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PSI-20 and global indexes stock market efficiency

Author

Listed:
  • Miguel Rodrigues

Abstract

This paper is an abstract from my Master degree in Finance. The dissertation discusses the hypothesis that world financial markets indexes are efficient in their weak form.

Suggested Citation

  • Miguel Rodrigues, 2005. "PSI-20 and global indexes stock market efficiency," Finance 0507004, University Library of Munich, Germany.
    • Handle: RePEc:wpa:wuwpfi:0507004
    Note: Type of Document - pdf; pages: 2
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    File URL: https://econwpa.ub.uni-muenchen.de/econ-wp/fin/papers/0507/0507004.pdf
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    More about this item

    Keywords

    Random Walk I; II; III; Martingale; Efficiency; variance ratios; Arch and Garch.;
    All these keywords.

    JEL classification:

    • G - Financial Economics

    Statistics

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