The purpose of the thesis is testing the EMH in the weak form on Ftse Mib and Stoxx Europe 600 indexes using econometric and statistical tools. a comparison among the methodologies and a critical analysis of the results lead to empirical evidence that both indexes are weak efficent in the examined time frame ( jan. 1999 to feb. 2016)
Testing the "weak form efficient market" hypothesis: an analysis on european and italian equity markets
Mauro, Stefania
2016/2017
Abstract
The purpose of the thesis is testing the EMH in the weak form on Ftse Mib and Stoxx Europe 600 indexes using econometric and statistical tools. a comparison among the methodologies and a critical analysis of the results lead to empirical evidence that both indexes are weak efficent in the examined time frame ( jan. 1999 to feb. 2016)File in questo prodotto:
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https://hdl.handle.net/20.500.12608/27543