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

Research output: Working paper/Preprint › Working paper

Name	Economics, Finance and Accounting Applied Research Working Paper Series
Publisher	Coventry University

The full text is available free from the link given.

Keywords

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

keywords = "stock market, efficient markets hypothesis, transparency standards, calendar anomaly",

author = "Timothy Rodgers and A. Starcevic",

note = "The full text is available free from the link given.",

year = "2007",

language = "English",

series = "Economics, Finance and Accounting Applied Research Working Paper Series",

publisher = "Coventry University",

pages = "1--21",

type = "WorkingPaper",

institution = "Coventry University",

}

TY - UNPB

T1 - Market efficiency within the German Stock Market: a comparative study of the relative efficiencies of the DAX, MDAX, SDAX and ASE indices

AU - Rodgers, Timothy

AU - Starcevic, A.

N1 - The full text is available free from the link given.

PY - 2007

Y1 - 2007

KW - stock market

KW - efficient markets hypothesis

KW - transparency standards

KW - calendar anomaly

M3 - Working paper

T3 - Economics, Finance and Accounting Applied Research Working Paper Series

SP - 1

EP - 21

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

CY - Coventry

ER -