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Weak-Form Efficiency

Analysis and Tests on Weak Form Efficiency of the EU Carbon Emission Trading Market

Analysis and Tests on Weak Form Efficiency of the EU Carbon Emission Trading Market

... DOI: 10.4236/lce.2018.91001 16 Low Carbon Economy market reached a certain scale as the trading volume was gradually enlarged and the liquidity was greatly enhanced; second, policies were gradually stabilized, the ...

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Testing weak form efficiency of capital markets: A case of Pakistan

Testing weak form efficiency of capital markets: A case of Pakistan

... semi-strong form efficiency and strong-form efficiency (Mobarek & Keasey, ...market efficiency is an important concept in terms of an understanding, their performance of the working ...

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Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 – 2009)

Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 – 2009)

... market efficiency in Africa’s emerging markets is scant and the existing evidence ...the weak-form efficiency for the Nigerian stock ...

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Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak Form Efficiency

Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak Form Efficiency

... The MSE has been investing heavily in its infrastructure in anticipation of greater investor interest and security market activity. The MSE has improved its technological capability by adopting the Millennium IT ...

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Testing weak form efficiency of exchange traded funds market

Testing weak form efficiency of exchange traded funds market

... tests include serial correlation tests and Augmented Dickey-Fuller (ADF) unit root test. Non parametric tests used is the Phillips-Peron (PP) unit root test. All the tests are per- formed on a sample of 66 equity-linked ...

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Empirically Testing Weak Form Efficiency Of Indian Stock Market: Pre And Post Demonetization

Empirically Testing Weak Form Efficiency Of Indian Stock Market: Pre And Post Demonetization

... the weak form efficiency of Indian stock ...the Weak Form of Market Efficiency of selected NSE Listed companies for two year before and after ...testing Weak Form ...

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Testing the Weak Form Efficiency of Islamabad Stock Exchange (ISE)

Testing the Weak Form Efficiency of Islamabad Stock Exchange (ISE)

... three form of stock market on the basis of flow of ...the weak form efficiency in which share prices reflect all the past historical share prices of stock ...the weak form ...

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Stock Market Efficiency in Frontier Capital Markets: Testing Weak form Efficiency of the Dar es Salaam Stock Exchange

Stock Market Efficiency in Frontier Capital Markets: Testing Weak form Efficiency of the Dar es Salaam Stock Exchange

... The purpose of the study was to test the weak-form efficiency of the Dar es Salaam Stock Exchange (DSE). Data used include the daily stock prices of four of the indices of the Exchange for the period ...

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A GARCH Approach for the Assessment of Weak-Form-Efficiency and Seasonality Effect: Evidence from Mauritius

A GARCH Approach for the Assessment of Weak-Form-Efficiency and Seasonality Effect: Evidence from Mauritius

... The EMH tries to explain why stock market prices appear to follow a random walk, i.e., that their daily variation is a random value following the Gaussian distribution. The theoretical groundwork of the EMH was first ...

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TESTING WEAK-FORM EFFICIENCY OF INDIAN STOCK MARKETS

TESTING WEAK-FORM EFFICIENCY OF INDIAN STOCK MARKETS

... This study examines the random walk hypothesis to determine the validity of weak-form efficiency for two major stock markets in India. The random walk hypothesis is examined using unit root tests ...

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Weak-Form Efficiency In The German Stock Market

Weak-Form Efficiency In The German Stock Market

... he implications of the efficient market hypothesis are important in assessing public policy issues. This paper attempts to examine the weak-form efficiency of the DAX stock market. Five randomly ...

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Testing for weak form efficiency of Crude Palm Oil Spot and Futures Markets: New Evidence from a GARCH Unit Root Test with Multiple Structural Breaks

Testing for weak form efficiency of Crude Palm Oil Spot and Futures Markets: New Evidence from a GARCH Unit Root Test with Multiple Structural Breaks

... namely, weak-form efficiency, semi- strong-form efficiency and strong-form efficiency (Fama, ...the weak form of the EMH. The weak-form EMH ...

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TESTING WEAK FORM EFFICIENCY OF SECTORAL INDICES OF NATIONAL STOCK EXCHANGE

TESTING WEAK FORM EFFICIENCY OF SECTORAL INDICES OF NATIONAL STOCK EXCHANGE

... Weak form efficiency: when in a market current prices of stocks already reflect past information of stocks regarding price and volume then it is called weak form efficient ...strong ...

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Market Returns and Weak Form Efficiency: the case of the Ghana Stock Exchange

Market Returns and Weak Form Efficiency: the case of the Ghana Stock Exchange

... market efficiency described in the financial markets ...informational efficiency are more likely to retain higher operational and allocational efficiencies (Müslümov et al, ...

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

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

... The negative autocorrelation in repo rates implies that the repo rate in Pakistan overreact to insider as well as outsider information. The rate therefore falls back to normal after following the first remarkable ...

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RE-EXAMINE THE WEAK FORM MARKET EFFICIENCY: THE CASE OF AMMAN STOCK EXCHANGES

RE-EXAMINE THE WEAK FORM MARKET EFFICIENCY: THE CASE OF AMMAN STOCK EXCHANGES

... the weak form of efficient market hypothesis on Amman stock exchanges (ASE); investigates the random walk hypothesis to determine the validity of the weak form ...the weak form ...

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TEST OF WEAK AND SEMI-STRONG FORM EFFICIENCY OF NIGERIAN FOREIGN EXCHANGE MARKET

TEST OF WEAK AND SEMI-STRONG FORM EFFICIENCY OF NIGERIAN FOREIGN EXCHANGE MARKET

... of efficiency depending on the information set; the weak form efficiency, the semi-strong form efficiency and the strong form ...The weak form ...

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AN EMPIRICAL STUDY OF WEAK FORM OF MARKET EFFICIENCY: A CASE OF ENERGY STOCKS OF INDIA

AN EMPIRICAL STUDY OF WEAK FORM OF MARKET EFFICIENCY: A CASE OF ENERGY STOCKS OF INDIA

... The weak form efficiency is commonly known as “random walk ...be weak form efficient contends that, if the currents prices such as: buying & selling volumes, prices and other market ...

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Testing the weak form market efficiency and the day of the week effects of some African countries

Testing the weak form market efficiency and the day of the week effects of some African countries

... of weak form efficiency on the monthly stock prices of 59 Nigerian companies by using the autocorrelation function ...were weak form efficient after having corrected the individual ...

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The Test of the Efficiency of the Saudi Financial Capital Markets at Weak Form: An Empirical Study of the TASI Index and Sub-Indices of the Saudi Market

The Test of the Efficiency of the Saudi Financial Capital Markets at Weak Form: An Empirical Study of the TASI Index and Sub-Indices of the Saudi Market

... the weak form efficiency of the Saudi capital ...the efficiency of the Saudi market and others which proved the inefficiency of the Saudi market at the level of low ...the weak ...

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