Works matching Efficient-market hypothesis (EMH)

Results: 292

A CRITICAL THEORETICAL ANALYSIS ON THE IMPLICATIONS OF EFFICIENT MARKET HYPOTHESIS (EMH).

Published in:

Annals of 'Constantin Brancusi' University of Targu-Jiu. Economy Series / Analele Universităţii 'Constantin Brâncuşi' din Târgu-Jiu Seria Economie, 2019, n. 6, p. 298

By:

LOREDANA, MINEA ELENA

Publication type:

Article

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

Published in:

Ovidius University Annals, Series Economic Sciences, 2021, v. 21, n. 2, p. 1161

By:

Spulbar, Cristi;
Birau, Ramona;
Spulbar, Lucian Florin

Publication type:

Article

Efficient Market Hypothesis (EMH):: Past, Present and Future.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2008, v. 11, n. 2, p. 305, doi. 10.1142/S0219091508001362

By:

Yen, Gili;
Lee, Cheng-few

Publication type:

Article

فحص إستراتيجية الانعكاس الاستثماريّة طويلة الأجل في بورصة عمّان باستخدام الطريقة الحسابية في حساب العوائد غير العادية التراكمية

Published in:

Jordan Journal of Business Administration, 2016, v. 12, n. 1, p. 111

By:

محمود حسني العتيبي

Publication type:

Article

TESTING WEAK FORM OF EFFICIENT MARKET HYPOTHESIS (EMH) IN NIGERIA.

Published in:

Journal of Academic Research in Economics, 2021, v. 13, n. 3, p. 488

By:

OGIEMUDIA, OMOROSE A.;
ISIBOR, EVBAZIEGBERE

Publication type:

Article

Stock Price Reactions to Earnings Announcements in Indian Stock Market.

Published in:

AIMS International Journal of Management, 2017, v. 11, n. 3, p. 151, doi. 10.26573/2017.11.3.1

By:

Dsouza, Janet Jyothi;
Mallikarjunappa, T.

Publication type:

Article

Market Volatility & Proactive Risk Management Practices for Mutual Fund.

Published in:

Global Business & Management Research, 2010, v. 2, n. 2/3, p. 198

By:

Walia, Nidhi;
Kiran, Ravi

Publication type:

Article

Efficient Market Hypothesis in South Africa: Evidence from Linear and Nonlinear Unit Root Tests.

Published in:

Managing Global Transitions: International Research Journal, 2015, v. 13, n. 4, p. 369

By:

Phiri, Andrew

Publication type:

Article

Analysis of the stock market anomalies in the context of changing the information paradigm.

Published in:

Eastern Journal of European Studies, 2019, v. 10, n. 1, p. 239

By:

MALYSHENKO, Kostyantyn;
MALYSHENKO, Vadim;
PONOMAREVA, Elena Yu.;
ANASHKINA, Marina

Publication type:

Article

Flaunt the imperfections: Information, entanglements and the regulation of London's Alternative Investment Market.

Published in:

Economy & Society, 2021, v. 50, n. 4, p. 565, doi. 10.1080/03085147.2021.1934306

By:

Roscoe, Philip;
Willman, Paul

Publication type:

Article

THE RANDOM CHARACTER OF STOCK MARKET PRICES : A STUDY OF INDIAN STOCK EXCHANGE.

Published in:

Integral Review: A Journal of Management, 2013, v. 6, n. 1, p. 24

By:

Kushwah, Silky Vigg;
Negi, Pushpa;
Sharma, Ashok

Publication type:

Article

AN EMPIRICAL STUDY ON THE RANDOM WALK HYPOTHESIS AND WEAK FORM MARKET EFFICIENCY: EVIDENCE FROM NATIONAL STOCK EXCHANGE OF INDIA.

Published in:

CLEAR International Journal of Research in Commerce & Management, 2020, v. 11, n. 8, p. 18

By:

DAS, PRIYANKA

Publication type:

Article

21st Century Asset Management: Facing The Great Divide.

