Weak form Efficiency of the Sri Lankan Stock Market From 2010 -2014

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 ...

Weak Form Efficiency of Selected Asian Stock Exchanges

The concept of efficient market hypothesis is important to better understand the functioning of the capital markets. The efficiency of the emerging markets assumes greater importance as the trend of investments is accelerating in these markets as a result of regulatory reforms and removal of other barriers for the international equity investments. This paper examines the weak form of the effici...

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...