Results 71 to 80 of about 443 (153)

The Impact of COVID-19 on Weak-Form Efficiency in Cryptocurrency and Forex Markets. [PDF]

Entropy (Basel), 2023
Zitis PI, Kakinaka S, Umeno K, Stavrinides SG, Hanias MP, Potirakis SM.   +5 more
europepmc   +1 more source

The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. [PDF]

Financ Innov, 2023
Erer D, Erer E, Güngör S.
europepmc   +1 more source

Market Efficiency and Volatility Dynamics in the Jakarta Islamic Index: Evidence from Efficient Market Hypothesis (EMH) Anomalies

Review of Islamic Economics and Finance
Purpose - This study examines the efficiency of the Jakarta Islamic Index (JII) by testing for anomalies such as the Day of the Week Effect, Monday Effect, Friday Effect, and Week-Four Effect, both under normal conditions and during the Covid-19 crisis.
Widodo, Purwanto, Faizi, Faizi, Kusuma, Airlangga Surya, Fauzan, Fauzan   +3 more
openaire   +1 more source

Testing the degree of efficiency of Ireland Capital market with Efficient Market Hypothesis (EMH): A comparative analysis of Ireland Capital market efficiency with its neighbouring capital markets of the UK, Belgium and the Netherlands

, 2020
This paper analyses Ireland's capital market efficiency and performs a comparative analysis with its neighbouring countries of the United Kingdom, Belgium and the Netherlands using daily returns from their respective stock market indices from 1 January 2014 to 31 December 2019, a period rarely studied.
openaire   +1 more source

The adaptive markets hypothesis through the lens of machine learning

Heliyon
The adaptive markets hypothesis (AMH) postulates that markets are not stationary environments permanently in equilibrium as the efficient market hypothesis (EMH) posits, but evolve over time. However, testing this requires tools that capture the inherent
Julio Villavicencio, Oscar Miranda, Edwin Villanueva   +2 more
doaj   +1 more source

Market efficiency of cryptocurrency: evidence from the Bitcoin market. [PDF]

Sci Rep, 2023
Yi E, Yang B, Jeong M, Sohn S, Ahn K.
europepmc   +1 more source

Weak-Form Efficient Market Hypothesis versus Behavioural Finance: A Different Perspective Drawn from the Malaysian Stock Market

International Journal of Management Studies, 2005
This study utilises the windowed testing procedure of Hinich & Patterson (1995) to examine the data generating process of KLCI returns series. Unlike previous studies, the present one relates the evidence to the weak-form Efficient Market Hypothesis (EMH)
Kian-Ping Lim, Venus Khim-Sen Liew, Hock-Tsen Wong   +2 more
doaj  

Skewed multifractal scaling of stock markets during the COVID-19 pandemic. [PDF]

Chaos Solitons Fractals, 2023
Saâdaoui F.
europepmc   +1 more source

Active versus Passive Investment Management Strategies: An Assessment of the Efficiency of the Capital Market in Zambia

International Journal of Advanced Business Studies
This study investigates the efficiency of the equity capital market at the Lusaka Securities Exchange Plc. (LuSE) in Zambia, focusing on the perceived degree of market efficiency and the influence of fundamental and technical analysis.
Alibandila Siwiwaliondo
doaj   +1 more source

The “autumn effect” in the gold market—does it contradict the Adaptive Market Hypothesis?

International Journal of Management and Economics
The present study aims to verify the autumn effect in the gold market, first presented 10 years ago by Dirk Baur in the paper “The autumn effect of gold” and to investigate the calendar effects occurring for other precious metals. This empirical research
Potrykus Marcin, Augustynowicz Urszula
doaj   +1 more source