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Viac informácií o knihe Weak Form Efficiency Tests

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Anotácia knihy

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

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Business & management

• Celý názov: Weak Form Efficiency Tests
• Autor: Björn Schubert
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 36
• EAN: 9783640378562
• ISBN: 3640378563
• ID: 01622923
• Nakladateľ: Grin Publishing
• Hmotnosť: 59 g
• Rozmery: 210 × 148 × 2 mm
• Dátum vydania: 21. July 2009

Obľúbené z iného súdka

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