SEMI-STRONG FORM EFFICIENCY OF NIFTY 50 INDEX: AN EMPIRICAL TESTING IN RELATION TO RIGHTS ISSUE ANNOUNCEMENTS
نویسندگان
چکیده
منابع مشابه
Testing Semi-strong Form Efficiency of Stock Market
The efficient market hypothesis suggests that stock markets are “informationally efficient”. That is, any new information relevant to the market is spontaneously reflected in the stock prices. A consequence of this hypothesis is that past prices cannot have any predictive power for future prices once the current prices have been used as an explanatory variable. In other words the change in futu...
متن کاملmorphology, geochemistry, mineralogy, and micromorphology of soils of hormozgan province in relation to parent materials
ویژگی های زمین شیمیایی، کانی شناسی، و میکرومورفولوژیکی خاک ها و سنگ مادر مربوطه در منطقه بین بخش های جنوبی زاگرس و خلیج فارس تا دریای عمان(استان هرمزگان، ایران) مورد بررسی قرار گرفت. هدف های این مطالعه شناسایی تغییرات در خصوصیات فیزیکی، شیمیایی، و ترکیب کانی شناسی خاک، مطالعه میکرومورفولوژی و تکامل خاک، و بررسی توزیع عنصر خاک بر اساس هوازدگی، پروسه های خاک و زمین شناسی جهت توصیف اثرات مواد مادر...
15 صفحه اولFuzzy Candlestick Approach to Trade S&P CNX NIFTY 50 Index using Engulfing Patterns
Stock market prediction is an important area of financial forecasting, which is of great interest to stock investors, stock traders and applied researchers. To determine the buy and sell time is one of the most important issues for investors in stock market. In this paper, a fuzzy approach using the famous candlestick method to stock market timing is investigated. Drawing candlesticks are very ...
متن کاملAn Empirical Evaluation of Testing Efficiency during Non-operational Testing
In this paper we discuss the question of growth of testing efficiency during non-operational testing. "Learning" is said to occur if there is an improvement in the efficiency of testing during a testing phase. Our work indicates that in practice very little actual "learning" may take place during non-operational testing, particularly if test duration and testsuite size is subject to a priori co...
متن کاملWeak-Form and Semi-Strong-Form Stock Return Predictability Revisited
T paper makes indirect inference about the time variation in expected stock returns by comparing unconditional sample variances to estimates of expected conditional variances. The evidence reveals more predictability as more information is used, and there is no evidence that predictability has diminished in recent years. Semi-strong-form evidence suggests that time variation in expected returns...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: EPRA International Journal of Multidisciplinary Research (IJMR)
سال: 2019
ISSN: 2455-3662
DOI: 10.36713/epra3817