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Market efficiency

C/F/1305. Behaviour of stock market indices in USA and Germany

WORDS:
1900
DATE:
2011
PRICE:
19.99 GBP

The paper touches on the topics of behavioural finance and stock market theory analyzing the behaviour of US and German stock market indices since 2007 along the lines of autocorrelation and runs tests, the distribution of returns, and the validity of the efficient market hypothesis (EMH) in conditions of financial crisis and stock market collapse.

 

KEYWORDS: stock market indices, USA and Germany, efficient market hypothesis, EMH,

 
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