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The Efficient Market Hypothesis and Its Critics

Citations

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Cited by:

  1. David M. Ritzwoller & Joseph P. Romano, 2019. "Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives to Random Bernoulli Sequences," Papers 1908.01406, arXiv.org, revised Apr 2021.
  2. Buckley, Patrick, 2016. "Harnessing the wisdom of crowds: Decision spaces for prediction markets," Business Horizons, Elsevier, vol. 59(1), pages 85-94.
  3. David Howarth & Lucia Quaglia, 2015. "The political economy of the euro area's sovereign debt crisis: introduction to the special issue of the Review of International Political Economy," Review of International Political Economy, Taylor & Francis Journals, vol. 22(3), pages 457-484, June.
  4. Masoud Fekri & Babak Barazandeh, 2019. "Designing an Optimal Portfolio for Iran's Stock Market with Genetic Algorithm using Neural Network Prediction of Risk and Return Stocks," Papers 1903.06632, arXiv.org.
  5. Campos Dias de Sousa, Ricardo Emanuel & Howden, David, 2015. "The Efficient Market Conjecture," MPRA Paper 79792, University Library of Munich, Germany.
  6. Ziliotto, Arianna & Serati, Massimiliano, 2015. "The semi-strong efficiency debate: In search of a new testing framework," Research in International Business and Finance, Elsevier, vol. 34(C), pages 412-438.
  7. Jinook Jeong & Jee Young Kim & Yoon Jae Ro, 2019. "On the efficiency of racetrack betting market: a new test for the favourite-longshot bias," Applied Economics, Taylor & Francis Journals, vol. 51(54), pages 5817-5828, November.
  8. J. Albrecht & T. Verbeke & M. De Clercq, 2004. "Informational efficiency of the US SO2 permit market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/250, Ghent University, Faculty of Economics and Business Administration.
  9. Alexander Teytelboym & Shengwu Li & Scott Duke Kominers & Mohammad Akbarpour & Piotr Dworczak, 2021. "Discovering Auctions: Contributions of Paul Milgrom and Robert Wilson," Scandinavian Journal of Economics, Wiley Blackwell, vol. 123(3), pages 709-750, July.
  10. Elzbieta Kacperska & Jakub Kraciuk, 2021. "The Effect of COVID-19 Pandemic on the Stock Market of Agri-food Companies in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 274-290.
  11. Samuel Ronnqvist & Peter Sarlin, 2013. "From Text to Bank Interrelation Maps," Papers 1306.3856, arXiv.org.
  12. Jeetendra Dangol, 2008. "Unanticipated Political Events and Stock Returns: An Event Study," NRB Economic Review, Nepal Rastra Bank, Research Department, vol. 20, pages 86-110, April.
  13. Marcus F. da Silva & Eder Johnson de Area Leão Pereira & Idaraí Santos de Santana & José Garcia Vivas Miranda, 2013. "Pattern of fluctuations in the exchange rate change from fixed to floating, in Brazil, Argentina and Mexico," Economics Bulletin, AccessEcon, vol. 33(2), pages 1547-1555.
  14. Jinho Lee & Raehyun Kim & Yookyung Koh & Jaewoo Kang, 2019. "Global Stock Market Prediction Based on Stock Chart Images Using Deep Q-Network," Papers 1902.10948, arXiv.org.
  15. Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022. "On the evolutionary stability of the sentiment investor," LEM Papers Series 2022/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  16. Ziyuan Xia & Jeffery Chen & Anchen Sun, 2021. "Mining the Relationship Between COVID-19 Sentiment and Market Performance," Papers 2101.02587, arXiv.org, revised Mar 2023.
  17. Stephen Bell & John Quiggin, 2006. "Asset Price Instability and Policy Responses: The Legacy of Liberalization," Journal of Economic Issues, Taylor & Francis Journals, vol. 40(3), pages 629-649, September.
  18. Chester Curme & Michele Tumminello & Rosario N. Mantegna & H. Eugene Stanley & Dror Y. Kenett, 2015. "Emergence of statistically validated financial intraday lead-lag relationships," Quantitative Finance, Taylor & Francis Journals, vol. 15(8), pages 1375-1386, August.
  19. Paresh Kumar Narayan & Russell Smyth, 2005. "Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models," Applied Financial Economics, Taylor & Francis Journals, vol. 15(8), pages 547-556.
  20. Angelovska, Julijana, 2018. "Testing Weak Form Of Stock Market Efficiency At The Macedonian Stock Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 9(2), pages 133-144.