Published in:

Journal of Portfolio Management, 2014, p. 65

By:

Scott, Cathy

Publication type:

Article

The Efficient Market Hypothesis and the Fractal Market Hypothesis: Interfluves, Fusions, and Evolutions.

Published in:

SAGE Open, 2022, v. 12, n. 1, p. 1, doi. 10.1177/21582440221082137

By:

Liu, Guang;
Yu, Chih-Ping;
Shiu, Shan-Neng;
Shih, I-Tung

Publication type:

Article

Behavioural Finance And Stock Market Performance - A Comprehensive Analysis.

Published in:

Library of Progress-Library Science, Information Technology & Computer, 2024, v. 44, n. 3, p. 2598

By:

K. A., Dhanya;
George, Binija

Publication type:

Article

EMERGING INSIGHTS: UNVEILING MARKET EFFICIENCY IN MONGOLIA'S TRANSFORMING ECONOMY.

Published in:

Journal of Eastern European & Central Asian Research, 2024, v. 11, n. 6, p. 1030, doi. 10.15549/jeecar.v11i6.1834

By:

Jargalsaikhan, Erdenechuluun;
Ganbold, Dagvasuren;
Park, Chansoo;
Kim, Young-Rae;
Kim, Junguk

Publication type:

Article

Does the Indian Stock Market Exhibit Random Walk?

Published in:

Paradigm (09718907), 2015, v. 19, n. 1, p. 1, doi. 10.1177/0971890715585197

By:

Dsouza, Janet Jyothi;
Mallikarjunappa, T.

Publication type:

Article

Market Efficiency During the COVID-19 Pandemic. Some Insights Using Non-Parametric Tests.

Published in:

Eastern European Economics, 2024, v. 62, n. 2, p. 136, doi. 10.1080/00128775.2023.2281455

By:

Iordache, Andreea

Publication type:

Article

Testing the weak-form efficiency of agriculture's capital markets.

Published in:

Economics & Business Review, 2016, v. 2, n. 2, p. 3, doi. 10.18559/ebr.2016.2.1

By:

Ghimire, Binam;
Annussek, Kolja;
Harvey, Jackie;
Sharma, Satish

Publication type:

Article

Fractional cointegration and tests of present value models

Published in:

Review of Financial Economics, 2004, v. 13, n. 3, p. 245, doi. 10.1016/j.rfe.2003.09.009

By:

Caporale, Guglielmo Maria;
Gil-Alana, Luis A.

Publication type:

Article

The "Perpetually" Efficient Stock Market Nonsense: The Gaslighting Effects.

Published in:

Journal of Finance & Investment Analysis, 2023, v. 12, n. 2, p. 1, doi. 10.47260/jfia/1221

By:

Anelli, Michele;
Patanè, Michele

Publication type:

Article

Covid-19's Fever on Financial Markets in China: The Interaction Between Foreign Exchange Market and the Stock Market.

Published in:

TESAM Academy Journal, 2022, v. 9, n. 2, p. 683, doi. 10.30626/tesamakademi.991071

By:

KAHRAMAN, Serpil;
SARIYER, Görkem

Publication type:

Article

ARE RELIGIOUS BELIEVERS IRRATIONAL: A DIRECT TEST FROM AN EFFICIENT MARKET HYPOTHESIS.

Published in:

Financial Sciences / Nauki o Finansach, 2020, v. 25, n. 1, p. 35, doi. 10.15611/fins.2020.1.04

By:

Senarathne, Chamil W.

Publication type:

Article

The Capital Asset Pricing Model and the Efficient Markets Hypothesis: The Compelling Fairy Tale of Contemporary Financial Economics.

Published in:

International Journal of Political Economy, 2018, v. 47, n. 3/4, p. 225, doi. 10.1080/08911916.2018.1517462

By:

O'Sullivan, Patrick

Publication type:

Article

The Influence of Accrual Anomaly and Winner-Loser Anomaly on Abnormal Return: The Indonesian Evidence.

