Design/Methodology/Approach : This chapter applies tests associated with the adaptive market hypothesis (AMH) and Johansen cointegration test. AMH acknowledges the views of the efficient market hypothesis and behavioural finance approach. Purpose : Cryptocurrencies are considered a new asset...

This paper empirically investigates the effects of the recent global crisis on the degree of efficiency or return predictability of three CEE unit-linked insurance markets by testing the martingale difference hypothesis (MDH), applying the variance ratio tests using ranks and signs by Wright...