A Review of Tests on The weak form of Efficient Market Hypothesis
The purpose of this article is to present the summary of all the research done on the weak form of efficient market hypothesis. These tests include normality test of return distribution, auto correlation test. run test and filter tests.
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
1996-08-01
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| Series: | تحقیقات مالی |
| Online Access: | https://jfr.ut.ac.ir/article_26024_94ff2a71ce87dd371bc1c9660ad9ed3c.pdf |