Reference health
The Adaptive Market Hypothesis and Stock Return Predictability: Evidence from Major Stock Indices
2 of 40 checkable references need attention · checked 2026-08-27
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.2307/2328575
does not resolve to a known work10.2307/1392131
The 38 checked references that resolve
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Is the US stock market becoming weakly efficient over time? Evidence from 80-year-long data
resolves10.1016/j.jimonfin.2012.03.003
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
resolves10.1080/09603107.2013.802089
Bulgarian stock market relative predictability: BSE-Sofia stocks and South East European markets
resolves10.1111/j.1540-6261.1977.tb03312.x
STABILITY TESTS FOR ALPHAS AND BETAS OVER BULL AND BEAR MARKET CONDITIONS
resolves10.1016/j.ribaf.2014.03.002
Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange
resolves10.1016/j.iref.2006.01.001
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
resolves10.1016/j.ememar.2013.11.001
Do emerging markets become more efficient as they develop? Long memory persistence in equity indices
resolves10.1016/j.jempfin.2007.07.001
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests
resolves10.1016/j.jempfin.2011.08.002
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data
resolves10.2139/ssrn.931071
The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics
resolves10.1016/j.physa.2006.10.013
Ranking market efficiency for stock markets: A nonlinear perspective
resolves10.1111/j.1467-6419.2009.00611.x
THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE
resolves10.1080/00036846.2011.613782
Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests
resolves10.1093/rfs/1.1.41
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
resolves10.1016/j.eswa.2014.06.004
A note on the relationship between market efficiency and adaptability – New evidence from artificial stock markets
resolves10.1080/09603107.2012.714068
Middle Eastern stock markets: absolute, evolving and relative efficiency
resolves10.1016/j.physa.2014.07.036
US stock market efficiency over weekly, monthly, quarterly and yearly time scales
resolves10.1080/1351847x.2011.628682
The changing and relative efficiency of European emerging stock markets
resolves10.1016/j.irfa.2013.03.005
Efficient or adaptive markets? Evidence from major stock markets using very long run historic data
resolves10.1016/j.irfa.2014.08.003
Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data
The 5 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedref6
no DOI — not checkedOn the impossibility of informationally efficient markets
no DOI — not checkedReconciling efficient markets with behavioural finance: the adaptive markets hypothesis
no DOI — not checkedref39
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