Tests of the Efficient Markets Hypothesis

Erhard Reschenhofer, Michael A. Hauser

Publikation: Wissenschaftliche FachzeitschriftOriginalbeitrag in FachzeitschriftBegutachtung

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Abstract

This paper surveys various statistical methods that have been proposed for the examination of the efficiency of financial markets and proposes a novel procedure for testing the predictability of a time series. For illustration, this procedure is applied to Austrian stock return series.
OriginalspracheEnglisch
Seiten (von - bis)31
FachzeitschriftAustrian Journal of Statistics
Jahrgang26
Ausgabenummer1
DOIs
PublikationsstatusVeröffentlicht - 1997

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