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Predictability of short horizon stock index returns and international markets efficiency

by Anis Ben Hassen

 

09 Jun 2007 (Updated 11 Jun 2007)

weak form markets efficiency tests eleborated within this article

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You can read this article to understand the "weak form markets efficiency tests" matlab programs.

MATLAB release MATLAB 7.4 (R2007a)
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Comments and Ratings (7)
12 Jun 2007 Dimitri Shvorob

Whatever the paper's merits are, it's inappropriate to post it on FEX, as it has nothing to do with Matlab. Should we expect your CV coming up on FEX as well?

12 Jun 2007 Duane Hanselman

Please remove this submission. This is a file exchange, not a paper publication exchange.

15 Jun 2007 Patrice Lefevre

I really enjoy reading this article ever if it has nothing to do with MATLAB.
Good Continuation.

15 Jun 2007 John D'Errico

This may be a good article or not, but it does not belong on the file exchange, as it has NOTHING to do with Matlab. They have invented these things called "journals" that will happily publish your paper for you if it is any good. If its no good, and you cannot find a place to publish it, then it certainly does not belong up here anyway.

PLEASE REMOVE THIS.

17 Jun 2007 Anis Ben Hassen

Ok. If you read this article you'll find that it's related to the MATLAB codes which are in the zip file "Weak form market efficiency tests". So to better enderstand those programs and it's output, one should read it. That's all ;-)

17 Jun 2007 John D'Errico

So if it has no other purpose than as documentation for another submission, then it only makes sense on the file exchange if it is attached to that file. Update the other submission with this one included in the zip file. Don't propagate multiple files on the FEX. If your submissions belong together, then keep them together. Separately as it is, this still has absolutely no relevance to matlab.

04 Jul 2008 Gihan Ekanayake

good

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Tag Activity for this File
Tag Applied By Date/Time
whitepaper Anis Ben Hassen 22 Oct 2008 09:15:02
article Anis Ben Hassen 22 Oct 2008 09:15:02
paper Anis Ben Hassen 22 Oct 2008 09:15:02
efficient market hypothesis Anis Ben Hassen 22 Oct 2008 09:15:02
variance ratio test Anis Ben Hassen 22 Oct 2008 09:15:02
technical Anis Ben Hassen 22 Oct 2008 09:15:02

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