Download or read book An Empirical Investigation of the Efficient Market Hypothesis the Case of the Athens Stock Exchange written by and published by . This book was released on 1992 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Empirical Investigation of the Efficient Market Hypothesis in Various Time Frequencies Using Economic Financial and Accounting Data written by Theophano Patra and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Empirical Investigation of the Efficient Market Hypothesis written by Christos Alexakis and published by . This book was released on 1992 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Theoretical and Empirical Analysis of Stock Market Efficiency written by Achillefs Karakotsios and published by . This book was released on 1998 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Empirical Investigation of the Efficient Stock Market Hypothesis written by Jianing Fang and published by . This book was released on 2005 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Money and Stock Returns written by Jean-Louis Masson and published by . This book was released on 1982 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Empirical Investigation of Seasonal and Size Anomalies in the Athens Stock Exchange written by Leda Condoyanni and published by . This book was released on 1989 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Effects of Annual Earnings on Stock Prices written by George Giannakakis and published by . This book was released on 2001 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Efficient Market Hypothesis and a Change to L I F O written by Rory Francis Murphy Knight and published by . This book was released on 1981 with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An empirical investigation of the performance of the Athens Stock Exchange written by Ioannis K. Spirtos and published by . This book was released on 1994 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Testing Market Efficiency written by Saqib Nisar and published by . This book was released on 2014 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: As per definition of efficient market hypothesis (EMH), there is a need that stock prices should reflect all available information in the market and no investor is able to earn excess return on the basis of some secretly held private, public or historical information. Efficient market hypothesis (EMH) can be further divided into three sub hypotheses depending upon the information set involved and these are weak form efficient market hypothesis, semi strong form efficient market hypothesis and strong form efficient market hypothesis. This study has examined the weak form of efficiency on the six major stock exchanges that are present in North-America and Europe including NYSE Composite (USA), S&P TSX Composite (Canada), FTSE 100 Index (UK), CAC 40 (France), DAX 30 (Germany) and IBEX 35 (Spain). Historical index values are gathered on a monthly, weekly and daily basis for a period of 14 Years (July 1997 to June 2011). Two statistical tests including runs test, and variance ratio test were applied for analysis and results. It is found in the process that two out of six developed stock markets of North-America and Europe doesn't follow Random-walk and hence NYSE Composite, S&P TSX Composite, DAX 30 (Germany) and IBEX 35 (Spain) are the weak form of efficient markets.
Download or read book The Efficient Market Hypothesis written by Georgios Andreas Svarnias and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Testing the Efficient Market Hypothesis Using Panel Data With Application to the Athens Stock Exchange written by Everton Dockery and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper performs unit root tests using panel data to investigate empirically stock price efficiency of the Athens stock market. Our Wald test statistics reject the random walk hypothesis for stock prices, which is a necessary condition for market efficiency.
Download or read book Profitability of Trading Strategies Before and During the Greek Crisis written by Efstathios Xanthopoulos and published by . This book was released on 2017 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates the profitability of technical trading rules in the Athens Stock Exchange (ASE), utilizing the FTSE Large Capitalization index over the seven-year period 2005-2012, which was before and during the Greek crisis. The technical rules that will be explored are the simple moving average, the envelope (parallel bands) and the slope (regression). We compare technical trading strategies in the spirit of Brock, Lakonishok, and LeBaron (1992), employing traditional t-test and Bootstrap methodology under the Random Walk with drift, AR(1) and GARCH(1,1) models. We enrich our analysis via Fourier analysis technique (FFT) and more statistical tests. The results provide strong evidence on the profitability of the examined technical trading rules, even during recession period (2009-2012), and contradict the Efficient Market Hypothesis.
Download or read book The Chinese Stock Market written by Nicolaas Groenewold and published by Edward Elgar Publishing. This book was released on 2004-01-01 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: '. . . this book succeeds in its mission of analysing the efficiency, predictability and profitability of the Chinese stock market. It is strongly recommended to scholars. It is additionally recommended to practitioners involved in the market, sharing its prosperity and avoiding the possible risk. This book is also recommended to the students who want to learn the systematic application of econometric modelling to market efficiency analysis.' - Shiguang Ma, Economic Record The emergence of a stock market in China only occurred a decade ago and it remains something of an unknown quantity to many observers and traders outside of the country. This book provides an extensive historical and empirical analysis of the Chinese stock-market, the development of which is an integral part of the process of economic modernization that began in China in the late 1970s.
Download or read book Index to Theses with Abstracts Accepted for Higher Degrees by the Universities of Great Britain and Ireland and the Council for National Academic Awards written by and published by . This book was released on 2008 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Efficient Market Hypothesis Revisited written by Nuray Ergül Kondak and published by . This book was released on 1997-01-01 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt:
