Please use this identifier to cite or link to this item: https://dspace.univ-ouargla.dz/jspui/handle/123456789/15467
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dc.contributor.authorيوسف خروبي-
dc.contributor.authorيوسف حميدي-
dc.date.accessioned2016-
dc.date.available2016-
dc.date.issued2016-
dc.identifier.issn2437-0215-
dc.identifier.urihttp://dspace.univ-ouargla.dz/jspui/handle/123456789/15467-
dc.descriptionAlgerian Studies of Accounting and Financial Reviewen_US
dc.description.abstractThis 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 levelen_US
dc.language.isootheren_US
dc.relation.ispartofseriesnumero 02 2016;-
dc.subjectmarket efficiencyen_US
dc.subjectthe euroen_US
dc.subjectthe random walen_US
dc.titleStudy the efficiency of the financial markets for the euro area Dax.Cac40.Ftse.Athen case study indicatorsen_US
dc.typeArticleen_US
Appears in Collections:Volume 2, Numéro 1 2016

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