A study of efficiency in capital markets using stochastic models and simulated trading rules
This work attempts to approach the controversial topic of the efficient capital market hypothesis. The main purpose of this work is to test the validity of this hypothesis using data from the Athens Stock Exchange, as well as from four other stock markets. To this end trading rules as well as trad...
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| Language: | English |
| Published: |
2015
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| Online Access: | https://vsmart.lib.aegean.gr/webopac/FullBB.csp?WebAction=ShowFullBB&EncodedRequest=z*5Eq*CAv*E8*E9*F2*BBT*80*FC*96*83L*C4&Profile=Default&OpacLanguage=gre&NumberToRetrieve=50&StartValue=1&WebPageNr=1&SearchTerm1=2011%20.1.13211&SearchT1=&Index1=Keywordsbib&SearchMethod=Find_1&ItemNr=1 http://hdl.handle.net/11610/12235 |
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