An Empirical Study of MEH in China's Stock Market

MEH (Market Efficiency Hypothesis) has been discussed for several decades in world wide with has proposed by Fama in his PHD dissertation in 1965. This paper examines whether the market is efficient and to what extent the market is efficient in China's Stock Market. For statistic tests are appl...

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Bibliographic Details
Main Author: Li, Jing
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2007
Online Access:https://eprints.nottingham.ac.uk/21309/