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Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic

Since the level of markets’ information efficiency is key to profiteering by strategic players, Shocks; such as the COVID-19 pandemic, can play a role in the nature of markets’ information efficiency. The martingale difference and conditional heteroscedasticity tests are used to evaluate the Adaptiv...

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Detalles Bibliográficos
Autores principales: Okorie, David Iheke, Lin, Boqiang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8582086/
http://dx.doi.org/10.1016/j.najef.2021.101397