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241
A performance comparison of machine learning models for stock market prediction with novel investment strategy.
Published 2023-01-01“…According to the efficient market hypothesis, it is almost impossible to predict the stock market with 100% accuracy. …”
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242
Shari’ah Compliances Stock Market Integration: Evidence From Indonesia and Malaysia
Published 2017-08-01“…</p><p><br />Keywords: Efficient Market Hypothesis, Portfolio Diversification, Shari’ah compliances Integration</p>…”
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243
A GARCH Approach for the Assessment of Weak-Form-Efficiency and Seasonality Effect: Evidence from Mauritius
Published 2016-04-01“… During the past decades, the efficient market hypothesis (EMH) has been at the heart of the debate in the financial literature. …”
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244
A GARCH Approach for the Assessment of Weak-Form-Efficiency and Seasonality Effect: Evidence from Mauritius
Published 2016-04-01“… During the past decades, the efficient market hypothesis (EMH) has been at the heart of the debate in the financial literature. …”
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245
Factors Influencing the Types of Merchandise Purchased Online: Evidence From the 2018 California Survey of Emerging Transportation Trends
Published 2023-01-01“…Diffusion of innovations theory and efficient market hypothesis guide the execution of our research. …”
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246
A GARCH Approach for the Assessment of Weak-Form-Efficiency and Seasonality Effect: Evidence from Mauritius
Published 2016-04-01“… During the past decades, the efficient market hypothesis (EMH) has been at the heart of the debate in the financial literature. …”
Get full text
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247
Are stock markets of emerging economies informationally efficient? Causal analysis of stock prices and macroeconomic variables of EM7 economies for the recent decade
Published 2023-09-01“…An informationally efficient stock market is one of the indispensable factors for the smooth working of the economic machinery of a country. Efficient market hypothesis in this regard provides the theoretical base, which eliminates the possibility of beating the market and provides a level playing field for everyone in the market without any intervention. …”
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248
Seasonality at the Karachi Stock Exchange
Published 2009-12-01“…There is also an indication of Weak or Semi strong form of Efficient Market Hypothesis for the KSE. While this study has provided additional insights into the behavior of stock returns in emerging markets, stock returns seasonality is still not fully understood. …”
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249
Large US bank takeovers in 2008: performance and implications
Published 2022-02-01“…Design/methodology/approach – This paper presents a model of the disciplinary takeover based on the efficient market hypothesis which provides appropriate measures for it to examine the financial performance of acquiring banks after takeover. …”
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250
A study of market efficiency in the period preceding earnings announcements
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Thesis -
251
Pengaruh Informasi EX-Deviden Date Terhadap Perubahan Harga Saham BUMN dan Saham Berkapitalisasi Pasar Terbesar Yang Diperdagangkan Di Bursa Efek Indonesia
Published 2012“…This thesis is intended to test semi-strong efficient market hypothesis on Bursa Efek Indonesia to analyze the impact of ex-dividend date information to state owned enterprise (BUMN) and the price movement of biggest capitalization stock. …”
Thesis -
252
The determinants of share price volatility among public listed local banks in Malaysia/ Syairah Aimi Zulkifli
Published 2011“…This will create the uncertainties in the share prices as explained by the random walk hypothesis that support the efficient market hypothesis. Amongst the sectors that directly affected is the financial institution. …”
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253
Intraday anomalies and market efficiency : a trading robot analysis
Published 2014“…One of the leading criticisms of the Efficient Market Hypothesis (EMH) is the presence of so-called "anomalies", i.e. empirical evidence of abnormal behaviour of asset prices which is inconsistent with market efficiency. …”
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254
The relevance of capital structure theories to consumer product firms at bursa Malaysia / Abdul Razak Abdul Hadi, Jaafar Pyeman and Ahmad Kasyidi Ismail.
Published 2017“…Perhaps, this is an indication that the efficient market hypothesis applicable to certain sectors at Bursa Malaysia.…”
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255
Effectiveness of geometric brownian motion method in predicting stock prices: evidence from India
Published 2022“…This research is original in the Indian context, as it situates the GBM method of Monte Carlo simulation in the premise of bounded rationality and efficient market hypothesis theories. There is thus the empirical evidence for bounded rationality and that the stock markets are not efficient…”
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256
Randomness of stock market movement: a nonparametric approach
Published 1991“…In the weak form of the efficient market hypothesis (EMH), it is assumed that stock prices move in a random fashion. …”
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257
Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model
Published 2022-06-01“…Also, in this study, we test the efficient market hypothesis and fractal feature of NASDAQ stock exchange. …”
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258
Analyzing the Brazilian Financial Market through Portuguese Sentiment Analysis in Social Media
Published 2020-01-01“…According to the Efficient Market Hypothesis, financial market movements are dependent on news and external events that have a significant impact on the market value of companies. …”
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259
The Role of Entropy in the Development of Economics
Published 2020-04-01“…Econophysics has questioned the efficient market hypothesis, while complexity economics has shown that markets and economies function best near the edge of chaos. …”
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260
Examining rational bubbles in global natural gas prices: Evidence from frequency domain estimates
Published 2022-11-01“…The results reveal that the efficient market hypothesis holds in the market ruling out the possibility of arbitrage opportunities. …”
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Article