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Book
Author Buchanek, Mark

Title Testing the weak-form version of the efficient markets hypothesis / by Mark Buchanek
Published [Place of publication not identified] : [publisher not identified], 2002

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Location Call no. Vol. Availability
 MELB  332.64294 Buc/Ttw  AVAILABLE
Description [vii], iii, 127 leaves ; 30 cm
Summary This thesis examines the weak-form efficiency of the Australian stock market using data from Australia's major banking stocks, the Banking Index and the All Ordinaries Index. Applying a combination of existing technical analysis indicators, coupled with a relatively new technique known as Sequential (TM) reveals that the Australian stock market is weak-form inefficient
Notes Submitted to the School of Economics of the Faculty of Business and Law, Deakin University
Thesis (M.Ec.)--Deakin University, Victoria, 2002
Bibliography Bibliography: leaves 120-127
Subject Stock exchanges -- Australia.
Efficient market theory.
Genre/Form Academic theses.
Author Deakin University. School of Economics
Deakin University. Faculty of Business and Law.