Testing the "weak form efficient market" hypothesis: an analysis on european and italian equity markets

Abstract

The purpose of the thesis is testing the EMH in the weak form on Ftse Mib and Stoxx Europe 600 indexes using econometric and statistical tools. a comparison among the methodologies and a critical analysis of the results lead to empirical evidence that both indexes are weak efficent in the examined time frame ( jan. 1999 to feb. 2016)ope

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