Weak Form Efficiency Tests - Björn Schubert
-20% with code BOOKS
Shipping in 12-18 days
30-day return policy
Seminar paper from the year 2009 in the subject Business economics - Investment and Finance, 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 futu ... Full description
You May Also Like
TOP
Unreasonable Hospitality: The Remarkable Power of Giving People More Than They Expect
-20% with code BOOKS
In stock at our supplier
TOP
Never Split the Difference: Negotiating as if Your Life Depended on It
-20% with code BOOKS
In stock
TOP
The 7 Habits of Highly Effective People. 30th Anniversary Edition: Powerful Lessons in Personal Change
Jim Collins, Sean Covey, Stephen R. Covey
-20% with code BOOKS
In stock
TOP
Atomic Habits: An Easy & Proven Way to Build Good Habits & Break Bad Ones
-20% with code BOOKS
In stock at our supplier
TOP
Radical Candor: Be a Kick-Ass Boss Without Losing Your Humanity
-20% with code BOOKS
In stock at our supplier
TOP
The Psychology of Money: Timeless Lessons on Wealth, Greed, and Happiness
-20% with code BOOKS
In stock
TOP
The Infinity Machine: Demis Hassabis, DeepMind, and the Quest for Superintelligence
-20% with code BOOKS
In stock at our supplier
TOP
Vienna: How the City of Ideas Created the Modern World
-20% with code BOOKS
In stock at our supplier
TOP
1873: The Rothschilds, the First Great Depression, and the Making of the Modern World
-20% with code BOOKS
In stock at our supplier
TOP
The Hard Thing about Hard Things: Building a Business When There Are No Easy Answers
-20% with code BOOKS
In stock
TOP
The Lean Startup: How Today's Entrepreneurs Use Continuous Innovation to Create Radically Successful Businesses
-20% with code BOOKS
In stock
TOP
Radical Candor: Be a Kick-Ass Boss Without Losing Your Humanity
-20% with code BOOKS
In stock at our supplier
TOP
Co-Intelligence: Living and Working with AI
-20% with code BOOKS
In stock at our supplier
TOP
The First 90 Days: Proven Straegies for Getting up to Speed faster and smarter
-20% with code BOOKS
In stock at our supplier
TOP
Surrounded by Idiots Revised & Expanded Edition: The Four Types of Human Behavior and How to Effectively Communicate with Each in Business (and in Life)
-20% with code BOOKS
In stock at our supplier
TOP
The Common Good Economy: A New Compass
-20% with code BOOKS
In stock at our supplier
TOP
Berkshire Hathaway Letters to Shareholders: 1965-2024
-20% with code BOOKS
In stock at our supplier
Description
Seminar paper from the year 2009 in the subject Business economics - Investment and Finance, 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.
More Information
| Author | Björn Schubert |
|---|---|
| Publisher | GRIN Verlag |
| Release year | 2009 |
| Cover type | Softcover |
| EAN | 9783640378562 |