Weak Form of Efficient Market Hypothesis: Evidence from Pakistan
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DOI: dx.doi.org/10.22547/BER/8.SE.1
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References listed on IDEAS
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Cited by:
- Muhammad Kashif & Rana Palwishah & Rizwan Raheem Ahmed & Jolita Vveinhardt & Dalia Streimikiene, 2021. "Do investors herd? An examination of Pakistan stock exchange," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2090-2105, April.
- Siddique, Maryam, 2023. "Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange," OSF Preprints 9b5dx, Center for Open Science.
- Jalal Shah & Attaullah Shah, 2018. "Contrarian and Momentum Investment Strategies in Pakistan Stock Exchange," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 57(3), pages 253-282.
- Erdas Mehmet Levent, 2019. "Validity of Weak-Form Market Efficiency in Central and Eastern European Countries (CEECs): Evidence from Linear and Nonlinear Unit Root Tests," Review of Economic Perspectives, Sciendo, vol. 19(4), pages 399-428, December.
- Mohsin Sadaqat & Hilal Anwar Butt, 2017. "Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 1-35, September.
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More about this item
Keywords
Weak form; efficient market hypothesis; random walk hypothesis; Pakistan;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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