Random walk tests for the Lisbon stock market
This article reports the results of tests on the weak-form market efficiency applied to the PSI-20 index prices of the Lisbon stock market from January 1993 to December 2006. As an emerging stock market, it is unlikely that it is fully information-efficient, but we show that the level of weak-form e...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Texto completo: | http://hdl.handle.net/10400.5/26312 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/26312 |