Weak-form Efficiency Market Hypothesis: An empirical study on Vietnam stock market

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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...

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Bibliographic Details
Main Author:	Tran, Nhat
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2016
Subjects:	English
Online Access:	https://eprints.nottingham.ac.uk/36578/

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