Weak Form Analysis in the Asian Equity Markets
Abstract
This paper is a detailed large sample analysis of the Asian equity markets. Period of study is from June 1. 2005 to July-31, 2009. This research attempts a descriptive analysis. The Asian indices were not correlated with other indices. The informational efficient equity market will efficiently represent the prospective value of equity index as well as stock.
Authors
Dr R Nandagopal, L S Sridhar and M Sathish