A Model for Testing and Improving Stock Market Efficiency
This study provides a model for testing stock market efficiency. Case study of this research is Tehran Stoch Exchange (TSE). To test the efficiency of TSE, Neural Network capable of learning the underlying dynamics of complex processes are used. After an explanation of the underlying theory, Neural...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2006-12-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_19395_7129273dadb527a5516844bdae5dc361.pdf |