Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’
Objective: The purpose of this paper is to evaluate weak-form market efficiency using static (fixed-coefficient models) & dynamic (time-varying models) models. Studying efficient market hypothesis (EMH) in emerging markets is an important subject among many researchers, due to many reasons mostl...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2021-02-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_80197_faf74d1178e1dd2d1e18cb9b7d21f493.pdf |