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 |
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Thesis (M.Ec.)--Deakin University, Victoria, 2002 |
Bibliography |
Bibliography: leaves 120-127 |
Subject |
Stock exchanges -- Australia.
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Efficient market theory.
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Genre/Form |
Academic theses.
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Author |
Deakin University. School of Economics
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Deakin University. Faculty of Business and Law.
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