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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.

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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

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