Name: Weak Form Efficiency Tests
Price: 23.12 EUR
Availability: InStock
Author: Björn Schubert
ISBN: 9783640378562

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Physical Book

Publisher

Grin Verlag

Author

Björn Schubert

Language

English

Pages

Format

Paperback

ISBN13

9783640378562

Weak Form Efficiency Tests

Björn Schubert (Author) · Grin Verlag · Paperback

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Synopsis "Weak Form Efficiency Tests"

Seminar paper from the year 2009 in the subject Business economics - Investment and Finance, 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.

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Weak Form Efficiency Tests - Björn Schubert

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