A GARCH Approach for the Assessment of Weak-Form-Efficiency and Seasonality Effect: Evidence from Mauritius
During the past decades, the efficient market hypothesis (EMH) has been at the heart of the debate in the financial literature. Ultimately, the consequence of the efficiency of a market is that prices always fully reflect all available information. The objective of this study is to test whether the...
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| Format: | Article |
| Language: | English |
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EconJournals
2016-04-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/2124 |