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  1. 1

    Alternatives to the efficient market hypothesis: an overview by Kingstone Nyakurukwa, Yudhvir Seetharam

    Published 2023-12-01
    Subjects: “…Efficient market hypothesis…”
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    Article
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    An algorithm for testing the efficient market hypothesis. by Ioana-Andreea Boboc, Mihai-Cristian Dinică

    Published 2013-01-01
    “…Strategies that achieve very good returns in the training period show difficulty in returning positive results in the testing period, this being consistent with the efficient market hypothesis (EMH).…”
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    Article
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    Statistical arbitrage under the efficient market hypothesis by Si Bao, Shi Chen, Xi Wang, Wei An Zheng, Yu Zhou

    Published 2020-01-01
    “…When a financial derivative can be traded consecutively and its terminal payoffs can be adjusted into a stationary time series, there might be a statistical arbitrage opportunity even under the efficient market hypothesis. In particular, we show the examples of selling put options of the three major ETFs (Exchange Traded Funds) in the U.S. market.…”
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    Article
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    Testing for the efficient market hypothesis in the Singapore equity market. by Lim, Sandy., Tan, Hong Peng.

    Published 2008
    “…This paper is an extension of past researches, which focus on the efficient market hypothesis (EMH). We make use of several extensively used financial econometrics models to verify the EMH theory in the Singapore context.…”
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    Final Year Project (FYP)
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    Is the KLSE efficient? Efficient market hypothesis vs behavioral finance by Md. Nassir, Annuar

    Published 2002
    “…Over the last 100years since Bachelier (1900)pioneering work on Random Walk Hypothesis, studies on the Efficient Market Hypothesis (EMH) have revealed mixed evidence. …”
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    Inaugural Lecture
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    Freshwater, Saltwater, and Deepwater: Efficient Market Hypothesis versus Behavioral Finance. by Wójcik, D, Kreston, N, McGill, S

    Published 2012
    “…The efficient market hypothesis (EMH) and behavioral finance (BF) form the blame-hope axis of the ongoing soul-searching exercise in economics, which frequently refers to the 'Chicago School' and the ideological division between 'freshwater' and 'saltwater' universities. …”
    Working paper
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    Efficiency market hypothesis in an emerging market: does it really hold for Malaysia? by Siew, Voon Soon, Ahmad Zubaidi Baharumshah, Tze, Haw Chan

    Published 2014
    “…This study revisits the efficient market hypothesis (EMH) with regard to the Kuala Lumpur Stock Exchange (KLSE) at the sectoral level. …”
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    Article
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    Efficiency market hypothesis in an emerging market: does it really hold for Malaysia? by Soon, Siew-Voon, Baharumshah, Ahmad Zubaidi, Chan, Tze-Haw

    Published 2014
    “…This study revisits the efficient market hypothesis (EMH) with regard to the Kuala Lumpur Stock Exchange (KZSE) at the sectoral level. …”
    Article
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    Long-Memory Models in Testing the Efficiency Market Hypothesis of the Algerian Exchange Market by Yassine BENZAI, Hadjar Soumia AOUAD, Nassima DJELLOULI

    Published 2022-12-01
    “… The purpose of this study is to examine the Efficiency Market Hypothesis (EMH) from the perspective of the Algerian exchange rate market. …”
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    Article
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    Bank efficiency and the efficient market hypothesis: the case for bank stock prices in KLSE by Habibullah, Muzafar Shah, Makmur, Muhd Iqbal, Wan Ngah, Wan Azman Saini, Radam, Alias, Ong, Hway Boon

    Published 2005
    “…The purpose of the present study is to investigate the informationally efficient market hypothesis of the bank stock prices listed at the KLSE with respect to bank's operating efficiency. …”
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    Article
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