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Original Articles

On the validity of the weak–form efficient markets hypothesis applied to the London stock exchange: comment

Pages 419-421 | Published online: 06 Oct 2010

References

  • Al-Loughani , N. and Chappell , D. 1997 . On the validity of the weak–form efficient markets applied to the London stock exchange . Applied Financial Economics , 7 : 173 – 176 .
  • Diebold , F. X. 1988 . Empirical Modelling of Exchange Rates , New York : Springer-Verlag .
  • Engle , E. M. R. A. 1982 . Autoregressive conditional heteroscedasticity with estimates of the variance of UK inflation . Econometrica , 55 : 251 – 276 .
  • Fama , E. F. 1970 . Efficient capital markets: a review of theory and empirical work . Journal of Finance , 25 : 383 – 417 .
  • Fama , E. F. 1991 . Efficient capital markets: II . The Journal of Finance , XLVI : 1575 – 1613 .
  • Weiss , A. A. 1984 . ARMA models with ARCH errors . Journal of Time Series Analysis , 5 : 129 – 143 .

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