La Utilidad de la Información Contable desde la Perspectiva del Mercado: ¿Evolución o Revolución en la Investigación? by Begoña Giner Inchausti

“…It subsequently evolved, due to advances in methodological issues and detected anomalies in the efficient market hypothesis (that constitutes one of the bases of the paradigm), establishing a new area of research concentrating on issues of valuation.…”
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Feature Learning for Stock Price Prediction Shows a Significant Role of Analyst Rating by Jaideep Singh, Matloob Khushi

“…Efficient Market Hypothesis states that stock prices are a reflection of all the information present in the world and generating excess returns is not possible by merely analysing trade data which is already available to all public. …”
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The short-term impact of analyst recommendations: evidence from the Indian stock market by Shreya Sharda

“…Purpose – This study aims to evaluate the short-term impact of brokerage analysts’ recommendations on abnormal returns using a sample selected from the S&P BSE 100 in the Indian context. The efficient market hypothesis, specifically, its semi-strong form, is tested for “Buy” stock recommendations published in the electronic version of Business Standard. …”
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Market efficiency and information flow between the crude palm oil and crude oil futures markets by Minhyuk Jeong, Sungchun Kim, Eojin Yi, Kwangwon Ahn

“…We discover that the weak-form efficient market hypothesis holds for both the CPO and WTI futures markets despite the significant difference in their liquidity. …”
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Research on Chinese Stock Market during COVID-19—Based on Random Matrix Theory by Wu Yaojie, Fang Tianhui

“…Based on the random matrix theory, it first analyzes whether the stock market conforms to the efficient market hypothesis during the epidemic period, and second it further studies the linkage between the three industries. …”
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The mechanism of derivatives market efficiency by Awrey, D

“…The high point of this equity-centric view coincided with the development of a significant body of empirical literature examining the efficient market hypothesis (EMH): the prediction that prices within an efficient stock market will fully incorporate all available information. …”

Complexity Changes in the US and China’s Stock Markets: Differences, Causes, and Wider Social Implications by Jianbo Gao, Yunfei Hou, Fangli Fan, Feiyan Liu

“…We found that the US market is basically fully random and consistent with efficient market hypothesis (EMH), irrespective of whether low- or high-frequency stock index data are used. …”
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Persistence in the cryptocurrency market: does size matter? by Alex Plastun, Liudmyla Slіusareva, Dmytro Sliusarev, Valentyna Smachylo, Lyudmila Khomutenko

“…The findings challenge the assumptions of the Efficient Market Hypothesis, favoring instead the Adaptive Market Hypothesis. …”
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A Deep Learning Method for the Detection and Compensation of Outlier Events in Stock Data by Vashalen Naidoo, Shengzhi Du

“…The ideas implemented in the paper are based upon the efficient market hypothesis (EMH), in which the stock price reflects knowledge about the market. …”
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The Impact of Investors' Emotional Decision Patterns on Firm Performance by Seyed Abbas Hashemi, Alireza Rahrovi Dastjerdi, Mohammad Heydarian

“…Objective: The efficient market hypothesis is based on the assumption that investors behave rationally, but studies in behavioral finance have contradicted this notion. …”
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Role of high-frequency data, distribution assumption and trading volume in volatility forecasting in China stock market by Liu, Min

“…In contrast to Efficient Market Hypothesis (EMH), HMH states that investors interpret information flow differently. …”
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Effect of social trading networks and incentives in experimental asset market by Lee, Aiko Ying

“…This study and experimental design is motivated by the seminal paper of Smith et al. (1998) (hereafter SSW), where the occurrence of bubbles and crashes runs contrary to the efficient market hypothesis put forth by Fama (1970) which asserts that stocks should always be traded at their fair value, thus eliminating any possibility of arbitrage. …”
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Impact of CEO transition announcement, CEO characteristics and moderating effect of CEO transition plan on share price of Malaysian companies by Sivapregasam, Shubasini

“…This study is grounded in the theory of efficient market hypothesis (EMH), and examines the share price changes due to CEO turnover and appointment announcement using the standard abnormal return (AR) calculation. …”
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Essays in financial economics : terror, consumption, and investment, currency options and liquidity premium, and purchasing power parity by HajYehia, Samer

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Essays in political economics and information acquisition by Reggiani, Giovanni

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Essays on behavioral heterogeneity and asset pricing by Li, Changtai

“…In recent years, asset pricing models based on Efficient Market Hypothesis (EMH) fail to explain several ubiquitous financial regularities, such as fat tail of returns, excess volatility and systemic under- or over-valuation of stock prices relative to their intrinsic values. …”
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Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 – 2009) by Pyemo Afego

“…This paper examines the weak-form of the efficient markets hypothesis for the Nigerian Stock Exchange (NSE) by testing for random walks in the monthly index returns over the period 1984-2009. …”
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Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 – 2009) by Pyemo Afego

“…This paper examines the weak-form of the efficient markets hypothesis for the Nigerian Stock Exchange (NSE) by testing for random walks in the monthly index returns over the period 1984-2009. …”
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Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 – 2009) by Pyemo Afego

“… This paper examines the weak-form of the efficient markets hypothesis for the Nigerian Stock Exchange (NSE) by testing for random walks in the monthly index returns over the period 1984-2009. …”
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Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 – 2009) by Pyemo Afego

“… This paper examines the weak-form of the efficient markets hypothesis for the Nigerian Stock Exchange (NSE) by testing for random walks in the monthly index returns over the period 1984-2009. …”
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