PSI-20 and global indexes stock market efficiency
AbstractThis paper is an abstract from my Master degree in Finance. The dissertation discusses the hypothesis that world financial markets indexes are efficient in their weak form.
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Bibliographic InfoPaper provided by EconWPA in its series Finance with number 0507004.
Length: 2 pages
Date of creation: 04 Jul 2005
Date of revision:
Note: Type of Document - pdf; pages: 2
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Random Walk I; II; III; Martingale; Efficiency; variance ratios; Arch and Garch.;
Find related papers by JEL classification:
- G - Financial Economics
This paper has been announced in the following NEP Reports:
- NEP-ALL-2005-07-11 (All new papers)
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