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 traditional linear time series models will be used. The structure of this work is the following: In the first chapter the relevant theory of the efficient market hypothesis is introduced. Moreover, the...
$aΗ εργασία έχει ψηφιοποιηθεί, αλλά ο συγγραφέας ΔΕΝ έχει ορίσει τα δικαιώματα πρόσβασης.