TESTING THE WEAK-FORM MARKET EFFICIENCY OF THE CYPRUS STOCK EXCHANGE (CSE)

The primary objective of this study is to test whether the Cyprus Stock Exchange (CSE) is atleast weak form efficient. Tests of randomness and tests of predictability via the use of technical analysis will be the fundamental approaches for the investigation purposes. The test of autocorrelations,...

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Bibliographic Details
Main Author: Kyriacou, John
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2008
Subjects:
Online Access:https://eprints.nottingham.ac.uk/22034/