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Market efficiency

C/F/1236. An examination of the semi strong form of the efficient market hypothesis

WORDS:
1950
DATE:
2011
PRICE:
19.99 GBP

This paper examines the validity of the semi-strong form of the efficient market hypothesis. The study begins by introducing the background to the efficient market hypothesis, and follows with an examination of the concept of event studies. Cross sectional return predictability is then discussed, followed by a discussion regarding cross-sectional return predictability.

 

KEYWORDS: Semi-strong, efficient market hypothesis, event studies, Cross sectional return predictability,

 
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