Efficient market hypothesis for Malaysian extreme stock return: peaks over a threshold method by Marsani, Muhammad Fadhil, Shabri, Ani, Badyalina, Basri, Mat Jan, Nur Amalina, Mohd. Kasihmuddin, Mohd. Shareduwan

“…This paper presents investigation on the efficient market hypothesis of extreme stock return based on peaks over threshold method, by application of 10% Value at risk (VaR) quantile threshold level. …”
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Analysing global research on stock market anomalies: a behavioural finance perspective by Abdulrasool, Hind Dheyaa, Othman, Rafidah

“…Against this background, this study aims to review and establish the global research trend in behavioural finance examining stock market anomalies vis-à-vis its opposing paradigm (i.e., the efficient market hypothesis). Based on an extensive review of the types of anomalies published by scholars over 53 years (1968 – 2021), this study generated search strings targeting the appropriate investor behaviours as responses to stock market anomalies. …”
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