  21. Bajzik, Josef, 2021. "Trading volume and stock returns: A meta-analysis," International Review of Financial Analysis, Elsevier, vol. 78(C).
  22. Pinto, Cristian F. & Acuña, Andres A., 2011. "Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza [Consistency in the evaluation of financial investment perform," MPRA Paper 31301, University Library of Munich, Germany.
  23. Omay, Nazli C. & Karadagli, Ece C., 2010. "Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach," MPRA Paper 27312, University Library of Munich, Germany.
  24. Torsten Trimborn, 2018. "A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality," Papers 1805.11036, arXiv.org, revised Oct 2018.
  25. Dobson, Peter, 2020. "ETFs tracking errors on global markets with consideration of regional diversity," MPRA Paper 103695, University Library of Munich, Germany.
  26. Brice Corgnet & Cary Deck & Mark DeSantis & David Porter, 2022. "Forecasting Skills in Experimental Markets: Illusion or Reality?," Management Science, INFORMS, vol. 68(7), pages 5216-5232, July.
  27. Rompotis, Gerasimos G., 2011. "Testing weak-form efficiency of exchange traded funds market," MPRA Paper 36020, University Library of Munich, Germany.
  28. Hannes Schwandt, 2018. "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," American Economic Journal: Applied Economics, American Economic Association, vol. 10(4), pages 349-377, October.
  29. James K. Self, 2006. "Asymmetric Stationarity in National Stock Market Indices: An MTAR Analysis," The Journal of Business, University of Chicago Press, vol. 79(6), pages 3153-3174, November.
  30. Nunes, Mauro Fracarolli, 2018. "Supply chain contamination: An exploratory approach on the collateral effects of negative corporate events," European Management Journal, Elsevier, vol. 36(4), pages 573-587.
  31. Umar Farooq & Jaleel Ahmed & Shamshair Khan, 2021. "Do the macroeconomic factors influence the firm's investment decisions? A generalized method of moments (GMM) approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 790-801, January.
  32. Saqib Farid & Rubeena Tashfeen & Tahseen Mohsan & Arsal Burhan, 2023. "Forecasting stock prices using a data mining method: Evidence from emerging market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1911-1917, April.
  33. Winful, Ernest C. & (JNR), David Sarpong & Agbodohu, William, 2013. "Economic Downturn and Efficient Market Hypothesis: Lessons so Far for Ghana," MPRA Paper 51054, University Library of Munich, Germany, revised Jun 2013.
  34. Barry A. Goss & S. Gulay Avsar, 2013. "Simultaneity, Forecasting and Profits in London Copper Futures," Australian Economic Papers, Wiley Blackwell, vol. 52(2), pages 79-96, June.
  35. Svitlana Galeshchuk, 2017. "Technological bias at the exchange rate market," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 24(2-3), pages 80-86, April.
  36. Yoon Tae Sung & Scott Tainsky, 2014. "The National Football League Wagering Market," Journal of Sports Economics, , vol. 15(4), pages 365-384, August.
  37. Taisei Kaizoji, 2013. "Modelling of Stock Returns and Trading Volume," IIM Kozhikode Society & Management Review, , vol. 2(2), pages 147-155, July.
  38. Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2015. "Performance and performance persistence of socially responsible investment funds in Europe and North America," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 254-266.
  39. Romain Bocher, 2023. "Causal Entropic Forces, Narratives and Self-organisation of Capital Markets," Journal of Interdisciplinary Economics, , vol. 35(2), pages 172-190, July.
  40. Adriano S. Koshiyama & Nikan Firoozye & Philip Treleaven, 2019. "A derivatives trading recommendation system: The mid‐curve calendar spread case," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 26(2), pages 83-103, April.
  41. Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018. "Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks," Econometric Institute Research Papers EI2018-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  42. Mallory, Mindy L. & Irwin, Scott H. & Hayes, Dermot J., 2012. "How market efficiency and the theory of storage link corn and ethanol markets," Energy Economics, Elsevier, vol. 34(6), pages 2157-2166.
  43. Olivier Brandouy & Philippe Mathieu, 2006. "A Broad-Spectrum Computational Approach for Market Efficiency," Computing in Economics and Finance 2006 492, Society for Computational Economics.
  44. Paolo Cremonesi & Chiara Francalanci & Alessandro Poli & Roberto Pagano & Luca Mazzoni & Alberto Maggioni & Mehdi Elahi, 2018. "Social Network based Short-Term Stock Trading System," Papers 1801.05295, arXiv.org.
