Search Results - subject:"Weak-form EMH"

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Efficient market hypothesis in China stock markets

Yuan, Kechen - In: Proceedings of the 5th International Conference on …, (pp. 788-800). 2022

Persistent link: https://www.econbiz.de/10013355174

Weak-form efficiency after global financial crisis : emerging stock market evidence

Emenike, Kalu O. - In: Journal of emerging market finance 16 (2017) 1, pp. 90-113

Persistent link: https://www.econbiz.de/10011691190

Rise of the 'tiger cub' economies: an empirical investigation of Southeast Asian stock market efficiency

Heng, Panha; Niblock, Scott J. - In: International Journal of Economics and Business Research 8 (2014) 4, pp. 474-489

This paper assesses the evolving efficiency status of Southeast Asian (SEA) 'tiger cub' stock markets. The weak-form efficient market hypothesis (EMH) is examined using daily price index data and variance ratio tests from 2000 to 2012. We also explore two diverse sub-periods of economic activity...

Persistent link: https://www.econbiz.de/10010944860

Market efficiency of the Post Communist East European stock markets

Dragotă, Victor; Ţilică, Elena Valentina - In: Central European journal of operations research : CEJOR … 22 (2014) 2, pp. 307-337

Persistent link: https://www.econbiz.de/10010356919

Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange

Lim, Kian-Ping; Liew, Venus Khim-Sen; Wong, Hock-Tsen - EconWPA - 2003

of KLSE CI returns series. Unlike previous studies, the present one relates the evidence to the popular weak-form EMH and …. Along the line of our interpretations, we are able to offer some plausible explanations as to why weak-form EMH generally … they can be exploited by investors. Looking from a micro perspective, we are able to rationalize the co-existence of weak-form …

Persistent link: https://www.econbiz.de/10005125068