Testing the Weak Form Efficiency of Shanghai Stock Exchange with Artificial Neural Networks
The efficiency of a market has been a longstanding topic for research. On one side, researchers have provided numerous empirical studies in supporting the market efficiency; on the other side, market participants have been searching for new techniques for the prediction the market and applying vario...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2007
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| Online Access: | https://eprints.nottingham.ac.uk/21512/ |