Study the Efficiency Hypothesis in the Egyptian Stock Market
<p>This article aims is to verify if the Egyptian stock market has information efficiency (market efficiency assumptions) by studying the presence of time series properties for daily stock returns between 2005 and 2015. Parametric and non-parametric tests are used to achieve this purpose, such...
Main Author: | |
---|---|
Format: | Article |
Language: | English |
Published: |
EconJournals
2021-01-01
|
Series: | International Journal of Economics and Financial Issues |
Online Access: | https://econjournals.com/index.php/ijefi/article/view/10634 |