Khursheed, Ambreen; Naeem, Muhammad; Ahmed, Sheraz; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-15
This 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 automatic portmanteau test (AP) test on four-digital currencies; Bitcoin, Monaro, Litecoin, and Steller...
