Results 61 to 70 of about 443 (153)
Revista Produção Online, 2013 In the semi-strong form of the Efficient Markets Hypothesis - EMH, developed by Fama (1970, 1991), the prices reflect both the past and any information disclosed by companies, making impossible to an investor to get abnormal returns consistently, based ...
Daniel Moreira Carvalho +1 more
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Stock price prediction using support vector regression on daily and up to the minute prices
Journal of Finance and Data Science, 2018 The purpose of predictive stock price systems is to provide abnormal returns for financial market operators and serve as a basis for risk management tools. Although the Efficient Market Hypothesis (EMH) states that it is not possible to anticipate market
Bruno Miranda Henrique +2 more
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Cogent Economics & Finance, 2020 The purpose of this study is to examine the weak-form market efficiency hypothesis (EMH) for 8 African Frontier markets between 2001 and 2017. To achieve this purpose, we employ unit root testing procedures which are robust to both nonlinearities and ...
David de Villiers +2 more
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The Efficiency Of Ukraine’s Stock Market [PDF]
International Economic Policy, 2006 The article is devoted to the study of the efficiency of Ukraine’s stock market based on the efficient market hypothesis (EMH) which assumes that the price of a financial instrument completely reflects all the information about a given asset.
Adilya Batroshyna
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Efficient Market Hypothesis in South Africa: Evidence from Linear and Nonlinear Unit Root Tests [PDF]
Managing Global Transitions, 2015 This study investigates the weak form efficient market hypothesis (EMH) for five generalized stock indices in the Johannesburg Stock Exchange (JSE) using weekly data collected from 31st January 2000 to 16th December 2014.
Andrew Phiri
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Adaptive market hypothesis: insights from BRIC-T countries’ stock markets
Financial Internet QuarterlyComparing the Efficient Market Hypothesis and Behavioral Finance, the Adaptive Markets Hypothesis (AMH), which identifies the extremes of these two hypotheses and adapts them to each other, argues that calendar anomalies can coexist, but also focuses on ...
Ozekenci Sureyya Yilmaz
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Energies, 2019 In this paper we examine and compare the efficiency of four European electricity markets (NordPool, Italian, Spanish and Greek) of different microstructure and level of maturity, by testing the weak form of the Efficient Market Hypothesis (EMH).
George P. Papaioannou +4 more
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مجلة الغري للعلوم الاقتصادية والاداريةAsymmetric information, where one party has more or worse information than another, significantly impacts financial markets. This study examines how information asymmetry shapes investment strategies and its implications for financial market stability ...
يوسف أدينيي جاميو +2 more
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Why do Goals Matter? Sport Events and Capital Market Returns [PDF]
Ovidius University Annals: Economic Sciences Series, 2016 Expected utility theory and Efficient Market Hypothesis (EMH) seem to be unable to properly explain the returns’ evolution in the stock market. The players does not act as rational as the theories assume and the prices seldom follow the EMH rules. The
Aurora Murgea, Milena-Jana Schank
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