  45. Saker Sabkha & Christian Peretti & Dorra Hmaied, 2019. "On the informational market efficiency of the worldwide sovereign credit default swaps," Journal of Asset Management, Palgrave Macmillan, vol. 20(7), pages 581-608, December.
  46. David, S.A. & Inácio, C.M.C. & Quintino, D.D. & Machado, J.A.T., 2020. "Measuring the Brazilian ethanol and gasoline market efficiency using DFA-Hurst and fractal dimension," Energy Economics, Elsevier, vol. 85(C).
  47. Kristoufek, Ladislav & Vosvrda, Miloslav, 2014. "Commodity futures and market efficiency," Energy Economics, Elsevier, vol. 42(C), pages 50-57.
  48. Rešovský, Marcel & Gróf, Marek & Horváth, Denis & Gazda, Vladimír, 2014. "Analysis of the Lead-Lag Relationship on South Africa capital market," MPRA Paper 57309, University Library of Munich, Germany.
  49. G. Sheelapriya & R. Murugesan, 2014. "Random walk analysis with multiple structural breaks: Case study in emerging market of S&P BSE sectoral indices stocks," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 4(11), pages 503-513, November.
  50. Roberto Liebscher & Thomas Mählmann, 2017. "Are Professional Investment Managers Skilled? Evidence from Syndicated Loan Portfolios," Management Science, INFORMS, vol. 63(6), pages 1892-1918, June.
  51. Okoroafor, Ugochi Chibuzor & Leirvik, Thomas, 2022. "Time varying market efficiency in the Brent and WTI crude market," Finance Research Letters, Elsevier, vol. 45(C).
  52. Michele Vodret & Iacopo Mastromatteo & Bence Tóth & Michael Benzaquen, 2020. "A Stationary Kyle Setup: Microfounding propagator models," Working Papers hal-03016486, HAL.
  53. Bulutay, Muhammed & Cornand, Camille & Zylbersztejn, Adam, 2022. "Learning to deal with repeated shocks under strategic complementarity: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1318-1343.
  54. Rajesh Elangovan & Francis Gnanasekar Irudayasamy & Satyanarayana Parayitam, 2022. "Month-of-the-Year Effect: Empirical Evidence from Indian Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(3), pages 449-476, September.
  55. Kristoufek, Ladislav & Vošvrda, Miloslav S., 2016. "Herding, minority game, market clearing and efficient markets in a simple spin model framework," FinMaP-Working Papers 68, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  56. Taisei Kaizoji, 2013. "Modeling of Stock Returns and Trading Volume," Papers 1309.2416, arXiv.org.
  57. Ye, Dezhu & Liu, Shasha & Kong, Dongmin, 2013. "Do efforts on energy saving enhance firm values? Evidence from China's stock market," Energy Economics, Elsevier, vol. 40(C), pages 360-369.
  58. Bórawski, Piotr & Bełdycka-Bórawska, Aneta & Szymańska, Elżbieta Jadwiga & Jankowski, Krzysztof Józef & Dunn, James W., 2019. "Price volatility of agricultural land in Poland in the context of the European Union," Land Use Policy, Elsevier, vol. 82(C), pages 486-496.
  59. David de Villiers & Natalya Apopo & Andrew Phiri & David McMillan, 2020. "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1769348-176, January.
  60. Rohnn Sanderson & Nancy L. Lumpkin-Sowers, 2018. "Buy and Hold in the New Age of Stock Market Volatility: A Story about ETFs," IJFS, MDPI, vol. 6(3), pages 1-14, September.
  61. Xing Yang & Jun-long Mi & Yue Zeng & Wen-bo Wei, 2023. "Bilinear Integrable soliton solutions and carbon emission rights pricing," International Journal of Low-Carbon Technologies, Oxford University Press, vol. 18, pages 131-143.
  62. Park, Cheol-Ho & Irwin, Scott H., 2004. "The Profitability Of Technical Trading Rules In Us Futures Markets: A Data Snooping Free Test," 2004 Conference, April 19-20, 2004, St. Louis, Missouri 19011, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  63. Kristoufek, Ladislav & Vosvrda, Miloslav, 2016. "Gold, currencies and market efficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 27-34.
  64. Kwan, Yum K. & Leung, Charles Ka Yui & Dong, Jinyue, 2015. "Comparing consumption-based asset pricing models: The case of an Asian city," Journal of Housing Economics, Elsevier, vol. 28(C), pages 18-41.
