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Anotace 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.

Parametry knihy

Zařazení knihy Knihy v angličtině Economics, finance, business & management Business & management

• Plný název: Weak Form Efficiency Tests
• Autor: Björn Schubert
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 36
• EAN: 9783640378562
• ISBN: 3640378563
• ID: 01622923
• Nakladatelství: Grin Publishing
• Hmotnost: 59 g
• Rozměry: 210 × 148 × 2 mm
• Datum vydání: 21. July 2009

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