Chiara Oldani
wiley +1 more source
The Irrational Behaviour Of Investors And Its Impact On Stock Price Movements : Evidence From Bursa Malaysia [PDF]
, 2009 Adakah Hipotesis Pasaran Efisien (EMH) masih wujud dalam dunia nyata sekiranya andaian rasionaliti tidak lagi bertahan? Is the Efficient Market Hypothesis (EMH) still alive in the real world if the rationality assumption does not ...
Toh, Guat Guan
core +1 more source
Environmental, Social, and Governance Bonds and Stock Market Reactions: An Event Study
Business Strategy and the Environment, Volume 35, Issue 1, Page 881-892, January 2026.ABSTRACT As environmental, social, and governance (ESG) bonds have become a fundamental tool in corporate strategies for financing sustainability, an understanding of how stock markets react to their issuance is essential. Based on the efficient market hypothesis (EMH) and signaling theory, this event study uses 3618 ESG bond issuances from 2021 to ...
Rubén Ordonez‐Borrallo +2 more
wiley +1 more source