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https://mt.osce-academy.kg/handle/123456789/382Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Estayev, Azamat | - |
| dc.date.accessioned | 2021-03-10T22:51:24Z | - |
| dc.date.available | 2021-03-10T22:51:24Z | - |
| dc.date.issued | 2014 | - |
| dc.identifier.uri | https://mt.osce-academy.kg/handle/123456789/382 | - |
| dc.description.abstract | This paper examines the validity of the Efficient Market Hypothesis in its weak-form for four equity markets in Kazakhstan, Russia, and Ukraine. Serial correlation in returns, runs test, unit root tests and variance ratio tests of daily price index data reveal a rejection of efficiency. The results reported here stand in sharp contrast to the plethora of investigations that vindicate of this hypothesis. | en_US |
| dc.language.iso | en | en_US |
| dc.subject | Efficient Market Hypothesis | en_US |
| dc.subject | Market | en_US |
| dc.subject | Kazakhstan | en_US |
| dc.subject | Russia | en_US |
| dc.subject | Ukraine | en_US |
| dc.title | Chink in the Armor of Efficient Market Hypothesis: Case for Kazakhstan, Russia and Ukraine | en_US |
| dc.type | Thesis | en_US |
| Appears in Collections: | 2014 | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Azamat Estayev.pdf Restricted Access | 428.17 kB | Adobe PDF | View/Open Request a copy |
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