Testing the weak-form version of the efficient markets hypothesis

Buchanek, Mark. 2002, Testing the weak-form version of the efficient markets hypothesis, M.Ec. thesis, School of Economics, Deakin University.

Attached Files
Name Description MIMEType Size Downloads

Title Testing the weak-form version of the efficient markets hypothesis
Author Buchanek, Mark.
Institution Deakin University
School School of Economics
Faculty Faculty of Business and Law
Degree name M.Ec.
Date submitted 2002
Keyword(s) Stock exchanges - Australia
Efficient market theory
Summary 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.
Language eng
Description of original [vii], iii, 127 leaves ; 30 cm.
Dewey Decimal Classification 332.64294
Persistent URL http://hdl.handle.net/10536/DRO/DU:30026633

Connect to link resolver
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 0 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 364 Abstract Views, 0 File Downloads  -  Detailed Statistics
Created: Thu, 01 Apr 2010, 15:45:35 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.