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Endnote
Test of The Weak Form Efficient Market Hypothesis for The Istanbul Stock Exchange By Markov Chains Methodology
2005
Journal:  
Çukurova Üniversitesi Sosyal Bilimler Enstitüsü Dergisi
Author:  
Abstract:

In this study Markov chain methodology is used to test whether or not the daily returns of the Istanbul Stock Exchange ISE 100 index follows a martingale random walk process If the Weak Form Efficient Market Hypothesis EMH holds in any stock market stocks prices or returns follow a random walk process The random walk theory asserts that price movements will not follow any patterns or trends and that past price movements cannot be used to predict future price movements hence technical analysis is no use

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Çukurova Üniversitesi Sosyal Bilimler Enstitüsü Dergisi
Details
Çukurova Üniversitesi Sosyal Bilimler Enstitüsü Dergisi