Testing the weak-form version of the efficient markets hypothesis


Autoria(s): Buchanek, Mark.
Data(s)

01/01/2002

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

http://hdl.handle.net/10536/DRO/DU:30026633

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