The Adaptive Market Hypothesis：An empirical study on the UK stock market

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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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Bibliographic Details
Main Author:	WANG, KAIXIN
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2019
Subjects:	Adaptive Market Hypothesis;Market efficiency; January effect
Online Access:	https://eprints.nottingham.ac.uk/57716/

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