Is the Market Efficiency Static or Dynamic – Evidence from Colombo Stock Exchange (CSE)
نویسندگان
چکیده
منابع مشابه
Dynamic Relationship between Interest Rate and Stock Price: Empirical Evidence from Colombo Stock Exchange
This study examines the causal relationship between stock price and interest rate, using monthly data for the period from January 2007 to December 2013. All Share Price Index (ASPI) in Colombo Stock Exchange is used for the stock prices and the details on interest rate have been collected from the data released by the Central Bank of Sri Lanka. Augmented Dickey Fuller test was used to find out ...
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ژورنال
عنوان ژورنال: Kelaniya Journal of Management
سال: 2018
ISSN: 2448-9298,2279-1469
DOI: 10.4038/kjm.v7i1.7551