Adaptive market hypothesis: an empirical analysis of time –varying market efficiency of cryptocurrencies

Ambreen Khursheed,Muhammad Naeem,Sheraz Ahmed,Faisal Mustafa

Adaptive market hypothesis: an empirical analysis of time –varying market efficiency of cryptocurrencies

2020

Ambreen Khursheed
Muhammad Naeem
Sheraz Ahmed
Faisal Mustafa

AbstractThis study examines the adaptive market hypothesis (AMH) in relation to time-varying market efficiency by using three tests namely Generalized Spectral (GS), Dominguez-Lobato (DL) and the a...

Keywords:

Digital currency
Econometrics
Adaptive market hypothesis
Economics
market efficiency
Cryptocurrency

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