Results 11 to 20 of about 347,806 (306)
The weak-form efficiency of cryptocurrencies
Research Papers in Economics and Finance, 2023 This study aimed to examine the weak-form efficiency of some of the most capitalised cryptocurrencies. The sample consisted of 24 cryptocurrencies selected out of 30 cryptocurrencies with the highest market capitalisation as of October 19, 2022 ...
Jacek Karasiński
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Changing Weak-Form Informational Efficiency: A Study on the World’s Stock Markets
Problemy Zarządzania, 2021 Purpose: The aim of this study is to answer the question whether weak-form informational efficiency of the world’s stock markets tended to change over a long term. Methodology: A proxy of weak-form informational efficiency applied in the study is based
Jacek Karasiński
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The adaptive market hypothesis and the return predictability in the cryptocurrency markets
Economics and Business Review, 2023 This study employs robust martingale difference hypothesis tests to examine return predictability in a broad sample of the 40 most capitalized cryptocurrency markets in the context of the adaptive market hypothesis.
Karasiński Jacek
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Adaptive markets hypothesis and economic-institutional environment: a cross-country analysis [PDF]
REGE Revista de GestãoPurpose – This study’s goal was to identify how several markets have developed over time and what determinants have influenced this process, based on adaptive markets hypothesis (AMH).
Marco Aurélio dos Santos +3 more
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Risks, 2021 This paper studies efficient market hypothesis in prediction markets and the results are illustrated for the in-play football betting market using the quoted odds for the English Premier League. Our analysis is based on the martingale property, where the
Mark Richard, Jan Vecer
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The horse racing industry and the efficient markets hypothesis
South African Journal of Business Management, 1987 Betting on the racetrack and investing in the stockmarket have many characteristics in common. These similarities are discussed in this paper and the applicability of efficient markets theory to the market for horse racing bets in South Africa is ...
J. F. Affleck-Graves +2 more
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Investigating the Empirical Validity of the Adaptive Market Hypothesis Using smooth transition autoregressive model in the Tehran Stock Exchange [PDF]
مدلسازی اقتصادسنجی, 2021 The purpose of this paper is to examine the empirical validity of the Adaptive Market Hypothesis (AMH), which is suggested to resolve the controversy between proponents of the efficient market hypothesis and financial behavior school.
Gholamhossein Asadi +2 more
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L’étrange silence du Nobel Prize Committee sur la « théorie des marchés efficients »
Revue de la Régulation, 2013 The 2013 “Nobel Prize” in Economic Sciences was awarded to Eugene Fama and Robert Shiller, who are known for their opposing positions on the theory of “efficient financial markets.” Yet in the official prize announcement, the jury fails to mention this ...
Bernard Guerrien, Ozgur Gun
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Football and Stock Market Performance Correlation: Evidence from Italy
Scientific Annals of Economics and Business, 2019 The increasing growth of soccer economy is delivering new challenges for prospective investors in terms of stock price volatility. Such challenges are rooted in behavioral finance and efficient market hypotheses.
Claudiu Botoc +2 more
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efficient markets hypothesis [PDF]
, 2008 The efficient markets hypothesis (EMH) maintains that market prices fully reflect all available information. Developed independently by Paul A. Samuelson and Eugene F. Fama in the 1960s, this idea has been applied extensively to theoretical models and empirical studies of financial securities prices, generating considerable controversy as well as ...
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