  65. Tarcisio M. Rocha Filho & Paulo M. M. Rocha, 2019. "Inefficiency of the Brazilian Stock Market: the IBOVESPA Future Contracts," Papers 1904.09214, arXiv.org.
  66. Adefemi A. OBALADE & Akona TSHUTSHA & Lungelo MVUYANA & Nothando NDLOVU & Paul-Francois MUZINDUTSI, 2022. "Are Frontier African Markets Inefficient or Adaptive? Application of Rolling GARCH Models," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 6(1), pages 19-35.
  67. Mayowa Gabriel Ajao & Richard Osayuwu, 2012. "Testing the Weak Form of Efficient Market Hypothesis in Nigerian Capital Market," Accounting and Finance Research, Sciedu Press, vol. 1(1), pages 169-169, May.
  68. Jędrzej Białkowski & Ehud I. Ronn, 2017. "The Global Equity Premium Revisited: What Human Rights Imply for Assets’ Purchasing Power," Working Papers in Economics 17/19, University of Canterbury, Department of Economics and Finance.
  69. Achim BACKHAUS & Aliya ZHAKANOVA ISIKSAL, 2016. "The Impact of Momentum Factors on Multi Asset Portfolio," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 146-169, December.
  70. Benhabib, Jess & Wang, Pengfei, 2015. "Private information and sunspots in sequential asset markets," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 558-584.
  71. Bennett, Donyetta & Mekelburg, Erik & Williams, T.H., 2023. "BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing," Research in International Business and Finance, Elsevier, vol. 65(C).
  72. Michele Vodret & Iacopo Mastromatteo & Bence Tóth & Michael Benzaquen, 2021. "A Stationary Kyle Setup: Microfounding propagator models," Post-Print hal-03016486, HAL.
  73. Pasca Lucian, 2015. "A Critical Review of the Main Approaches on Financial Market Dynamics Modelling," Journal of Heterodox Economics, Sciendo, vol. 2(2), pages 151-167, December.
  74. Wally Tzara, 2018. "The Evolution of Security Prices Is Not Stochastic but Governed by a Physicomathematical Law," Papers 1807.10114, arXiv.org, revised Jul 2019.
  75. Jürgen Huber & Michael Kirchler, 2013. "Corporate campaign contributions and abnormal stock returns after presidential elections," Public Choice, Springer, vol. 156(1), pages 285-307, July.
  76. Atsin, Jessica A.L. & Ocran, Matthew K., 2015. "Calendar effects and market anomalies on the Johannesburg Stock Exchange," MPRA Paper 87448, University Library of Munich, Germany.
  77. Maitra, Debasish & Dash, Saumya Ranjan, 2017. "Sentiment and stock market volatility revisited: A time–frequency domain approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 15(C), pages 74-91.
  78. Maria-Teresa Bosch-Badia & Joan Montllor-Serrats & Maria-Antonia Tarrazon-Rodon, 2018. "Sustainability and Ethics in the Process of Price Determination in Financial Markets: A Conceptual Analysis," Sustainability, MDPI, vol. 10(5), pages 1-24, May.
  79. Marc D. Joffe, 2012. "Rating Government Bonds: Can We Raise Our Grade?," Econ Journal Watch, Econ Journal Watch, vol. 9(3), pages 350-365, September.
  80. Stijn De Backer & Luis E. C. Rocha & Jan Ryckebusch & Koen Schoors, 2024. "On the potential of quantum walks for modeling financial return distributions," Papers 2403.19502, arXiv.org.
  81. Dimitrios Kenourgios & Spyros Papathanasiou & Anastasia Christina Bampili, 2022. "On the predictive power of CAPE or Shiller’s PE ratio: the case of the Greek stock market," Operational Research, Springer, vol. 22(4), pages 3747-3766, September.
  82. Diniz-Maganini, Natalia & Diniz, Eduardo H. & Rasheed, Abdul A., 2021. "Bitcoin’s price efficiency and safe haven properties during the COVID-19 pandemic: A comparison," Research in International Business and Finance, Elsevier, vol. 58(C).
  83. Mahjus Ekananda & Tulus Suryanto, 2021. "The Influence of Global Financial Liquidity on the Indonesian Economy: Dynamic Analysis with Threshold VAR," Economies, MDPI, vol. 9(4), pages 1-20, October.
  84. Georg ERBER, 2010. "The Problem Of Money Illusion In Economics," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(3(13)/Fal), pages 196-216.
