PSI-20 and global indexes stock market efficiency

Miguel Rodrigues ()

Finance from University Library of Munich, Germany

Abstract: This paper is an abstract from my Master degree in Finance. The dissertation discusses the hypothesis that world financial markets indexes are efficient in their weak form.

Keywords: Random Walk I; II; III; Martingale; Efficiency; variance ratios; Arch and Garch. (search for similar items in EconPapers)
JEL-codes: G (search for similar items in EconPapers)
Pages: 2 pages
Date: 2005-07-04
Note: Type of Document - pdf; pages: 2
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https://econwpa.ub.uni-muenchen.de/econ-wp/fin/papers/0507/0507004.pdf (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpfi:0507004

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