The Adaptive Market Hypothesis：An empirical study on the UK stock market
This paper uses the FTSE 350 daily data and subsample method to detect the Adaptive Market Hypothesis (AMH) in the UK stock market. We performed a range of linear and nonlinear tests on sixteen two-yearly subsamples to capture the time-varying characteristic of market efficiency from 1987 to 2018. B...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2019
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| Online Access: | https://eprints.nottingham.ac.uk/57716/ |