Weak Form Efficiency Tests
Language: English
Published by GRIN Verlag Jul 2009, 2009
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 16.55
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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 36 pp. Englisch.
Seller Inventory # 9783640378562
- Title
- Weak Form Efficiency Tests
- Author
- Björn Schubert
- Publisher
- GRIN Verlag Jul 2009
- Publication year
- 2009
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3640378563
- ISBN 13
- 9783640378562
- Item weight
- 68 grams
- Dimensions
- 210x148x4 mm
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BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
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