Testing the weak-form market efficiency of the Vietnamese Stock Market.

QR Code

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...

Full description

Bibliographic Details
Main Author:	Bui, My Chau
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Subjects:	Market efficiency random walk hypothesis technical analysis.
Online Access:	https://eprints.nottingham.ac.uk/20587/

Similar Items

TESTING THE WEAK-FORM MARKET EFFICIENCY OF THE CYPRUS STOCK EXCHANGE (CSE)
by: Kyriacou, John
Published: (2008)

Indian Capital Markets: A Study on Efficiency and Development
by: Jayaram, Tejesh
Published: (2008)

Testing the Weak Form Efficiency of Shanghai Stock Exchange with Artificial Neural Networks
by: Wong, Tai-chi Alick
Published: (2007)

Stock Market Efficiency and Momentum Effect:Evidence from Chinese Stock Market
by: Zheng, Huiyi
Published: (2020)

Testing Weak Form of Market Efficiency by Application of Simple Technical Trading rules on the Indian Stock Market
by: Agarwal, Ankit
Published: (2006)

The Adaptive Market Hypothesis：An empirical study on the UK stock market
by: WANG, KAIXIN
Published: (2019)

Forecast Exchange Rate with Box Jenkins Model: An Empirical Study
by: Zheng, Jingwen
Published: (2012)

A Review of the Efficient Markets Hypothesis & The Elliot Wave Analysis: An empirical Investigation
by: Keshava, Gaurav
Published: (2007)

Is the P/E ratio good predictor of Stock Return in Saudi Stock Market both in long and short term?
by: Al-Rashoud, Abdullah
Published: (2005)

Testing the Efficiency of the Foreign Exchange Spot Market in Iran
by: Borhan-Azad, Lida
Published: (2006)

Commodity futures and momentum trading: implications for behavioural finance
by: Calder, Dan, et al.
Published: (2009)

Is there stock market efficiency in Malaysia?
by: Sui Suyin, Crystal
Published: (2007)

Testing Weak-Form Efficiency of The Chinese Stock Market and Hong Kong Stock Market
by: Lei, Zhuolin
Published: (2012)

Do acquiring-firm shareholders win or lose? Evidence from Europe.
by: Moreth, Robert
Published: (2005)

Three essays in intraday momentum, market efficiency and market liquidity
by: Khan, Ali Shakil
Published: (2020)

THE MARKET EFFICIENCY OF THE STOCK MARKET IN SERBIA
by: Cvetkovic, Tamara
Published: (2007)

Examination of Efficient Market Hypothesis in Indian Stock Markets and behavioural patterns of Institutional and Individual Investors in India
by: Jain, Shruti
Published: (2006)

The buy-write strategy, index investment and the efficient market hypothesis: more Australian evidence
by: O'Connell, Darren, et al.
Published: (2009)

Market Structure and Cost Efficiency in China Banking Sector
by: Ye, Fengting
Published: (2016)

Are securitised real estate markets efficient?: New international evidence based on an improved automatic Portmanteau test
by: Su, J., et al.
Published: (2012)

Efficiency of Gulf Cooperation Council banks: empirical evidence using data envelopment analysis
by: Aghimien, Peter A., et al.
Published: (2016)

Weak-form Efficiency Market Hypothesis: An empirical study on Vietnam stock market
by: Tran, Nhat
Published: (2016)

A study on the emerging markets to compare the performances between conventional and Islamic stock markets due to the emergence of Covid-19 pandemic: an empirical analysis based on volatility, efficiency and integration
by: Hossain, Fyrooz Maisha
Published: (2021)

Mechanisms of dispersion in a porous medium
by: Dentz, M., et al.
Published: (2018)

Investigating the Efficiency of Ghanaian banks before and after the minimum capital requirement increase
by: Obeng, Rosina
Published: (2013)

Does the single currency for EU resolve the exchange rate volatility and purchasing power parity puzzle?
by: Manzur, Meher, et al.
Published: (2008)

Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?
by: Burns, Kelly, et al.
Published: (2015)

The Monetary Model of Exchange Rates is Better than the Random Walk in Out-Of-Sample Forecasting
by: Moosa, I., et al.
Published: (2013)

The Analysis of Market Power and Efficiency on Performance of French Banking Industry
by: AKTYPI, THEOFANO
Published: (2018)

Identification of stock market manipulation: a case study
by: Simpson, John, et al.
Published: (2008)

The investigation of the market disequilibrium in the stock market
by: Park, Jin Suk
Published: (2013)

An empirical testing of informational efficiency in Bangladesh capital market: Informational efficiency in Bangladesh capital market
by: Joarder, Munim, et al.
Published: (2014)

Demystifying the Meese-Rogoff Puzzle
by: Moosa, I., et al.
Published: (2015)

Pore-scale simulation of NMR response
by: Talabi, O., et al.
Published: (2009)

A reappraisal of the Meese–Rogoff puzzle
by: Moosa, I., et al.
Published: (2014)

The Meese-Rogoff Puzzle: What Puzzle?
by: Moosa, I., et al.
Published: (2015)

An Analysis of Loan Loss Provisioning Behaviour in Chinese Banking Sector
by: CHENG, CHEN
Published: (2017)

Test of Weak Form Efficiency: An Empirical Study of the Malaysian Foreign Exchange Market
by: Lim, Pei Mun
Published: (2011)

Implications of consensus target prices
by: Munda, Gal
Published: (2009)

Causal Relations Between Macroeconomic Factors and Vietnamese Stock Market Returns: A Johansen Cointegration Test
by: Nguyen, The Huy
Published: (2018)