Efficient Market Hypothesis
By Stephen F. LeRoy. 2010
367 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/669e3d70ddd5cd3b780e4d347df97d4d7485b393
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- George S. Atsalakis
- Marzena Rostek
- Kimon P. Valavanis
- Jonathan M. Blackledge
- Marek Weretka
- Tugrul U. Daim
- Erkam Güresen
- Gülgün Kayakutlu
In Finance
Citations in the corpus
- Stock trend forecasting in turbulent market periods using neuro-fuzzy systems (2015, background): “However, our approach contradicts EMH because can forecast effectively the stock trend.”
- PRICE INFERENCE IN SMALL MARKETS (2012, background): “Equilibrium price affects the decomposition (8) through two countervailing effects.”
- Application of the Fractional Diffusion Equation for Predicting Market Behaviour (2010, background): “It is often stated that asset prices should follow Gaussian random walks because of the Efficient Market Hypothesis (EMH) [1], [2] and [3].”
- Stock price prediction using LSTM, RNN and CNN-sliding window model (2017, background): “However the scope of the work was limited, but it helped in establishing evidences against EMH [11].”