Testing the weak-form version of the efficient markets hypothesis
Data(s) |
01/01/2002
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Resumo |
This thesis examines the weak-form efficiency of the Australian stock market using data from Australia's major banking stocks, the Banking Index and the All Ordinaries Index. Applying a combination of existing technical analysis indicators, coupled with a relatively new technique known as Sequential (TM) reveals that the Australian stock market is weak-form inefficient. |
Identificador | |
Idioma(s) |
eng |
Publicador |
Deakin University, Faculty of Business and Law, School of Economics |
Relação |
http://dro.deakin.edu.au/eserv/DU:30026633/buchanek-testingtheweak-2002.pdf |
Palavras-Chave | #Stock exchanges - Australia #Efficient market theory |
Tipo |
Thesis |