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On the Testing of Adaptive Markets Hypothesis Using Rolling Windows

https://doi.org/10.2139/ssrn.4649079
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The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach
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The adaptive market hypothesis of Decentralized finance (DeFi)
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Identifying periods of market inefficiency for return predictability
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On the evolution of cryptocurrency market efficiency
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How predictable are precious metal returns?
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Testing the Martingale Difference Hypothesis
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Adaptive market hypothesis and investor sentiments: global evidence
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Are Investors Reluctant to Realize Their Losses?
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Does the Stock Market Overreact?
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Relative Efficiency of G8 Sovereign Credit Default Swaps and Bond Scrips: An Adaptive Market Hypothesis Perspective
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Cryptocurrencies, gold, and WTI crude oil market efficiency: a dynamic analysis based on the adaptive market hypothesis
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On the Impossibility of Informationally Efficient Markets
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