Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 6 of 6 for “"Stock market efficiency"”.
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Stock market efficiency in developing countries: a case study of the Nairobi stock exchange.
This study extends evidence on the efficiency of stock markets in developing countries using data from the Nairobi Stock Exchange (NSE). Previous evidence from studies on stock markets in developing countries, and NSE in particular, is inconclusive. In many cases, the findings have not supported …
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Stock Market Efficiency in Frontier Capital Markets: Testing Weak form Efficiency of the Dar es Salaam Stock Exchange
… purpose of the study was to test the weak-form efficiency of the Dar es Salaam Stock Exchange (DSE). Data used include the daily stock prices of four of the indices of the Exchange for the period from December 2006 to December 2012 and 2015 for one of the indices. The four indices are Dar es …
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Testing Market Efficiency of MENA Equity Returns
… throughout the years after forming financial markets, the efficacies of these markets remain uncertain. To address this lacuna in the literature, this study explores the market efficiencies of the MENA financial markets by comparing and contrasting the impact of reforms on market efficiencies, …
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Internal stock market returns and systematic risk factors. An empirical investigation into the APT using macroeconomic factors and multivariate estimation
This thesis examines the relationship between stock market returns and systematic risk factors in twelve industrial countries. Using the APT framework, the thesis investigates the notion of international stock market integration versus segmentation in terms of pricing risk, international stock …
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Market Efficiency and Volatility Spillovers in the Amman Stock Exchange: A Sectoral Analysis
… investigates the weak-form of the Efficient Market Hypothesis (EMH) by examining the behaviour of equity returns in the Amman Stock Exchange (ASE). In particular, the 10 largest sectors in terms of market capitalisation and number of listed companies are considered. According to the weak-form …
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An analysis of monthly calendar anomalies in the Pakistani stock market: a study of the Gregorian and Islamic calendars
… monthly calendar anomalies in the Pakistani stock market for both the Gregorian calendar and its Islamic counterpart. This is one of the first studies to investigate both calendars for monthly seasonality in one investigation on the same dataset. Empirical studies of the Pakistani stock …