Search Results - subject:"weak€“form"

Weak-form efficiency test in the czech equity market

Hájek, Jan - In: Politická ekonomie 2002 (2002) 3

This study tests the hypothesis of the weak form of capital market efficiency in the Czech Republic. Select statistical … with respect to the daily returns. The weak form of efficiency on the Czech equity market was not thus proved. However …

Persistent link: https://www.econbiz.de/10005258207

An empirical analysis of behaviour of stock market indices : evidences from selected developed and developing countries

Bajaj, Sushil; Sethi, Naman - In: Paradigm : the journal of Institute of Management Technology 20 (2016) 2, pp. 216-235

Persistent link: https://www.econbiz.de/10011803846

Modelling stock returns in Africa’s emerging equity markets.

Alagidede, Paul; Panagiotidis, Theodore - 2009

We investigate the behaviour of stock returns in Africa’s largest markets namely, Egypt, Kenya, Morocco, Nigeria, South Africa, Tunisia and Zimbabwe. The validity of the random walk hypothesis is examined and rejected by employing a battery of tests. Secondly we employ smooth transition and...

Persistent link: https://www.econbiz.de/10005518402

Modelling stock returns in Africa's emerging equity markets

ALAGIDEDE, PAUL; Panagiotidis, Theodore - Department of Economics, University of Stirling - 2009

We investigate the behaviour of stock returns in Africa's largest markets namely, Egypt, Kenya, Morocco, Nigeria, South Africa, Tunisia and Zimbabwe. The validity of the random walk hypothesis is examined and rejected by employing a battery of tests. Secondly we employ smooth transition and...

Persistent link: https://www.econbiz.de/10005368964

Testing the Weak Form Efficiency in Pakistan’s Equity, Badla and Money Markets

Rashid, Abdul; Husain, Fazal - Volkswirtschaftliche Fakultät, … - 2009

heteroscedasticity, that the KSE is weak-form efficient over the full-length sample period. Nevertheless, the analysis reports that over …The paper test the weak form market efficient hypothesis for Pakistan’s equity, badla and money markets with an aim to … investigate which one of them is most efficient in the weak form sense. The analysis provides evidence, under the assumption of …

Persistent link: https://www.econbiz.de/10008536077

International stock market efficiency and integration : Evidences from Asian and US markets

Seth, Neha; Sharma, A. K. - In: Journal of Advances in Management Research 12 (2015) 2, pp. 88-106

test and Granger causality test. Findings – It is concluded that the markets under study are inefficient in weak form which …

Persistent link: https://www.econbiz.de/10014840105

Test of weak-form market efficiency of an emerging market : evidence from Vietnam's stock market

Tran, Manh Tuyen; Nguyen, Trung Chinh - In: Vietnam's socio-economic development : a social science … 80 (2015), pp. 41-52

Persistent link: https://www.econbiz.de/10010492444

International stock market efficiency and integration : evidences from Asian and US markets

Seth, Neha; Sharma, A. K. - In: Journal of advances in management research : JAMR 12 (2015) 2, pp. 88-106

Persistent link: https://www.econbiz.de/10011429263

Do the stock market indices follow random walk?

Dsouza, Janet Jyothi; Mallikarjunappa, T. - In: Asia-Pacific journal of management research and … 11 (2015) 4, pp. 251-273

Persistent link: https://www.econbiz.de/10011446488

Efficient market hypothesis : a case study on national stock exchange

Shanthaamani, V.; Usha, V. B. - In: GITAM journal of management : a quarterly publication … 13 (2015) 2, pp. 209-217

Persistent link: https://www.econbiz.de/10011398435