A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2020; you can also visit the original URL.
The file type is application/pdf.
Weak form market efficiency test of Bangladesh stock exchange: an empirical evidence from Dhaka stock exchange and chittagong stock exchange
2019
Journal of Economics, Business & Accountancy
Preserved Fulltext
The weak-form of Efficient market hypothesis states that the market is efficient and reflects all market information. This means that the rates of return for the market ought to be free; past rates of return have no impact for future rates. The study conducted Parametric tests (Autocorrelation, Augmented Dickey-fuller test, and Variance ratio test) and Non-parametric tests (Run Test, Phillips-Perron test) to find out the existence of weak form efficiency of DSE & CSE for 2013 to 2017. It is
doi:10.14414/jebav.v21i3.1615
fatcat:ztngfefkjfd3fph2ijh5chg5gu