Market efficiency within the German Stock Market: a comparative study of the relative efficiencies of the DAX, MDAX, SDAX and ASE indices

Timothy Rodgers, A. Starcevic

Research output: Working paper

Original languageEnglish
Place of PublicationCoventry
Pages1-21
Publication statusPublished - 2007

Publication series

NameEconomics, Finance and Accounting Applied Research Working Paper Series
PublisherCoventry University

Bibliographical note

The full text is available free from the link given.

Keywords

  • stock market
  • efficient markets hypothesis
  • transparency standards
  • calendar anomaly

Cite this

Rodgers, T., & Starcevic, A. (2007). Market efficiency within the German Stock Market: a comparative study of the relative efficiencies of the DAX, MDAX, SDAX and ASE indices. (pp. 1-21). (Economics, Finance and Accounting Applied Research Working Paper Series). Coventry.

Market efficiency within the German Stock Market: a comparative study of the relative efficiencies of the DAX, MDAX, SDAX and ASE indices. / Rodgers, Timothy; Starcevic, A.

Coventry, 2007. p. 1-21 (Economics, Finance and Accounting Applied Research Working Paper Series).

Research output: Working paper

Rodgers, T & Starcevic, A 2007 'Market efficiency within the German Stock Market: a comparative study of the relative efficiencies of the DAX, MDAX, SDAX and ASE indices' Economics, Finance and Accounting Applied Research Working Paper Series, Coventry, pp. 1-21.
Rodgers T, Starcevic A. Market efficiency within the German Stock Market: a comparative study of the relative efficiencies of the DAX, MDAX, SDAX and ASE indices. Coventry. 2007, p. 1-21. (Economics, Finance and Accounting Applied Research Working Paper Series).
Rodgers, Timothy ; Starcevic, A. / Market efficiency within the German Stock Market: a comparative study of the relative efficiencies of the DAX, MDAX, SDAX and ASE indices. Coventry, 2007. pp. 1-21 (Economics, Finance and Accounting Applied Research Working Paper Series).
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