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- W1560647779 abstract "This dissertation examines the weak-form market efficiency of Muscat Securities Market. Daily and monthly observations are employed over the period (2005-2009) for Muscat Securities Market general index and nine stocks from different sectors. The study uses descriptive statistics for normality test, autocorrelation; runs; and variance ratio tests to examine randomness of returns, Augmented Dickey-Fuller unit root for non-stationary, and the delay tests to measure the response to market information. Results reveal that stock and index returns show significant departure from random walk according to daily data. However, monthly data show some signs of market efficiency. The study concludes that the Muscat Securities Market is inefficient in the weak-form. This finding is in line with the previous studies of weak-form efficiency in Oman. The reasons for market inefficiency can be due to infrequent trading and market imperfections." @default.
- W1560647779 created "2016-06-24" @default.
- W1560647779 creator A5054113012 @default.
- W1560647779 date "2011-01-01" @default.
- W1560647779 modified "2023-09-30" @default.
- W1560647779 title "Testing the Muscat Securities Market for Weak-Form Efficiency" @default.
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