Testing the weak-form market efficiency of the Vietnamese Stock Market.
The main intention of this study is to test whether the Vietnamese stock market is weak-form efficient. This is investigated by employing two different approaches, including tests of randomness and tests of predictability through the examination of the applicability and validity of technical analysi...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2006
|
| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/20587/ |