Published in:

DLSU Business & Economics Review, 2016, v. 26, n. 1, p. 101

By:

Ghofar, Abdul;
Aunilah, Rizqi Alfi

Publication type:

Article

Assessing and interpreting carbon market efficiency based on an interpretable machine learning.

Published in:

Process Safety & Environmental Protection: Transactions of the Institution of Chemical Engineers Part B, 2023, v. 179, p. 822, doi. 10.1016/j.psep.2023.09.034

By:

Zhang, Chongchong;
Lin, Boqiang

Publication type:

Article

WHAT EXPLAINS THE DYNAMICS OF THE MOMENTUM EFFECT AT THE NYSE?

Published in:

Scientific WORKS of the Union of Scientists in Bulgaria - Plovdiv. Series A. Social Sciences, Art & Culture, 2020, v. 6, p. 31

By:

Ilieva, Veneta

Publication type:

Article

DAY-OF-THE-WEEK EFFECT DURING COVID-19 PANDEMIC: AN EMPIRICAL STUDY OF INDIAN STOCK MARKET.

Published in:

Journal of Commerce & Accounting Research, 2025, v. 14, n. 1, p. 97, doi. 10.21863/jcar/2025.14.1.008

By:

Yadav, Monika;
Kadian, Pushpender

Publication type:

Article

A STUDY OF QUARTERLY EARNINGS ANNOUNCEMENT AND STOCK PRICE REACTIONS - WITH REFERENCE TO NIFTY MIDCAP 150.

Published in:

Journal of Commerce & Accounting Research, 2018, v. 7, n. 4, p. 1

By:

Chakraborty, Soumya;
Chetan, G. K.

Publication type:

Article

New Procedures for Testing Whether Stock Price Processes are Martingales.

Published in:

Computational Economics, 2011, v. 37, n. 1, p. 67, doi. 10.1007/s10614-010-9206-2

By:

Takeuchi, Kei;
Takemura, Akimichi;
Kumon, Masayuki

Publication type:

Article

MARKET MICROSTRUCTURE OF STOCK MARKETS: A REVIEW OF LITERATURE.

Published in:

CLEAR International Journal of Research in Commerce & Management, 2015, v. 6, n. 7, p. 71

By:

PANWAR, NEETI

Publication type:

Article

Explorando a forma fraca da (in)eficiência de mercado por meio de algoritmos de inteligência artificial.

Published in:

GeSec: Revista de Gestao e Secretariado, 2022, v. 13, p. 127, doi. 10.7769/gesec.v13i4.1483

By:

Alex Avelar, Ewerton;
Dias Jordão, Ricardo Vinícius;
Machado Boina, Terence;
Antunes Leocádio, Victor;
Franco Tormin, Bernardo

Publication type:

Article

Can wavelets produce a clearer picture of weak-form market efficiency in Bitcoin?

Published in:

Eurasian Economic Review, 2022, v. 12, n. 3, p. 373, doi. 10.1007/s40822-022-00214-8

By:

Phiri, Andrew

Publication type:

Article

Market efficiency of the Post Communist East European stock markets.

Published in:

Central European Journal of Operations Research, 2014, v. 22, n. 2, p. 307, doi. 10.1007/s10100-013-0315-6

By:

Dragotă, Victor;
Ţilică, Elena

Publication type:

Article

Adaptive Market Hypothesis: Evidence from three centuries of UK data.

Published in:

Economics & Business Letters, 2017, v. 6, n. 2, p. 48, doi. 10.17811/ebl.6.2.2017.48-53

By:

Almail, Ali;
Almudhaf, Fahad

Publication type:

Article

Impact of Dividend Announcement on Selected Scripts of CNXNIFTY.

Published in:

Aweshkar Research Journal, 2017, v. 22, n. 1, p. 90

By:

Singhvi, Aabha S.;
Shukla, Kedar;
Upadhyay, Bhavyesh N.

Publication type:

Article

Changing efficiency of BRICS currency markets during the COVID-19 pandemic.

Published in:

Economic Change & Restructuring, 2022, v. 55, n. 3, p. 1673, doi. 10.1007/s10644-021-09363-3

By:

Phiri, Andrew

Publication type:

Article

Testing weak-form efficiency of emerging economies: a critical review of literature.

