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Keywords: Adaptive markets hypothesis
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Journal Articles
Journal:
Managerial Finance
Managerial Finance (2024) 50 (11): 1971–1990.
Published: 22 August 2024
...Dacio Villarreal-Samaniego Purpose This research aims to examine the time-varying behavior of the Weekend, Turn-of-the-Month, January, and Halloween effects in eight foreign exchange rates against the U.S. dollar from the Adaptive Market Hypothesis (AMH) perspective. It also explores whether...
