Adaptive market hypothesis and time-varying contrarian effect: Evidence from emerging stock markets of South Asia
This study contributes to the growing debate on the relation between varying stock market conditions and the profitability of stock market anomalies. We investigate the effect of changed market conditions on time-varying contrarian profitability in order to examine the presence of the Adaptive Marke...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
SAGE Publications Inc
2022
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/33575/ |
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