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Current stock prices, therefore, are unpredictable. These two have been the subject of debate in financial literature. A considerable amount of research has been carried out in examining the efficiency of stock market price formation. A vast majority of these studies were unable to reject the efficient market theory as reported by Fama’s (1970) survey.
Subsequent empirical research (Fama & French,1988; Poterba & Summers,1988; Lo & Mackinlay,1988; Urruti,1995), however, provides evidence that stock prices do not follow a random walk. Several empirical tests are available to test the RWH. The traditional tests of the RWH include the Runs Test and the Serial Correlation Test...
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Common topics in this essay:
- Asia'S Lessons For Emerging Markets
- Credit Default Swaps in Emerging Markets
- Developing Partner In Emerging Markets
- Emerging Markets of Latin America
- IBM'S STOCK PRICE
- Life Cycles Of Emerging Markets
- Predictability Of Stock Price Returns In Select Emerging Markets
- Sample Size
- Series A Preferred Stock
- Study of Emerging markets
- The Legacy That Got Left On The Shelf - Unilever And Emerging Markets
- Time Series Analysis
- The Behavior Of Emerging Market Returns
- Applying Time Series Methodologies
- Bubbles in stock markets
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