Search Results - subject:"Weak form efficiency"

Research of Weak Form Efficiency in Baltic States‘ Stock Exchange Markets

Meškauskaitė, Viltė - 2010

Research object – the weak form efficiency in the Baltic States stock markets.Research aim – to measure the existence … of the weak form efficiency in the Baltic States stock markets.Research objectives:1. to define a conception of the … existence of the weak form efficiency in the stock markets;4. to prove empirically the weak form efficiency in the Baltic States …

Persistent link: https://www.econbiz.de/10009478700

An Empirical Re-Examination of the Weak Form Efficient Markets Hypothesis of the Ghana Stock Market Using Variance-Ratios Tests

Ntim, Collins G.; Opong, Kwaku K.; Danbolt, Jo - In: The African Finance Journal 9 (2007) 2, pp. 1-25

This study empirically re-examines the weak form efficient markets hypothesis of the Ghana Stock Market using a new robust non-parametric variance-ratios test in addition to its parametric alternative. The main finding is that stock returns are conclusively not efficient in the weak form,...

Persistent link: https://www.econbiz.de/10008503532

Time-varying Informational Efficiency in China's A-Share and B-Share Markets

Li, Xiao-Ming - In: Journal of Chinese Economic and Business Studies 1 (2003) 1, pp. 33-56

-share markets, with a focus placed on the following issues: changing weak-form efficiency, the leverage effect, and information …

Persistent link: https://www.econbiz.de/10005472377

How Efficient are Africa's Emerging Stock Markets?

Magnusson, M.; Wydick, B. - In: Journal of Development Studies 38 (2002) 4, pp. 141-156

results for weak-form efficiency in the emerging African stock markets compare favourably with those performed on other …

Persistent link: https://www.econbiz.de/10005475858

The effect of the establishment of an organized exchange on weak form efficiency: the case of Istanbul Gold Exchange

Muradoglu, Gulnur; Akkaya, Nese; Chafra, Jamel - In: The European Journal of Finance 4 (1998) 1, pp. 85-92

Evidence is presented from IGE (the Istanbul Gold Exchange) that an institutional regulation such as the establishment of an organized exchange is an important component of informational efficiency that should not be disregarded in the process of financial liberlization.

Persistent link: https://www.econbiz.de/10009218999