Efficient or adaptive markets? Evidence from major stock markets using very long run historic data
By Andrew Urquhart, Robert Hudson. 2013
177 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/708da35b4fdabbe8070e2aadb1841bbcce8ec54f
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
- Teh Ying Wah
- Arman Khadjeh Nassirtoussi
- David Chek Ling Ngo
- Saeed Reza Aghabozorgi
- Laith Mohammad Abualigah
- Ahamad Tajudin Abdul Khader
In Finance
Citations in the corpus
- Text mining for market prediction: A systematic review (2014, background): “Urquhart and Hudson (2013) have conducted a comprehensive empirical investigation on the Adaptive Markets Hypothesis (AMH) in three of the most established stock markets in the world; the US, UK and Japanese markets using very long run data.”