ARIMA and FBMAP approach for forecasting daily stock price in Colombo Stock Exchange, Sri Lanka
Ceylon Journal of Science, 2022 This study attempts to examine whether the stock prices of companies listed on the Colombo Stock Exchange (CSE) follow Random Walk Hypothesis (RWH) and presents a mathematical model of stock prices using a Fractional Brownian Motion Process with Adaptive
A. W. V. M. Amunugama +2 more
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A Critical Survey on Efficient Market Hypothesis (EMH), Adaptive Market Hypothesis (AMH) and Fractal Markets Hypothesis (FMH) Considering Their Implication on Stock Markets Behavior [PDF]
Ovidius University Annals: Economic Sciences Series, 2021 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.
Cristi Spulbar +2 more
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ANALISIS EFISIENSI PASAR VALUTA ASING DI LIMA NEGARA ASIA MENGGUNAKAN UJI KOINTEGRASI
Buletin Ekonomi Moneter dan Perbankan, 2003 Adanya krisis mata uang di beberapa negara Asia (Singapore, Korea, Malaysia, Thailand dan Indonesia), yang selama ini dikenal sebagai “Macan Asia”, telah menimbulkan konsekuensi pada penurunan yang signifikan dalam kinerja perekonomian negara-negara ...
Hariyadi Ramelan
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Testing the predictability and efficiency of securitized real estate markets [PDF]
, 2009 This paper conducts tests of the random walk hypothesis and market efficiency for 14 national public real estate markets. Random walk properties of equity prices influence the return dynamics and determine the trading strategies of investors.
A Abraham +52 more
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A CRITICAL THEORETICAL ANALYSIS ON THE IMPLICATIONS OF EFFICIENT MARKET HYPOTHESIS (EMH) [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2019 The main aim of this article is to provide a critical but complex theoretical framework regarding Efficient Market Hypothesis (EMH). Efficient Market Hypothesis is considered the centerpiece of modern financial theory.
MINEA ELENA LOREDANA
doaj
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests [PDF]
, 2009 This study examines the random walk hypothesis for the Shanghai and Shenzhen stock markets for both A and B shares, using daily data over the period 1992-2007.
Charles, Amélie, Darné, Olivier
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The efficiency of the crude oil markets: Evidence from variance ratio tests [PDF]
, 2009 This study examines the random walk hypothesis for the crude oil markets, using daily data over the period 1982-2008. The weak-form efficient market hypothesis for two crude oil markets (UK Brent and US West Texas Intermediate) is tested with non ...
Charles, Amélie, Darné, Olivier
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Asset Price Fluctuations, Financial Crises and the Stabilizing Effects of a General Transaction Tax [PDF]
, 2009 The deepening of the recent crisis was driven by the simultaneous devaluation of stock wealth, housing wealth and commodity wealth. The potential for this devaluation process had been "built up" during the boom of stock prices, house prices and commodity
Schulmeister, Stephan
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Is CSX Index a Random Walk? [PDF]
, 2021 The growth or decline in stock value depends on information. The Efficiency Market Hypothesis (EMH) consists of three different forms: strong-form, semi-strong-form, and weak-form states that stock price reflects its true value properly, and thus ...
Barnett, Casey, Lim, Siphat
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Boom-Bust Cycles and Trading Practices in Asset Markets, the Real Economy and the Effects of a Financial Transactions Tax [PDF]
, 2010 Over the past three decades, trading in asset markets has become progressively more short-term oriented ("faster"), with traders attempting to exploit intraday price trends.
Schulmeister, Stephan
core +1 more source