Market behavior research @ bec doms

Part 4: Market Behavior Research

1. The Efficient Market Model ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Random Walk with Positive Trend Security Prices Time

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Three Forms of Efficiency Semi-Strong Form Efficient Strong Form Efficient Weak Form Efficient

2. Testing For Market Efficiency ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

[object Object],[object Object],[object Object],[object Object],[object Object]

Weak Form Evidence ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Weak Form evidence (cont) ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Figure IV.8 : Abnormal Returns Time AR Day 0 -1 +1 -2 +2 0

Figure IV.8 : Cumulative Abnormal Returns Time CAR Day 0 -1 +1 -2 +2 Efficient Market Inefficient Market 0

Market behavior research @ bec doms

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