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An empirical study on weak-form of market efficiency of selected Asian stock markets

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The purpose of this research is to investigate the weak form of market efficiency of Asian four selected stock markets. We have taken a daily closing price of stock markets under the study from the 1st January 2000 to 31st March 2011 and also divided full sample in three interval periods, and have applied various test like Runs Test, Unit Root Test, Variance Ratio, Auto Correlation and other test. BSE Sensex has given the highest mean returns to the investor followed by SSE Composite and HANGSENG. | An empirical study on weak-form of market efficiency of selected Asian stock markets

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