Published in:

Journal of Business Economics & Management, 2012, v. 13, n. 1, p. 167, doi. 10.3846/16111699.2011.620140

By:

Nurunnabi, Mohammad Reza

Publication type:

Article

Makroekonomik Faktörlerin Vadeli İşlem (Futures) Sözleşmelerine Etkisi: VOB'ta Bir Uygulama.

Published in:

Journal of BRSA Banking & Financial Markets, 2013, v. 7, n. 1, p. 103

By:

ÖZGÜMÜŞ, Hasibe;
KORKMAZ, Turhan;
ÇEVİK, Emrah İsmail

Publication type:

Article

Impact of firm size on the Weekend effect: The Australian Stock Exchange evidence.

Published in:

Journal of Independent Studies & Research: Management & Social Sciences & Economics, 2019, v. 17, n. 1, p. 165, doi. 10.31384/jisrmsse/2019.17.1.10

By:

Sharif, Saqib

Publication type:

Article

January Effect on Stock Returns: Evidence from emerging Balkan equity markets.

Published in:

Industry / Industrija, 2017, v. 45, n. 4, p. 7, doi. 10.5937/industrija45-13662

By:

Avdalović, Snežana Milošević;
Milenković, Ivan

Publication type:

Article

Testing the Efficiency of Globally Listed Private Equity Markets.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 7, p. 1, doi. 10.3390/jrfm14070313

By:

Tegtmeier, Lars

Publication type:

Article

A New Measure of Market Inefficiency.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 6, p. 1, doi. 10.3390/jrfm14060263

By:

Stephens, Christopher R.;
Benink, Harald A.;
Gordillo, José Luís;
Pardo-Guerra, Juan Pablo

Publication type:

Article

Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets.

Published in:

Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1769348

By:

de Villiers, David;
Apopo, Natalya;
Phiri, Andrew;
McMillan, David

Publication type:

Article

Adaptive market hypothesis and momentum effect: Evidence from Dhaka Stock Exchange.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1650441

By:

Akhter, Tahmina;
Yong, Othman;
McMillan, David

Publication type:

Article

Further evidence on efficiency of Bahrain Bourse: A high challenge for other industries.

Published in:

Industria Textila, 2020, v. 71, n. 5, p. 458, doi. 10.35530/IT.071.05.1732

By:

IQBAL, THONSE HAWALDAR;
BIRAU, RAMONA;
SPULBAR, CRISTI;
ROHIT, BABITHA;
PINTO, PRAKASH;
RAJESHA, THEKKEKUTT MATHUKUTTI;
DI SCIORIO, FABRIZIO

Publication type:

Article

The holiday effects in stock returns: a challenge for the textile and clothing industry of India.

Published in:

Industria Textila, 2020, v. 71, n. 4, p. 327, doi. 10.35530/IT.071.04.1710

By:

SHAKILA, BOLAR;
PRAKASH, PINTO;
HAWALDAR, IQBAL THONSE;
SPULBAR, CRISTI;
BIRAU, RAMONA

Publication type:

Article

EVIDENCE FOR AND AGAINST THE VALIDITY OF EFFICIENT MARKET HYPOTHESIS.

Published in:

Economic Themes, 2018, v. 56, n. 3, p. 369, doi. 10.2478/ethemes-2018-0022

By:

Leković, Milјan

Publication type:

Article

Carbon trading thickness and market efficiency in a socialist market economy.

Published in:

Chinese Journal of Population Resources & Environment (Taylor & Francis Ltd), 2018, v. 16, n. 2, p. 109, doi. 10.1080/10042857.2018.1481308

By:

Wang, Qian;
Wu, Sitong

Publication type:

Article

Are Markets Efficient? A Quantum Mechanics View.

Published in:

Journal of Behavioral Finance, 2021, v. 22, n. 2, p. 214, doi. 10.1080/15427560.2020.1772260

By:

Vasileiou, Evangelos

Publication type:

Article