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Market Efficiency for the Pakistan Stock Market · Study

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ArticleMarket Efficiency for the Pakistan Stock Market

Madhumita Chakraborty2006

Article2006

Market Efficiency for the Pakistan Stock Market

Madhumita Chakraborty

30 citations·0/0 files stored·South Asia Economic Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

Abstract

Keywords: Efficient market hypothesis, random walk hypothesis, variance ratio test, ARMA Modelling.

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References

1977Time Series Analysis: Forecasting and Control 1970Efficient Capital Markets: A Review of Theory and Empirical Work 1985Does the Stock Market Overreact?1991Efficient Capital Markets: II 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1988Dividend yields and expected stock returns 1988Permanent and Temporary Components of Stock Prices 1990Evidence of Predictable Behavior of Security Returns

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Details

Year2006

Typearticle

Published2006-03-01

VenueSouth Asia Economic Journal

ISSN-L0973-077X

Languageen

Citations30

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1177/139156140500700104

openalex_workW2003998952

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