The adaptive market hypothesis and the day‑of‑the‑week effect in African stock markets: The Markov switching model
AA Obalade, PF Muzindutsi - Comparative Economic Research. Central …, 2019 - ceeol.com
In line with the Adaptive Market Hypothesis (AMH), the objective of this study is to investigate
how the day‑of‑the‑week (DOW) effect behaves under different bull and bear market …
how the day‑of‑the‑week (DOW) effect behaves under different bull and bear market …
[PDF][PDF] Adaptive market hypothesis and calendar anomalies in selected African stock markets.
AA Obalade - 2019 - core.ac.uk
It takes a theory to beat a theory. However, whether the adaptive market hypothesis (AMH)
offers better explanations for stock return behaviour than the popular efficient market …
offers better explanations for stock return behaviour than the popular efficient market …
Gelişmekte Olan Piyasaların Zayıf Formda Etkinliği: Koşullu Değişen Varyans Modellerle Haftanın Günü Etkisi Üzerine Ampirik Analiz
A Coşkun, N Aypek - Cumhuriyet Üniversitesi İktisadi ve …, 2024 - esjournal.cumhuriyet.edu.tr
Etkin bir piyasada fiyatların rassal hareket ettiği, bilgilerin hisse senedi fiyatlarına hızlıca
yansıdığı kabul edilmektedir. Bu nedenle hisse senetlerinin geçmiş fiyat hareketlerinden …
yansıdığı kabul edilmektedir. Bu nedenle hisse senetlerinin geçmiş fiyat hareketlerinden …
Analisis Pengaruh Hari Perdagangan terhadap Return Saham Perusahaan LQ 45 di Bursa Efek Indonesia
AR Pratiwi - 2018 - dspace.uii.ac.id
Penelitian ini bertujuan untuk;(1) mengetahui pengaruh hari perdagangan terhadap return
saham perusahaan LQ45 di Bursa Efek Indonesia,(2) mengetahui pengaruh Monday Effect …
saham perusahaan LQ45 di Bursa Efek Indonesia,(2) mengetahui pengaruh Monday Effect …
[PDF][PDF] Time-varying Calendar Anomaly in African Stock Markets: Application of GARCH Models
AA Obalade, PF Muzindutsi - Journal of Global Business and …, 2019 - researchgate.net
The study investigated time-varying day-of-the-week (DOW) calendar effect in the selected
African stock markets. This is important in the light of AMH, which challenged the persistence …
African stock markets. This is important in the light of AMH, which challenged the persistence …
Analysis of Market Anomalies for Stock Returns at Lq45 Companies in Indonesia
FR Zamzany, RU Purwaningsih, US Al Azizah - Agregat - neliti.com
This study examines the effects of the market anomaly on Indonesia's LQ45 companies'
stock returns. This research uses descriptive and comparative methods with a quantitative …
stock returns. This research uses descriptive and comparative methods with a quantitative …
[PDF][PDF] Measuring Market Efficiency Through Calendar Effect Anomaly in Different States of Economy Periods
This study investigates the day-of-the-week (DOW), week-of-the-month (WOM) and month-of-
the-year (MOY) effect anomalies on the stock market returns by using the data of KSE100 …
the-year (MOY) effect anomalies on the stock market returns by using the data of KSE100 …
[PDF][PDF] Journal of Economics and Administrative Sciences
E Finance, BCEFI organized by Sivas - researchgate.net
It is accepted that in an efficient market, prices move randomly and information is quickly
reflected in stock prices. For this reason, it is generally not possible to make more profit than …
reflected in stock prices. For this reason, it is generally not possible to make more profit than …