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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...
Autores principales: | Lekhal, Mostafa, El Oubani, Ahmed |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier
2020
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Materias: | |
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 |
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