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615
Relative Performance Evaluation Hypothesis
"... In spite of strong theoretical motivation, empirical studies of executive compensation have provided only limited evidence of relative performance evaluation (RPE). Some research findings support a weak-form RPE hypothesis that executive pay is positively related to firm performance and negatively r ..."
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In spite of strong theoretical motivation, empirical studies of executive compensation have provided only limited evidence of relative performance evaluation (RPE). Some research findings support a weak-form RPE hypothesis that executive pay is positively related to firm performance and negatively
Are Chinese Stock Markets Weak-Form Efficient
- In: Proceedings of the 12 th Finsia-Melbourne Centre for Financial Studies Banking and Finance Conference
, 2007
"... * Key contact and conference presenter. This paper is derived from investigations undertaken in completion of Honours year research. 1 This paper evaluates whether or not Chinese stock markets are weak-form efficient, based on analysis of daily data of the Shanghai “A”, Shanghai “B”, Shenzhen “A”, S ..."
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* Key contact and conference presenter. This paper is derived from investigations undertaken in completion of Honours year research. 1 This paper evaluates whether or not Chinese stock markets are weak-form efficient, based on analysis of daily data of the Shanghai “A”, Shanghai “B”, Shenzhen “A
Testing Weak-form Efficiency in Greater Toronto Area
"... This paper examines the question of whether the market for residential real estate is informationally efficient, using the efficient market hypothesis paradigm. Utilizing housing prices, rents and property taxes in seven sub-markets within the Greater-Toronto Area (GTA), a measure for excess returns ..."
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returns is first constructed. Through an examination of the distribution and autocorrelations of the excessreturn data, it is determined that the market is not weak-form efficient. The next section of the paper proceeds to fit an ARIMA model to the excess-return data using the Box-Jenkins method
Testing the weak-form efficiency hypothesis in the Ukrainian stock market versus those of the
- 2014 Copyright ©, International Frequency Sensor Association (IFSA) Publishing
"... Abstract. Objective. This empirical research was made to test a weak-form market efficiency of the stock mar-ket index in Ukraine as compared with other countries ’ stock indexes. Data. Daily data were investigated for the period from August 2008 to October 2011. Methods. We applied different statis ..."
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Cited by 1 (0 self)
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Abstract. Objective. This empirical research was made to test a weak-form market efficiency of the stock mar-ket index in Ukraine as compared with other countries ’ stock indexes. Data. Daily data were investigated for the period from August 2008 to October 2011. Methods. We applied different
Market returns and weak-form efficiency: The case of the Ghana Stock Exchange
- Munich Personal RePEc Archive, MPRA Paper No
, 2008
"... This paper examines the weak-form efficient market hypothesis (EMH) in the case of the Ghana Stock Exchange (GSE) an emerging market. Daily returns from the Databank Stock Index (DSI) over a 5-year period 1999-2004 were used for the exercise. Random walk (RW) and GARCH(1,1) models are used as the ba ..."
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This paper examines the weak-form efficient market hypothesis (EMH) in the case of the Ghana Stock Exchange (GSE) an emerging market. Daily returns from the Databank Stock Index (DSI) over a 5-year period 1999-2004 were used for the exercise. Random walk (RW) and GARCH(1,1) models are used
Weak-form Market Efficiency of Shanghai Stock Exchange: An Empirical Study
, 2003
"... This paper investigates the weak-form efficient market hypothesis in Shanghai Stock Exchange using the data from April, 1996 to April, 2002. A set of tests based on the CAPM and another set of tests on the trading strategies are used. We propose the tests of the CAPM on two methodologies, which are ..."
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This paper investigates the weak-form efficient market hypothesis in Shanghai Stock Exchange using the data from April, 1996 to April, 2002. A set of tests based on the CAPM and another set of tests on the trading strategies are used. We propose the tests of the CAPM on two methodologies, which
Testing the Weak-form Efficiency Market Hypothesis: Evidence from Nigerian Stock Market
"... In recent years, the Nigerian Stock Exchange (NSE) has witnessed an unprecedented growth in market capitalization, membership, value and volume traded. By December 2007, the All Share Index has grown massively over 57,990.2 from 1113.4 in January 1993. This rising interest in investment opportunitie ..."
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opportunities in the NSE raises questions about its efficiency. This paper tests the Weak-form Efficient Market Hypothesis of the NSE by hypothesizing Normal distribution and Random walk of the return series. Daily and weekly All Share Index and five most traded and oldest bank stocks of the NSE are
Testing the Weak-Form Efficient Market Hypothesis: Using CNX Media from the Emerging National Stock Exchange
"... Capital market is one of the significant phases of every financial institution and now it’s playing a strategic role in a country’s economic growth. On the other hands, it gives flexibility for investor to choose investment based on their preference. Today India boasts of being the third largest tel ..."
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television market in the world. Entertainment Industry in India has registered an explosive growth in last two decades making it one of the fastest growing industries in India. The purpose of this study is to test the Weak Form Efficient Market Hypothesis in National Stock Exchange by taking the Daily
“The Evaluation of the Lithuanian Stock Market with the Weak-form Market Efficiency Hypothesis” Written by:
"... and is approved as such. Approval does not imply that Østfold University College takes responsibility for the applied methods, presented results or final conclusions presented in this work. ..."
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and is approved as such. Approval does not imply that Østfold University College takes responsibility for the applied methods, presented results or final conclusions presented in this work.
Weak-form Market Efficiency of an Emerging Market: Evidence from Dhaka Stock Market of Bangladesh.” Presented at ENBS Conference
, 2000
"... The vast majority of efficient market research to date has focused on the major United States and European securities market. Far fewer have investigated the developing and less developed countries markets; and no study on this area has been performed on the Dhaka Stock Exchange (DSE). The study see ..."
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Cited by 16 (0 self)
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seeks evidence supporting the existence of at least weak-form efficiency of the market. The sample includes the daily price indices of all the listed securities on the DSE for the period of 1988 to 1997. The hypothesis of the study is whether the Dhaka Stock Market is weakform efficient. The results
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615
