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Tran, Nhat (2016) Weak-form Efficiency Market Hypothesis: An empirical study on Vietnam stock market. [Dissertation (University of Nottingham only)]

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Abstract

This study aims to investigate the weak-form efficiency of Vietnam stock market using test of randomness including autocorrelation test, runs test, variance ratio test and unit root tests. The study used daily and weekly data from 16 samples including VN-Index, HNX-Index and ten individual stocks from July 28th, 2000 to June 31st, 2016. The result from all tests consistently indicates that Vietnam stock market is still weak-form inefficient.

Item Type:	Dissertation (University of Nottingham only)
Keywords:	English
Depositing User:	Tran, Hong
Date Deposited:	13 Mar 2017 10:42
Last Modified:	19 Oct 2017 16:57
URI:	https://eprints.nottingham.ac.uk/id/eprint/36578

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