Very few studies have investigated the effect of the recent global financial crisis on weak form market efficiency. This paper seeks to investigate the weak-form market efficiency of the Saudi Stock Exchange (Tadawul), Kuwait Stock Exchange (KSE), Qatar Stock Exchange (QE), Bahrain Stock Exchange (BSE), Dubai Financial Market (DFM) and Abu Dhabi Securities Exchange (ADX) before and after the recent global financial crisis. The sample includes daily price indices for the period starting from January 2007 to June 2008 for the pre-crisis and from June 2008 to December 2010 for the postcrisis. The results of parametric test [autocorrelation test using Ljung and Box (1978) Q-statistics test[ show that the markets are inefficient during the post ...
Abstract. This research empirically investigates the impact of the global economic crisis in 2008 on...
The efficient market hypothesis states that stock prices fully reflect availablei nformation and tha...
This paper tests for the weak form of efficiency in DSE. A major objective of this paper is to compa...
This paper investigates the weak-form of market efficiency using the Malaysian Stock Exchange over a...
The purpose of the paper is to test the weak-form market efficiency in Saudi Arabia's stock mar...
This paper investigates the weak-form of market efficiency using the Malaysian Stock Exchange over a...
This study examines the weak form of efficiency of three South Asian markets named as Dhaka Stock Ex...
Abstract Efficient Market Hypothesis (EMH) has attracted a considerable number of studies in empiric...
This paper examines the weak-form market efficiency of twenty-seven emerging markets. The sample enc...
The purpose of the paper is to test the weak-form market efficiency in Saudi Arabia's stock market, ...
The study aims to empirically examine the weak-form market efficiency of Palestine Exchange (PEX) a...
Abstract. This study investigates the effects of the Global crisis on the relative efficiency of ten...
The Efficient Market Hypothesis can be defined by the simple statement that “security prices fully r...
The study aims to empirically examine the weak-form market efficiency of Palestine Exchange (PEX) a...
none2siThe study aims to empirically examine the weak-form market efficiency of Palestine Exchange ...
Abstract. This research empirically investigates the impact of the global economic crisis in 2008 on...
The efficient market hypothesis states that stock prices fully reflect availablei nformation and tha...
This paper tests for the weak form of efficiency in DSE. A major objective of this paper is to compa...
This paper investigates the weak-form of market efficiency using the Malaysian Stock Exchange over a...
The purpose of the paper is to test the weak-form market efficiency in Saudi Arabia's stock mar...
This paper investigates the weak-form of market efficiency using the Malaysian Stock Exchange over a...
This study examines the weak form of efficiency of three South Asian markets named as Dhaka Stock Ex...
Abstract Efficient Market Hypothesis (EMH) has attracted a considerable number of studies in empiric...
This paper examines the weak-form market efficiency of twenty-seven emerging markets. The sample enc...
The purpose of the paper is to test the weak-form market efficiency in Saudi Arabia's stock market, ...
The study aims to empirically examine the weak-form market efficiency of Palestine Exchange (PEX) a...
Abstract. This study investigates the effects of the Global crisis on the relative efficiency of ten...
The Efficient Market Hypothesis can be defined by the simple statement that “security prices fully r...
The study aims to empirically examine the weak-form market efficiency of Palestine Exchange (PEX) a...
none2siThe study aims to empirically examine the weak-form market efficiency of Palestine Exchange ...
Abstract. This research empirically investigates the impact of the global economic crisis in 2008 on...
The efficient market hypothesis states that stock prices fully reflect availablei nformation and tha...
This paper tests for the weak form of efficiency in DSE. A major objective of this paper is to compa...