An investigation into the Efficient Market Hypothesis: a canonical correlation analysis approach
In this thesis we will consider the Efficient Market Hypothesis (EMH). Fama (1970) defined three levels in which to test market efficiency: weak, semi-strong, and strong, each level depending on the particular set of information being used to assess efficiency. We will mainly address weak level e...
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| Language: | English |
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2009
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| Online Access: | http://hdl.handle.net/2429/4045 |