A test of the weak-form of the efficient market hypothesis:evidence using daily data from the Colombo stock exchange
dc.contributor.author | Abeyratna, G. | en_US |
dc.contributor.author | Power, D.M. | en_US |
dc.date.accessioned | 2010-07-06T09:18:28Z | |
dc.date.available | 2010-07-06T09:18:28Z | |
dc.date.issued | 1995 | en_US |
dc.description.abstract | Abstract available from Library, Please quote title when requesting | en_US |
dc.identifier.citation | Sri Lanka Journal of Social Sciences, 18(1 and 2):p.41-53 | en_US |
dc.identifier.uri | https://dl.nsf.gov.lk/handle/1/4938 | |
dc.publisher | Natural Resources Energy Science Autority of Sri Lanka:Colombo | en_US |
dc.subject | Share price | en_US |
dc.subject.lcc | Economics | en_US |
dc.title | A test of the weak-form of the efficient market hypothesis:evidence using daily data from the Colombo stock exchange | en_US |
dc.type | Article | en_US |