Please use this identifier to cite or link to this item: https://dspace.univ-ouargla.dz/jspui/handle/123456789/15467
Title: Study the efficiency of the financial markets for the euro area Dax.Cac40.Ftse.Athen case study indicators
Authors: يوسف خروبي
يوسف حميدي
Keywords: market efficiency
the euro
the random wal
Issue Date: 2016
Series/Report no.: numero 02 2016;
Abstract: This study aims to efficiency all indicators of Dax.Cac40.Ftse.Athen indicators during the period from 03/01/2011 to 12/31/2014, when the weak level in order to find the reflection of historical information and data on stock returns, have reached results of the study using different tests Bdalta autocorrelation and partial link of chain index of financial Alasouk sample study of PP test (1988) and ADF (1981) to the hometown of the index series root unitary, and stable means that prices are going randomly, which means that financial markets study sample efficient when the weak level
Description: Algerian Studies of Accounting and Financial Review
URI: http://dspace.univ-ouargla.dz/jspui/handle/123456789/15467
ISSN: 2437-0215
Appears in Collections:Volume 2, Numéro 1 2016

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