Testing weak form efficiency in the South African market

This paper furthers the work on efficiency of developing markets with specific focus on the JSE Limited. Empirical work on the efficiency of the JSE has been mixed; evidence both in favour of and against weak form efficiency is prominent. If markets are efficient new information immediately influenc...

Full description

Bibliographic Details
Main Authors: Elmar Grater, Jean Struweg
Format: Article
Language:English
Published: AOSIS 2015-07-01
Series:Journal of Economic and Financial Sciences
Subjects:
Online Access:https://jefjournal.org.za/index.php/jef/article/view/112