An Empirical Study on Weak Form Efficiency of Indian Stock Market

Empirical Study of the Weak Form of EMH on Indian Stock Market

Efficiency of stock markets is an essential characteristic to provide fair investment opportunities to all class of investors. It suggests that no investor shall be able to make abnormal gains using any information or by way of analysis. An understanding about the level of efficiency explores avenues for unnatural profits from the stock market. Efficient markets tend to immediately reflect all ...

Weak-Form Efficiency In The German Stock Market

weak-form efficiency in the german stock market

Testing on Weak Form Market Efficiency Hypothesis: The Evidence from Dhaka Stock Market Year 2004-2012

The purpose of this study is to test The Weak Form Efficient Market Hypothesis in Dhaka’s Stock Market. The study examined the distribution of equity returns by dividing the sample period into two sub periods of daily DSE General Index (DGEN) and sub periods are sample-1(2004-2007), and sample-2 (2008-2012). Also, monthly general index starting from 1990 to 2012 are taken as sample to test the ...

Stock Market Seasonality: A Study of the Indian Stock Market

1.0 Introduction Seasonal variations in production and sales are a well known fact in business. Seasonality refers to regular and repetitive fluctuation in a time series which occurs periodically over a span of less than a year. The main cause of seasonal variations in time series data is the change in climate. For example, sales of woolen clothes generally increase in winter season. Besides th...