A Reexamination of Market Efficiency for The U.S Stock
碩士 === 輔仁大學 === 經濟學研究所 === 101 === This paper intend to explore whether the stock price follow a random walk after economic indicators published per month. If stock prices follow a random walk hypothesis, the stock market is market efficiency. In this paper, we employ unit root test method(ADF unit...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39285737044417866152 |