1. Equity market informational effi ciency : history and development / Qaiser Munir and Sook Ching Kok -- 2. Equity market anomalies : concepts, classifications, theories and evidence / Qaiser Munir and Sook Ching Kok -- 3. The random walk hypothesis on the small and medium capitalized segment...

The present thesis comprises two rather independent chapters. In general, the diagnosis and quantification of dependence is a major aim of econometric studies. Along these lines, the concept of dependence serves as an encompassing framework to analyze time series with two very different...