Tests of the Efficient Markets Hypothesis

Erhard Reschenhofer; Michael A. Hauser

doi:10.17713/ajs.v26i1.541

Tests of the Efficient Markets Hypothesis

Erhard Reschenhofer
, Michael A. Hauser

Statistics and Mathematics

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

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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.

Originalsprache	Englisch
Seiten (von - bis)	31
Fachzeitschrift	Austrian Journal of Statistics
Volume	26
Ausgabenummer	1
DOIs	https://doi.org/10.17713/ajs.v26i1.541
Publikationsstatus	Veröffentlicht - 1997

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10.17713/ajs.v26i1.541Lizenz: Nicht angegeben

541-Article Text-1535-1-10-20160403Endgültige, publizierte Fassung, 226 KBLizenz: CC BY

Zitat

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