Results 81 to 90 of about 7,457,579 (205)

Efficient Market Hypothesis in Brazilian and American Markets: A Study Using Time Windows

Ibero-Latin American Congress on Computational Methods in Engineering (CILAMCE)
Financial markets play a fundamental role in contemporary societies, directly influencing social well-being. Traditionally, economists have sought to understand the underlying processes driving the dynamics of these markets.
R. P. Alves, A. R. B. de Magalhães, C. C. de Resende   +2 more
semanticscholar   +1 more source

The efficient market hypothesis and identification in structural VARs [PDF]

Structural vector autoregression (SVAR) models are commonly used to investigate the effect of structural shocks on economic variables. The identifying restrictions imposed in many of these exercises have been criticized in the literature.
Daniel L. Thornton, Lucio Sarno
core   +2 more sources

The Role of Monetary Policy in Renewable Energy Stock Returns: Evidence From Renewable Energy Producers in Türkiye

International Journal of Energy Research, Volume 2026, Issue 1, 2026.
The current study examines the effects of monetary policy changes on energy stock prices of renewable energy producers in Türkiye, whose macroeconomy is heavily dependent on foreign energy demand and experienced radical changes in monetary policy over the last decades.
Mansour Alkhazaleh, Setareh Katircioglu, Salih Katircioglu, Arnab Biswas   +3 more
wiley   +1 more source

Broad Market Indices of Nepal Stock Exchange: Testing of Efficient Market Hypothesis

Apex Journal of Business and Management
The objectives of the study was to examine whether the broad market indices of NEPSE is weak-form efficient empirically and to investigate whether there are any anomalies or inefficiencies in the market that can be exploited for profit. The study aims to
Mahesh Joshi
semanticscholar   +1 more source

A Critical Survey on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) Considering Their Implication on Stock Markets Behavior

Ovidius University Annals: Economic Sciences Series, 2022
C. Spulbar, R. Birau, L. Spulbăr
semanticscholar   +1 more source

Impact of Covid-19 Pandemic on Nigerian Capital Market: The Imperative of Testing the Efficacy of Efficient Market Hypothesis

Bayero Business Review
In this paper we reviewed the efficacy of Efficient Market Hypothesis (EMH) on the outbreak of Covid-19 on Nigerian Capital Market. The EMH is a theory based on informational efficiency by the capital markets owing to their quick and instantaneous ...
H. Kofarbai, Mohammed Sani Umar, U. Dakingari   +2 more
semanticscholar   +1 more source

The Efficient Market Hypothesis and Information Asymmetry in the Equity Market: The Conflict Between Theory and Reality

Advances in Economics and Management Research
Phenomena exist in the stock market that require further investigation. The efficient market hypothesis (EMH) proposes the idealized proposition that "market prices can fully absorb all available information, and no market participant can continuously ...
Jiaqi Yao
semanticscholar   +1 more source

Testing the "weak form efficient market" hypothesis: an analysis on european and italian equity markets [PDF]

, 2022
The purpose of the thesis is testing the EMH in the weak form on Ftse Mib and Stoxx Europe 600 indexes using econometric and statistical tools. a comparison among the methodologies and a critical analysis of the results lead to empirical evidence that ...
Mauro, Stefania
core  

The Effect of Budget Deficits on Stock Market Returns in Emerging Markets: A Panel VAR Analysis

Ekonomi, Politika & Finans Araştırmaları Dergisi
This study examines the impact of fiscal deficits on stock returns. The sample covers emerging markets for the period 2016Q1-2021Q4. The analysis results using panel vector autoregression (PVAR) and Granger causality tests indicate that fiscal deficits ...
Mehmet Sinan Çelik
doaj   +1 more source

A Case Against the Efficient Market Hypothesis

, 2015
This study critically evaluated the applicability of the Efficient Market Hypothesis to real financial markets from a behavioral finance basis with a focus on the value anomaly.
Hoover, Trip
core