The Analysis of Weak-Form Efficiency in the Market of Crude Oil

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Elmar Grater,Jean Struweg

AbstractThis paper furthers the work on efficiency of developing markets with specific focus on the JSE Limited. Empirical work on the efficiency of the JSE has been mixed; evidence both in favour of and against weak form efficiency is prominent. If mark... ver más

Revista: Journal of Economic and Financial Sciences (JEF)

Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models

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Serpil TURKYILMAZ,Mesut BALIBEY Pág. 400 - 410

This study examines the weak-form market efficiency of Pakistan Stock Market namely Karachi Stock Exchange for the period 2010-2013. The efficiency of stock market has tested by using ARFIMA-FIGARCH models estimated under different distribution assumptio... ver más

Revista: International Journal of Economics and Financial Issues

Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 ? 2009)

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Pyemo Afego Pág. 340 - 347

This paper examines the weak-form of the efficient markets hypothesis for the Nigerian Stock Exchange (NSE) by testing for random walks in the monthly index returns over the period 1984-2009. The results of the non-parametric runs test show that index re... ver más

Revista: International Journal of Economics and Financial Issues

An Essay on the Foreign Exchange Rate Expectations in Brazil

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Wagner Piazza Gaglianone,Ana Luiza Louzada Pereira Pág. pp. 55 - 100

This article analyses the behavior of the Brazilian exchange rate (Real/US dollar) and the corresponding values forecasted by the market agents, from 2001 (November) to 2004 (may). We use the data-base of the Brazilian Central Bank, called Sistema de Exp... ver más

Revista: Revista Brasileira de Finanças

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