Weak-form Efficiency Market Hypothesis: An empirical study on Vietnam stock market
This study aims to investigate the weak-form efficiency of Vietnam stock market using test of randomness including autocorrelation test, runs test, variance ratio test and unit root tests. The study used daily and weekly data from 16 samples including VN-Index, HNX-Index and ten individual stocks fr...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2016
|
| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/36578/ |
| _version_ | 1848795307077271552 |
|---|---|
| author | Tran, Nhat |
| author_facet | Tran, Nhat |
| author_sort | Tran, Nhat |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | This study aims to investigate the weak-form efficiency of Vietnam stock market using test of randomness including autocorrelation test, runs test, variance ratio test and unit root tests. The study used daily and weekly data from 16 samples including VN-Index, HNX-Index and ten individual stocks from July 28th, 2000 to June 31st, 2016. The result from all tests consistently indicates that Vietnam stock market is still weak-form inefficient. |
| first_indexed | 2025-11-14T19:30:00Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-36578 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T19:30:00Z |
| publishDate | 2016 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-365782017-10-19T16:57:36Z https://eprints.nottingham.ac.uk/36578/ Weak-form Efficiency Market Hypothesis: An empirical study on Vietnam stock market Tran, Nhat This study aims to investigate the weak-form efficiency of Vietnam stock market using test of randomness including autocorrelation test, runs test, variance ratio test and unit root tests. The study used daily and weekly data from 16 samples including VN-Index, HNX-Index and ten individual stocks from July 28th, 2000 to June 31st, 2016. The result from all tests consistently indicates that Vietnam stock market is still weak-form inefficient. 2016-09-15 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/36578/1/Dissertation%20to%20be%20submit%20ver2.1.pdf Tran, Nhat (2016) Weak-form Efficiency Market Hypothesis: An empirical study on Vietnam stock market. [Dissertation (University of Nottingham only)] English |
| spellingShingle | English Tran, Nhat Weak-form Efficiency Market Hypothesis: An empirical study on Vietnam stock market |
| title | Weak-form Efficiency Market Hypothesis: An empirical study on Vietnam stock market |
| title_full | Weak-form Efficiency Market Hypothesis: An empirical study on Vietnam stock market |
| title_fullStr | Weak-form Efficiency Market Hypothesis: An empirical study on Vietnam stock market |
| title_full_unstemmed | Weak-form Efficiency Market Hypothesis: An empirical study on Vietnam stock market |
| title_short | Weak-form Efficiency Market Hypothesis: An empirical study on Vietnam stock market |
| title_sort | weak-form efficiency market hypothesis: an empirical study on vietnam stock market |
| topic | English |
| url | https://eprints.nottingham.ac.uk/36578/ |