[PDF][PDF] Does the efficient market theory in the weak form exist? Evidence From Indonesia

B Hadianto, H Hendrik, T Yuwana - Jurnal Manajemen Indonesia, 2021 - academia.edu
In the weak-form market efficiency theory, investors cannot predict the movement of all
prices because of randomness. This circumstance happens because of a quick market …

[HTML][HTML] Static & Dynamic Models & Stock Market Efficiency Evaluation of TSE Listed Companies'

H Hekmat, A Rahmani, M Mola Nazari… - Financial Research …, 2021 - jfr.ut.ac.ir
Objective: The purpose of this paper is to evaluate weak-form market efficiency using static
(fixed-coefficient models) & dynamic (time-varying models) models. Studying efficient market …

Evaluation of Weak-Form Efficient Market Hypothesis in Zimbabwe Stock Exchange during Pandemic Period

WG Bonga, L Chimwai, I Choga - Sumerianz Journal of Economics …, 2023 - papers.ssrn.com
Stock markets, just like other sectors of businesses have been impacted by the COVID-19
pandemic. COVID-19 has caused things to change in some sort; behavior, culture, and …

Random walk tests for the MENA stock returns

ZA Asaad, BMR Omer - Journal of Enterprise and …, 2024 - journal.uinmataram.ac.id
Purpose—The current study seeks to understand whether individual stock returns exhibit
random movement and are not dependent (efficient at weak form) on fourteen out of sixteen …

Weak-form efficiency of the Nigerian capital market: Prior and post internationalization periods

DD Sunday, OV Olulu-Briggs - Gusau International Journal of …, 2021 - gijmss.com.ng
Abstract The Random Walk approach was employed to test the Weak-Form Efficient Market
Hypothesis (EMH) in the Nigeria Stock Exchange (NSE); prior and post internationalization …

A Critical Review of the Market Efficiency Concept

KH Mustafa, AM Ahmed - Shirkah: Journal of Economics and Business, 2020 - shirkah.or.id
The market efficiency hypothesis has attracted a notable number of economists to conduct
investigations in this field. It could be considered as an effective method of driving investors …

[PDF][PDF] Improving the efficency of the Vietnam stock market

PT Nghia, TK Blokhina - … in Business-Related Scientific Research Journal, 2020 - absrc.org
The article makes an assessment about the efficiency of Vietnamese stock market in the
period 2015-2018. The analysis showed that the Vietnam's stock market did not achieve the …

The Market Efficiency of Socially Responsible Indices in India

A Goel, N Sahay - International Journal of Finance …, 2023 - journal.srnintellectual.com
Socially Responsible Indices allow investors to invest in those companies which are
deemed to be socially responsible. These indices comprise those constituent companies …

[PDF][PDF] Weak form of efficiency hypotheses: Empirical modeling with box-Pierce, ADF and ARCH tests

S Theiri, A Ati - International Journal of Financial …, 2020 - pdfs.semanticscholar.org
The aim of this paper is to analyze the information efficiency after period of revolution. In
particularly, it is a question of testing the weak form of efficiency on the Tunisian stock …

Fiscal Policy and Stock Market Efficiency in the USA: An ARDL Bounds Testing Approach

MA Adams - Journal of Accounting, Business and Finance …, 2020 - ideas.repec.org
The basic aim of this study is to evaluate the market efficiency hypothesis by using the fiscal
policy information implemented in the context of the New York Stock Exchange. In order to …