Results 1 to 10 of about 8,905,614 (368)
Market efficiency of cryptocurrency: evidence from the Bitcoin market [PDF]
Scientific Reports, 2023 This study examines whether the Bitcoin market satisfies the (weak-form) efficient market hypothesis using a quantum harmonic oscillator, which provides the state-specific probability density functions that capture the superimposed Gaussian and non ...
Eojin Yi +4 more
doaj +2 more sources
Collective dynamics of stock market efficiency. [PDF]
Sci Rep, 2020 Summarized by the efficient market hypothesis, the idea that stock prices fully reflect all available information is always confronted with the behavior of real-world markets. While there is plenty of evidence indicating and quantifying the efficiency of
Alves LGA +3 more
europepmc +3 more sources
Market Efficiency in Foreign Exchange Markets [PDF]
, 2006 We investigate the relative market efficiency in financial market data, using the approximate entropy(ApEn) method for a quantification of randomness in time series. We used the global foreign exchange market indices for 17 countries during two periods from 1984 to 1998 and from 1999 to 2004 in order to study the efficiency of various foreign exchange ...
Barkoulas +18 more
arxiv +4 more sources
On the Evolution of Cryptocurrency Market Efficiency [PDF]
, 2019 This study examines whether the efficiency of cryptocurrency markets (Bitcoin and Ethereum) evolve over time based on Lo's (2004) adaptive market hypothesis (AMH). In particular, we measure the degree of market efficiency using a generalized least squares-based time-varying model that does not depend on sample size, unlike previous studies that used ...
Akihiko Noda
arxiv +2 more sources
Behavioural finance perspectives on Malaysian stock market efficiency [PDF]
Borsa Istanbul Review, 2016 Tuyon J, Ahmad Z.
europepmc +2 more sources
Management Decision, 2022 PurposeThis article aims to clarify the mechanism by which herding behavior influences perceived market efficiency, investment decisions and the performance of individual investors actively trading on the Pakistan Stock Exchange (PSX).Design/methodology ...
Maqsood Ahmad, Qiang Wu
semanticscholar +1 more source
Real earnings management and stock returns: moderating role of cross-sectional effects [PDF]
AJAR (Asian Journal of Accounting Research), 2021 Purpose - The study aims at investigating the impact of real earnings management (REM) on the cross-sectional stock return after considering the moderating role of market effect, size effect, value effect and momentum effect. Design/methodology/approach -
Manish Bansal +2 more
doaj +1 more source
Capital market efficiency III [PDF]
Bankarstvo, 2015 In 2013 the Nobel Prize in Economic Sciences was awarded to the American economists, Eugene Fama, Lars Peter Hansen and Robert Shiller. The monetarists, Fama and Hansen, from the University of Chicago, and the Neo- Keynesian, Shiller, from the Yale ...
Pantelić Svetlana
doaj +1 more source
The market efficiency of the Tanzania stock market [PDF]
Banks and Bank Systems, 2016 The purpose of this article is to examine the efficiency of the Tanzania stock market. The study attempts to answer whether the Tanzania stock market is weak-form efficient.
Josephine Njuguna
doaj +1 more source
Testing the Insider Trading Anomaly in FTSE-350
Frontiers in Psychology, 2022 In recent studies, numerous anomalies against the weak and semi-strong-forms of efficient market hypothesis (EMH) have been found insignificant after controlling the small-firm effect.
Jinxia Meng, Leping Huang, Zhou Lu
doaj +1 more source