  85. Sheriffdeen A. Tella & Olumuyiwa G. Yinusa & Ayinde Taofeek Olusola & Saban Celik, 2011. "Global Economic Crisis And Stock Markets Efficiency: Evidence From Selected Africa Countries," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 25(1), pages 139-169.
  86. Dinabandhu Bag & Saurabh Goel, 2023. "Weak Form of Call Auction Prices: Simulation Using Monte Carlo Variants," Capital Markets Review, Malaysian Finance Association, vol. 31(1), pages 59-71.
  87. Kristoufek, Ladislav & Vosvrda, Miloslav, 2013. "Measuring capital market efficiency: Global and local correlations structure," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(1), pages 184-193.
  88. Samuel Ronnqvist & Peter Sarlin, 2014. "Bank Networks from Text: Interrelations, Centrality and Determinants," Papers 1406.7752, arXiv.org, revised Jul 2015.
  89. Bendik P. Andersen & Petter E. de Lange, 2021. "Efficiency in the Atlantic salmon futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(6), pages 949-984, June.
  90. Roscoe, Philip & Howorth, Carole, 2009. "Identification through technical analysis: A study of charting and UK non-professional investors," Accounting, Organizations and Society, Elsevier, vol. 34(2), pages 206-221, February.
  91. Michael A. Noakes & Kanshukan Rajaratnam, 2016. "Testing market efficiency on the Johannesburg Stock Exchange using the overlapping serial test," Annals of Operations Research, Springer, vol. 243(1), pages 273-300, August.
  92. Lumengo BONGA-BONGA, 2010. "Modeling Stock Returns in the South African Stock Exchange: a Nonlinear Approach," EcoMod2010 259600034, EcoMod.
  93. Dimitrios I. Vortelinos & Konstantinos Gkillas, 2018. "Intraday realised volatility forecasting and announcements," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 9(1), pages 88-118.
  94. Basak, Suryoday & Kar, Saibal & Saha, Snehanshu & Khaidem, Luckyson & Dey, Sudeepa Roy, 2019. "Predicting the direction of stock market prices using tree-based classifiers," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 552-567.
  95. Ackon, Kwabena Meneabe, 2013. "Effect Of Fiscal Policy Shocks In Brazil," MPRA Paper 100741, University Library of Munich, Germany.
  96. Shikta Singh & Chandrabhanu Das, 2020. "Calendar Anomalies in the Banking and it Index: The Indian Experience," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(4), pages 439-448, April.
  97. Narayan, Seema & Smyth, Russell, 2015. "The financial econometrics of price discovery and predictability," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 380-393.
  98. Laurent Bouton & Aniol Llorente-Saguer & Antonin Macé & Adam Meirowitz & Shaoting Pi & Dimitrios Xefteris, 2022. "Public Information as a Source of Disagreement Among Shareholders," NBER Working Papers 30757, National Bureau of Economic Research, Inc.
  99. Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018. "Asymmetric Risk Impacts of Chinese Tourists to Taiwan," Econometric Institute Research Papers EI2018-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  100. James Crotty, 2011. "The Realism of Assumptions Does Matter: Why Keynes-Minsky Theory Must Replace Efficient Market Theory as the Guide to Financial Regulation Policy," UMASS Amherst Economics Working Papers 2011-05, University of Massachusetts Amherst, Department of Economics.
  101. Felicia Ramona Birau, 2011. "An Analysis Of Weak-Form Efficiency On The Bucharest Stock Exchange," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 3(39), pages 194-205.
  102. Andersen Martin & Bauhoff Sebastian, 2017. "The Share Price Effect of CVS Health’s Announcement to Stop Selling Tobacco: A Comparative Case Study Using Synthetic Controls," Forum for Health Economics & Policy, De Gruyter, vol. 20(1), pages 1-13, June.
  103. Martin Lausegger, 2021. "Stock markets in turmoil: political institutions and the impact of elections," Economics and Politics, Wiley Blackwell, vol. 33(1), pages 172-204, March.
  104. John Sabelhaus & Joel V. Smith, 2003. "Alternative Methods for Projecting Equity Returns: Implications for Evaluating Social Security Reform Proposals: Technical Paper 2003-08," Working Papers 14678, Congressional Budget Office.
  105. Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018. "Simple Market Timing with Moving Averages," Econometric Institute Research Papers EI2018-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  106. Kevin Primicerio & Damien Challet & Stanislao Gualdi, 2021. "Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 153-171, January.
  107. Abdulnasser Hatemi-J, 2012. "Asymmetric causality tests with an application," Empirical Economics, Springer, vol. 43(1), pages 447-456, August.
