Does the Adaptive Market Hypothesis explain the evolution of emerging markets efficiency? Evidence from the Moroccan financial market

This paper scrutinizes different aspects of the Adaptive Market Hypothesis (AMH) in the Moroccan financial market over the period from January 1992 to September 2019 through different approaches. On the basis of daily returns on MASI index, we measure the evolution of efficiency degree based on the...

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Detalles Bibliográficos
Autores principales: Lekhal, Mostafa, El Oubani, Ahmed
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7371764/
https://www.ncbi.nlm.nih.gov/pubmed/32715124
http://dx.doi.org/10.1016/j.heliyon.2020.e04429

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7371764/
https://www.ncbi.nlm.nih.gov/pubmed/32715124
http://dx.doi.org/10.1016/j.heliyon.2020.e04429

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