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Alternatives to the efficient market hypothesis: an overview
Published 2023-12-01Subjects: “…Efficient market hypothesis…”
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An algorithm for testing the efficient market hypothesis.
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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Statistical arbitrage under the efficient market hypothesis
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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A Multicriteria Extension of the Efficient Market Hypothesis
Published 2021-03-01Subjects: “…efficient market hypothesis…”
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Efficient Market Hypothesis: Foreign Exchange Market of Bangladesh
Published 2018-11-01Get full text
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Testing for the efficient market hypothesis in the Singapore equity market.
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
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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Money Supply, Stock Prices and the Efficient Market Hypothesis: The Case of Malaysia
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Is the Economic andTesting the Efficient Markets Hypothesis on the Romanian Capital Market
Published 2013-11-01Subjects: “…efficient market hypothesis…”
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Testing the weak efficient market hypothesis: using Bangladeshi panel data
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Efficient market hypothesis: is the Croatian stock market as (in)efficient as the U.S. market
Published 2011-09-01Subjects: “…efficient market hypothesis…”
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Freshwater, Saltwater, and Deepwater: Efficient Market Hypothesis versus Behavioral Finance.
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. …”
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Efficiency market hypothesis in an emerging market: does it really hold for Malaysia?
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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Efficiency market hypothesis in an emerging market: does it really hold for Malaysia?
Published 2014“…This study revisits the efficient market hypothesis (EMH) with regard to the Kuala Lumpur Stock Exchange (KZSE) at the sectoral level. …”
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Does the Adaptive Market Hypothesis Reconcile the Behavioral Finance and the Efficient Market Hypothesis?
Published 2022-08-01Subjects: Get full text
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Long-Memory Models in Testing the Efficiency Market Hypothesis of the Algerian Exchange Market
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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Does Voracious Behavior favor Efficient Market Hypothesis? Role of Performance Measures
Published 2022-12-01Subjects: Get full text
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Bank efficiency and the efficient market hypothesis: the case for bank stock prices in KLSE
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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Efficient Market Hypothesis and Market Anomalies of LQ 45 Index in Indonesia Stock Exchange
Published 2019-06-01Subjects: Get full text
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