Khuntia, Sashikanta; Pattanayak, J.K. - In: International Journal of Emerging Markets 17 (2021) 9, pp. 2137-2165
Purpose: This study broadly attempts to explore adaptive or dynamics patterns of calendar effects existed in the cryptocurrency market as per the adaptive market hypothesis (AMH) framework. Another agendum of this study is to investigate the quantum of extra returns which may result from the...