An Empirical Study on Random Walk and Market Efficiency in London Stock Exchange under Normal Period and Crisis Period

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An Empirical Study on Random Walk and Market Efficiency in London Stock Exchange under Normal Period and Crisis Period

This paper examines random walk hypothesis for daily data of FTSE 100 index. Conforming to random walk hypothesis implies weak form market efficiency. Observation period starts on 2nd April of 1984 and terminates on 28th Mar of 2013. By dividing observation period into normal period, 2008 global fin...

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Bibliographic Details
Main Author:	Feng, Li
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2013
Online Access:	https://eprints.nottingham.ac.uk/26550/

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