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Testing the adaptive market hypothesis and its determinants for the Indian stock markets
10 references·11 citing·46 second hop
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this work references cited by second hop

References

  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
  • 2007Liquidity and Market Efficiency984 cited
  • 1998Fractals and Scaling in Finance: Discontinuity, Concentration, Risk418 cited
  • 2007Multi-scaling in finance376 cited
  • 1999What Triggers Market Jitters? A Chronicle of the Asian Crisis329 cited
  • 1999What triggers market jitters?308 cited
  • 1991Volatility Tests and Efficient Markets: A Review Essay180 cited
  • 1991Volatility tests and efficient markets166 cited
  • 2006Efficiency in emerging markets—Evidence from the MENA region163 cited

Cited by

  • 2019From efficient markets to adaptive markets: Evidence from the French stock exchange65 cited
  • 2019Are individual investors irrational or adaptive to market dynamics?63 cited
  • 2018An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China60 cited
  • 2018Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume60 cited
  • 2019Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices

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60 cited
  • 2020News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models45 cited
  • 2019Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent40 cited
  • 2022An Entropy Approach to Measure the Dynamic Stock Market Efficiency33 cited
  • 2017Determinants of idiosyncratic volatility: Evidence from the Indian stock market33 cited
  • 2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature29 cited
  • 2023The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis24 cited