Testing the weak-form version of the efficient markets hypothesis
thesis
posted on 2002-01-01, 00:00authored byMark. Buchanek
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.