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Macau Periodical Index (澳門期刊論文索引)
- Author
- Lam, Keith SK
- Title
- A note on the efficient market hypothesis
- Journal Name
- Euro Asia Journal of Management
- Pub. Info
- Apr. 1997, No.13, pp. 33-53
- Abstract
- Paragraph Headings: 1. Introduction 2. Empirical evidence 2.1. Weak -form tests 2.1.1. Runs tests and random walk tests 2.1.2. Trading rule tests 2.1.3. Market anomalies on weak form efficiency 2.1.4. Month-of-the-year effect ( January effect) 2.1.5. Week-of-the-month effect (Monthly effect) 2.1.6. Day-of-the-week effect (Weekend effect) 2.1.7. Hour-of the-day effect 2.1.8. Holiday effect 2.2. Semi-strong form tests 2.2.1. Empirical evidence 2.2.2. Anomalies on semi-strong form efficiency 2.3. Strong form tests 4. Conclusions