THE MARKET EFFICIENCY OF THE STOCK MARKET IN SERBIA
The main purpose of this study is to test whether the stock market in Serbia is weak-form efficient. This is assessed by employing two different approaches: tests of random walk theory and tests of predictability of technical analysis. In order to test weak-form market efficiency, the Ljung-Box test...
| Main Author: | Cvetkovic, Tamara |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2007
|
| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/20919/ |
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