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 10 of 10 for “"Weak-form efficiency"”.
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Regime change and weak form efficiency of South African foreign exchange markets
The paper examines the empirical evidence about how a change in monetary policy affects return predictability. Samples of daily Rand/dollar. Rand/euro and Rand/sterling exchange rates for 1995 to 2005 were used. February 2000 was the date for a regime-shift and the sample is divided into two sample …
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Econometrics analysis of Weak form efficiency and Calendar effects in Dar es salaam Stock Exchange
… study investigated the empirical evidence for weak-form efficiency hypothesis, the empirical evidence to suppose the presence of the day of the week effect and the empirical evidence to suppose the presence of month of the year effect. The daily closing market index and monthly closing market …
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Long memory in bond market returns: a test of weak-form efficiency in Botswana's bond market
… model, this dissertation examines the efficiency of Botswana's bond market. It focuses on the properties of the return and volatility of the Fleming Asset Bond Index (the main aggregate fixed income benchmark index in Botswana) over the period September 2009 to May 2019. The weak-form …
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Stock Market Efficiency in Frontier Capital Markets: Testing Weak form Efficiency of the Dar es Salaam Stock Exchange
The 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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The Evolution of Efficiency in the Chinese Stock Market
<p>This dissertation examines the weak-form efficiency of the Chinese stock market and provides evidence on how the market efficiency evolved throughout the last three decades. The Shanghai Composite Index (SSEC) and the Shenzhen Component Index (SZSE) are the primary indicators of the Chinese …
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Modelling football match results and testing the efficiency of the betting market
… in the market. A dataset consisting of information from the most recent 11 years from six European countries has been used. Evidence is found of departures from weak-form efficiency. The betting odds on offer do not reflect their true probabilities and evidence is found showing favourite …
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The effect of South African and international macro-economic variables on the South African Stock Market
… and quarterly basis, to provide further information on whether the relationships between the selected variables and the stock market are affected by the timing of the data or the level of noise within the data set. The variables are tested using time series Ordinary Least Squares (OLS) …
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The impact of sovereign credit rating changes on financial market returns in Africa
… credit rating announcements bridge the information gap between investors and issuers of securities is debatable. Thus, this thesis investigates the effects of the information provided by credit rating agencies on financial markets in 30 African countries during the period of 1994 to 2014 …
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Market Efficiency of African Stock Markets
… stock markets has raised questions about their efficiency. This thesis examined the weak-form informational efficiency of African stock markets. The aim therefore of this thesis is to test the efficiency of African stock markets in the weak-form of the Efficient Market Hypothesis (EMH) for eight …
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The impact of Islamic Debt on firm performance
… Islamic debt on firm value and firm financial performance by observing two groups, namely Malaysian firms and Indonesian firms. The study in particular considers (i) the impact of Islamic debt on firm value and firm financial performance, (ii) the Islamic debt announcement effect on stock return, …