SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China
16 references·8 citing·34 second hop
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China (2018)An empirical analysis of the Adaptive Mar…The Econometrics of Financial Markets (2012)The Econometrics of Financial…The New Palgrave dictionary of economics (2008)The New Palgrave dictionary o…Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis (2005)Reconciling Efficient Markets…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics (2001)GARCH 101: The Use of ARCH/GA…Stocks for the Long Run (1994)Stocks for the Long RunAn Examination of the Robustness of the Weekend Effect (1989)An Examination of the Robustn…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …A monthly effect in stock returns (1987)A monthly effect in stock ret…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Capital market seasonality: The case of stock returns (1976)Capital market seasonality: T…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The adaptive markets hypothesis: Insights into small stock market efficiency (2024)The adaptive markets hypothes…The adaptive market hypothesis of Decentralized finance (DeFi) (2022)The adaptive market hypothesi…Adaptive Market Hypothesis and Time-varying Contrarian Effect: Evidence From Emerging Stock Markets of South Asia (2022)Adaptive Market Hypothesis an…Adaptive calendar effects and volume of extra returns in the cryptocurrency market (2021)Adaptive calendar effects and…Does the Adaptive Market Hypothesis explain the evolution of emerging markets efficiency? Evidence from the Moroccan financial market (2020)Does the Adaptive Market Hypo…Adaptive market hypothesis and investor sentiments: global evidence (2020)Adaptive market hypothesis an…Modeling Investor Behavior Using Machine Learning: Mean‐Reversion and Momentum Trading Strategies (2019)Modeling Investor Behavior Us…Historical evolution of monthly anomalies in international stock markets (2019)Historical evolution of month…Statistical principles in experimental design. (1962)Time Series Analysis: Forecasting and Control (1977)Stock Prices and Volume (1992)Another Look at the Cross-Section of Expected Stock Returns (1995)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)New frontiers for arch models (2002)Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm (2010)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Prospect Theory: An Analysis of Decision under Risk (1979)An Evolutionary Theory of Economic Change. (1983)Prospect theory: An analysis of decision under risk (1988)Institutional Investors and the Informational Efficiency of Prices (2009)Sustainable Development and Financial Markets (2015)Machine learning techniques and data for stock market forecasting: A literature review (2022)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)A Test of the Efficiency of a Given Portfolio (1989)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Culture and Institutions: Economic Development in the Regions of Europe (2010)Neighborhoods and health (2010)Growth and Structural Transformation (2013)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
  • 2008The New Palgrave dictionary of economics1,601 cited
  • 1976Capital market seasonality: The case of stock returns1,229 cited
  • 2001GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics1,224 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1987A monthly effect in stock returns720 cited
  • 1994Stocks for the Long Run567 cited
  • 2005Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis542 cited
  • 1989An Examination of the Robustness of the Weekend Effect

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

438 cited

Cited by

  • 2020Does the Adaptive Market Hypothesis explain the evolution of emerging markets efficiency? Evidence from the Moroccan financial market44 cited
  • 2019Historical evolution of monthly anomalies in international stock markets30 cited
  • 2019Modeling Investor Behavior Using Machine Learning: Mean‐Reversion and Momentum Trading Strategies25 cited
  • 2020Adaptive market hypothesis and investor sentiments: global evidence23 cited
  • 2024The adaptive markets hypothesis: Insights into small stock market efficiency22 cited
  • 2021Adaptive calendar effects and volume of extra returns in the cryptocurrency market22 cited
  • 2022The adaptive market hypothesis of Decentralized finance (DeFi)22 cited
  • 2022Adaptive Market Hypothesis and Time-varying Contrarian Effect: Evidence From Emerging Stock Markets of South Asia21 cited