Weak Form Efficiency Tests

Language: English

Published by GRIN Verlag, 2009

3640378563 / 9783640378562

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - Seminar paper from the year 2009 in the subject Business economics - Investment and Finance, printed single-sided, grade: 2,3, University of Edinburgh, language: English, abstract: While using standard tests of weak form market efficiency along with the more recent DELAY test, this report examines if the returns of six selected stocks and two decile indices follow a random walk which would evidence the non-predictability of future stock returns by historical prices which is a necessary condition for the weakest form of market efficiency. The evidence of four different measurement tests suggests that except of one stock all stocks and indices drift away from the weak form market efficiency hypothesis.

Seller Inventory # 9783640378562

Title
Weak Form Efficiency Tests
Author
Björn Schubert
Publisher
GRIN Verlag
Publication year
2009
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3640378563
ISBN 13
9783640378562
Item weight
68 grams
Dimensions
210x148x4 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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