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Autor:
Guendouz, Imane
In the three classifications of market efficiency, the weak form efficiency is the one that states past stock price movements cannot be used to forecast future prices and they follow a random walk. This study tests the weak form efficiency for the Ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2789::d3b77921ac81191827a20a39b4d60a5f
https://hdl.handle.net/11129/5652
https://hdl.handle.net/11129/5652
