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)
2016-05-30
Weak form efficient market hypothesis
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12608/27543