This paper examines the degree of market efficiency of the French Stock Market and tries to
check both the efficient market hypothesis (EMH) and the adaptative market hypothesis …

This paper evaluates the adaptive pattern of long memory in the volatility of intra-day bitcoin
returns. It also tests the impact of the trading volume on time-varying long memory. Our …

In this paper, we analyze BRICS countries' long-term exchange rate market efficiency. Our
analysis, using multifractal detrended fluctuation analysis (MFDFA) for the 2009–2021 …

We extend event system theory (EST) to conceptualize proactive events and examine how
event duration, timing, criticality, and disruption are related to two phases of change …

This study provides the first evidence of market efficiency of drug indices, especially
cannabis and tobacco, which are known in finance as sin markets. The multifractal …

Many studies establish how foreign exchange intervention affects the exchange rates.
Intervention announcement do also have impact different for the actual financial …

This study aimed to evaluate whether the efficiency of the cryptocurrency market varies over
time according to the Adaptive Market Hypothesis. It investigated the varying cryptocurrency …

We test the nature of weak form informational efficiency present in the wine market using
daily return of LIV-EX 50 index from 1/1/2010 to 12/6/2020. First, we employ a number of …

The study examines the adaptive market hypothesis (AMH) as an evolutionary principle of
the alternative efficient market hypothesis in the Indian stock market (Sensex and Nifty50) on …

Bu çalışma Türkiye'deki İslâmi hisse senetlerinde momentum ve zıtlık anomalilerini
araştırmaktadır. Bu amaç için, Türkiye'deki 10 İslâmi hisse senedinin haftalık fiyatları …