Are Equity Markets Efficient? Evidence from Emerging Economy

This study investigates that whether Karachi Stock Exchange is efficient or otherwise over the period from July 1997 to April 2010. To examine the efficiency, various stock market anomalies (i.e. Days of week Effect, With-in month Effect, Turn of Month Effect) have been estimated.Results show no evidence for presence of Days of week Effect whereas the presence of other two effects cannot be rejected

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Year of publication:	2011
Authors:	Saeed, Syed Kashif
Other Persons:	Sargana, Shahid Mehmood (contributor) ; Ayub, Usman (contributor)
Publisher:	[2011]: [S.l.] : SSRN
Subject:	Effizienzmarkthypothese \| Efficient market hypothesis \| Schwellenländer \| Emerging economies \| Aktienmarkt \| Stock market

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Extent:	1 Online-Ressource (12 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Interdisciplinary Journal of Contemporary Research in Business, Vol. 3, No. 1, pp. 417-28, May 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments may 1, 2011 erstellt
Classification:	C10 - Econometric and Statistical Methods: General. General ; G12 - Asset Pricing ; G15 - International Financial Markets
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013123113