  108. Francois Mercier & Makesh Narsimhan, 2022. "Discovering material information using hierarchical Reformer model on financial regulatory filings," Papers 2204.05979, arXiv.org.
  109. Burton G. Malkiel, 2005. "Reflections on the Efficient Market Hypothesis: 30 Years Later," The Financial Review, Eastern Finance Association, vol. 40(1), pages 1-9, February.
  110. Matteo Burzoni & Frank Riedel & H. Mete Soner, 2021. "Viability and Arbitrage Under Knightian Uncertainty," Econometrica, Econometric Society, vol. 89(3), pages 1207-1234, May.
  111. Yardley, Ben, 2020. "The Effects of Donald Trump’s Tweets on The Stock Exchange," MPRA Paper 102578, University Library of Munich, Germany.
  112. Azubuike Samuel Agbam, 2015. "Tests of Random Walk and Efficient Market Hypothesis in Developing Economies: Evidence from Nigerian Capital Market," International Journal of Management Sciences, Research Academy of Social Sciences, vol. 5(1), pages 1-53.
  113. Christophe J. GODLEWSKI & Katarzyna BYRKA-KITA & Renata GOLA & Jacek CYPRYJANSKI, 2022. "Silence is not golden anymore? Social media activity and stock market valuation in Europe," Working Papers of LaRGE Research Center 2022-04, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  114. Jingyi Gu & Sarvesh Shukla & Junyi Ye & Ajim Uddin & Guiling Wang, 2023. "Deep learning model with sentiment score and weekend effect in stock price prediction," SN Business & Economics, Springer, vol. 3(7), pages 1-20, July.
  115. Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018. "Market Timing with Moving Averages," Sustainability, MDPI, vol. 10(7), pages 1-25, June.
  116. Kevin Primicerio & Damien Challet & Stanislao Gualdi, 2017. "Wisdom of the institutional crowd," Papers 1703.01989, arXiv.org, revised Sep 2017.
  117. Taufiq Choudhry & Ranadeva Jayasekera, 2015. "Level of efficiency in the UK equity market: empirical study of the effects of the global financial crisis," Review of Quantitative Finance and Accounting, Springer, vol. 44(2), pages 213-242, February.
  118. Qamar Ishtiaq & Fahad Abdullah, 2015. "Ownership Concentration and Cross-Autocorrelation in Portfolio Returns," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 7(2), pages 85-104, October.
  119. Angelini, Giovanni & De Angelis, Luca & Singleton, Carl, 2022. "Informational efficiency and behaviour within in-play prediction markets," International Journal of Forecasting, Elsevier, vol. 38(1), pages 282-299.
  120. Majumder, Debasish, 2013. "Towards an efficient stock market: Empirical evidence from the Indian market," Journal of Policy Modeling, Elsevier, vol. 35(4), pages 572-587.
  121. Alagidede, Paul, 2011. "Return behaviour in Africa's emerging equity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 133-140, May.
  122. Røed Larsen, Erling & Weum, Steffen, 2008. "Testing the efficiency of the Norwegian housing market," Journal of Urban Economics, Elsevier, vol. 64(2), pages 510-517, September.
  123. Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2011. "How Prediction Markets can Save Event Studies," CAMA Working Papers 2011-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  124. Arkadiy V. Sakhartov, 2018. "Stock market undervaluation of resource redeployability," Strategic Management Journal, Wiley Blackwell, vol. 39(4), pages 1059-1082, April.
  125. Daniele SCHILIRÒ, 2013. "Bounded Rationality: Psychology, Economics And The Financial Crises," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 4(1), pages 97-108.
  126. Dionysia Dionysiou, 2015. "Choosing Among Alternative Long-Run Event-Study Techniques," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 158-198, February.
  127. Dushmanta Kumar Padhi & Neelamadhab Padhy & Akash Kumar Bhoi & Jana Shafi & Muhammad Fazal Ijaz, 2021. "A Fusion Framework for Forecasting Financial Market Direction Using Enhanced Ensemble Models and Technical Indicators," Mathematics, MDPI, vol. 9(21), pages 1-31, October.
  128. Meraz, M. & Alvarez-Ramirez, J. & Rodriguez, E., 2022. "Multivariate rescaled range analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 589(C).
  129. Suparna Biswas & Santanu Dutta, 2015. "Assessing Market Risk of Indian Index Funds," Global Business Review, International Management Institute, vol. 16(3), pages 511-523, June.
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