The adaptive market hypothesis in the high frequency cryptocurrency market
Sign Up to like & getrecommendations! Published in 2019 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2019.05.008
Abstract: Abstract This paper investigates the adaptive market hypothesis (AMH) with respect to the high frequency markets of the two largest cryptocurrencies — Bitcoin and Ethereum, versus the Euro and US Dollar. Our findings are consistent… read more here.
Keywords: adaptive market; high frequency; market hypothesis; efficiency ... See more keywords
The Efficient IPO Market Hypothesis: Theory and Evidence
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Financial and Quantitative Analysis"
DOI: 10.1017/s0022109019000784
Abstract: We derive the optimal underwriting method and the quantitative initial public offering (IPO) pricing rule that this method implies in a market with informational frictions consisting of fully rational banks, issuers, and investors. In an… read more here.
Keywords: ipo market; hypothesis theory; efficient ipo; market hypothesis ... See more keywords
The Efficient Market Hypothesis and the Fractal Market Hypothesis: Interfluves, Fusions, and Evolutions
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DOI: 10.1177/21582440221082137
Abstract: The fractal market hypothesis (FMH) is one of the frontier theories of emerging finance and nonlinear science. The relationship between the FMH and the efficient market hypothesis (EMH) is easy to be confused, and its… read more here.
Keywords: hypothesis fractal; efficient market; market hypothesis; market ... See more keywords
The Long-Run Impact of Information Security Breach Announcements on Investors’ Confidence: The Context of Efficient Market Hypothesis
Sign Up to like & getrecommendations! Published in 2021 at "Sustainability"
DOI: 10.3390/su13031066
Abstract: Information and communication technologies (ICTs) are the cornerstone for sustainable development, but if they are not appropriately managed, they will impede progress towards the United Nations Global Sustainable Development Goals. Among undesirable impacts, emphasis must… read more here.
Keywords: investors confidence; breach announcements; run impact; efficient market ... See more keywords