Search Results - subject:"Weak form efficiency"

The Stock Exchange of Suriname : returns, volatility, correlations, and weak-form efficiency

Bodeutsch, Denice; Franses, Philip Hans - In: Emerging markets finance & trade : a journal of the … 51 (2015) 1, pp. 130-139

Persistent link: https://www.econbiz.de/10011344353

Opportunities for international portfolio diversification across the South Eastern European region

Okičić, Jasmina - In: International review of entrepreneurship : IRE 13 (2015) 3, pp. 215-232

Persistent link: https://www.econbiz.de/10011662931

Does the Indian stock market exhibit random walk?

Dsouza, Janet Jyothi; Mallikarjunappa, T. - In: Paradigm : the journal of Institute of Management Technology 19 (2015) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10011761334

Efficiency across Time: Evidence from the Nigerian Stock Exchange

Emenike, Kalu O. - Volkswirtschaftliche Fakultät, … - 2008

This paper examines the Weak-Form Efficient Market Hypothesis across time for the Nigerian Stock Exchange (NSE) by hypothesizing Normal Distribution and Random walk in periodic return series. Monthly all share indices of the NSE are examined for three periods including January 1985 to December...

Persistent link: https://www.econbiz.de/10008560049

Rise of the 'tiger cub' economies: an empirical investigation of Southeast Asian stock market efficiency

Heng, Panha; Niblock, Scott J. - In: International Journal of Economics and Business Research 8 (2014) 4, pp. 474-489

This paper assesses the evolving efficiency status of Southeast Asian (SEA) 'tiger cub' stock markets. The weak-form efficient market hypothesis (EMH) is examined using daily price index data and variance ratio tests from 2000 to 2012. We also explore two diverse sub-periods of economic activity...

Persistent link: https://www.econbiz.de/10010944860

Testing the weak-form efficiency of the WTI crude oil futures market

Jiang, Zhi-Qiang; Xie, Wen-Jie; Zhou, Wei-Xing - In: Physica A: Statistical Mechanics and its Applications 405 (2014) C, pp. 235-244

The weak-form efficiency of energy futures markets has long been studied and empirical evidence suggests controversial …

Persistent link: https://www.econbiz.de/10010931546

Testing the evolution of crude oil market efficiency: Data have the conn

Zhang, Bing; Li, Xiao-Ming; He, Fei - In: Energy Policy 68 (2014) C, pp. 39-52

Utilising a time-varying GAR (1)-TGARCH (1,1) model with different frequency data, we investigate the weak-form … efficiency of major global crude oil spot markets in Europe, the US, the UAE and China for the period from December 2001 to …

Persistent link: https://www.econbiz.de/10010753218

Testing weak-form market efficiency on the TSX

Shiller, Ilona; Radikoko, Ishmael - In: The journal of applied business research 30 (2014) 3, pp. 647-658

Persistent link: https://www.econbiz.de/10010370935

Trading with tigers : a technical analysis of Southeast Asian stock index futures

Heng, Panha; Niblock, Scott J. - In: International economic journal 28 (2014) 4, pp. 679-692

Persistent link: https://www.econbiz.de/10010504177

Rise of the "tiger cub" economies : an empirical investigation of Southeast Asian stock market efficiency

Heng, Panha; Niblock, Scott J. - In: International journal of economics and business research 8 (2014) 4, pp. 474-489

Persistent link: https://www.econbiz.de/10011333195