Efficient Market Hypothesis Empirical Test to Debunk the Weak Form Using Selected Stocks

Autor:	Ritabrata Bhattacharyya, Angad Singh, Christian Ayemoma Apolaagoa, Annetta Namakobo
Rok vydání:	2020
Předmět:	Efficient-market hypothesis Competition (economics) Empirical research Financial economics media_common.quotation_subject Economics Affect (psychology) Normality media_common
Zdroj:	SSRN Electronic Journal.
ISSN:	1556-5068
DOI:	10.2139/ssrn.3686552
Popis:	Myths associated with the Efficient Market Hypothesis (EMH) do not necessarily reflect the reality in the performance of investments on the market. Several myths are associated with the EMH which ought to be tested empirically using various mathematical methods and models. There are other competitive concepts which contradict established theories associated with the EMH. This project was informed by keen interest in the performance of investors on the market and how their very actions affect the performance of the entire market amidst changes in securities information. With this, the project seeks to establish various myths associated with the EMH, debunk same and establish facts to add up to existing literature in addressing the competition on the market and how changes in information affect investors as well as their reactions.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::ed57c7676d8ec1aabf8a628654642bb2 https://doi.org/10.2139/ssrn.3686552 Zobrazit plný text záznamu