Box-Jenkins Modeling of Greek Stock Prices Data
Recent econometric procedures are employed in this paper to investigate the behavioral properties of Athens Stock Exchange (ASE) indices. The results of serial correlation showed that the hypothesis of weak - form efficiency of Athens Stock Exchange should be rejected. The Augmented Dickey- Fuller t...
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| Format: | Article |
| Language: | English |
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EconJournals
2015-09-01
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| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/pub/ijefi/issue/31970/352180?publisher=http-www-cag-edu-tr-ilhan-ozturk |