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Modelling Share Price Behaviour Across Time
Get PDFThe Efficient Markets Hypothesis (EMH) is currently the dominant paradigm in Finance. This paper reviews the theoretical development of the hypothesis and the empirical testing which has occurred to determine its validity. Furthermore, empirical anomalies found by researchers in the Weak Form of the EMH are discussed and their theoretical interpretation critiqued. This paper also provides an overview of the Hamilton (1989) model and its extensions, one of the many econometric models developed in order to model the non-linearity in time-series such as stock prices.
The Lead, February 2019
Get PDFThe Lead is an electronic newsletter produced by the Lindenwood College of Education & Human Services
The Lead, September 2019
Get PDFThe Lead is an electronic newsletter produced by the Lindenwood College of Education & Human Services
The Lead, November 2020
Get PDFThe Lead is an electronic newsletter produced by the Lindenwood College of Education & Human Services
The Lead, June 2020
Get PDFThe Lead is an electronic newsletter produced by the Lindenwood College of Education & Human Services
The Lead, March 2021
Get PDFThe Lead is an electronic newsletter produced by the Lindenwood College of Education & Human Services
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