Results 11 to 20 of about 60,720 (171)
Sustainability, 2023 Under the efficient market hypothesis (EMH), part of the literature ignores the characteristics of carbon markets. Based on the fractal market hypothesis (FMH), using the MF-DCCA method, this empirical study complements related research.
Yuchen An, Kunliang Jiang, Jiashan Song
semanticscholar +2 more sources
Asymmetric Fractal Characteristics and Market Efficiency Analysis of Style Stock Indices [PDF]
Entropy, 2022 As a typical complex system, the stock market has attracted the attention of scholars and investors to comprehensively understand its fractal characteristics and analyze its market efficiency.
Chao Xu +4 more
doaj +2 more sources
DYNAMICAL AGENTS' STRATEGIES AND THE FRACTAL MARKET HYPOTHESIS [PDF]
Prague Economic Papers, 2005 The efficient market hypothesis (EMH) fails as a valid model of financial markets. The fractal market hypothesis (FMH) is a more general alternative way to the EMH. The FMH is formed on the following parameter space: agents' investment horizons.
Lukáš Vácha, M. Vosvrda
semanticscholar +2 more sources
THE FRACTAL MARKET HYPOTHESIS [PDF]
Challenges of the Knowledge Society, 2012 In this article, the concept of capital market is analysed using Fractal Market Hypothesis which is a modern, complex and unconventional alternative to classical finance methods.
FELICIA RAMONA BIRAU
doaj +1 more source
Currency Trading Using the Fractal Market Hypothesis [PDF]
, 2011 We report on a research and development programme in financial modelling and economic security undertaken in the Information and Communications Security Research Group (ICSRG, 2011) which has led to the launch of a new company - Currency Traders Ireland ...
J. Blackledge, Kieran Murphy
semanticscholar +5 more sources
The Liquidity Spillover Effects Between the Stock Index Futures and Spot Under the Fractal Market Hypothesis [PDF]
, 2021 In recent years, the extreme risk events occurred frequently in the financial market have not only brought huge losses to investors and inflicted heavy losses on the market, but also posed a severe challenge for the traditional effective market ...
Jingyan Zhang +3 more
semanticscholar +2 more sources
INVESTMENT IMPLICATIONS OF THE FRACTAL MARKET HYPOTHESIS
Annals of Financial Economics, 2019 The Efficient Market Hypothesis (EMH) has been repeatedly demonstrated to be an inferior — or at best incomplete — model of financial market behavior. The Fractal Market Hypothesis (FMH) has been installed as a viable alternative to the EMH.
A. Karp, G. Vuuren
semanticscholar +2 more sources
Ovidius University Annals. Economic Sciences Series, 2022 The fundamental objective of our research study is to provide a critical analysis on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) considering their impact on stock markets behavior. Efficient Market Hypothesis is one of the pillars of modern finance and it is built on the paradigm that any ...
C. Spulbar +2 more
semanticscholar +3 more sources
CED model for asset returns and fractal market hypothesis
Mathematical and Computer Modelling, 1999 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
S. Rachev, A. Weron, R. Weron
semanticscholar +2 more sources
The Distribution of London Metal Exchange Prices: A Test of the Fractal Market Hypothesis [PDF]
EUROPEAN RESEARCH STUDIES JOURNAL, 2010 The purpose of the present work is to study the fractal properties of the London Metal Exchange (LME) returns time series. Special emphasis is given to the fundamental issue of detection, identification, and measurement of scaling behaviour of LME returns time series. A fractal approach through ARFIMA models is used to analyze the LME time series.
E. Panas, V. Ninni
semanticscholar +4 more sources