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- W4293154147 abstract "This paper examines the efficiency of the Dublin stock market over the period 1987 to 1997. Using a variety of techniques the efficiency of both the ISEQ index and an equally weighted portfolio of large capitalisation stocks is re-assessed. The findings indicate that the market is not weak-form efficient, with strong evidence of persistence in the return behaviour of the data. Evidence with regard to seasonal anomalies confirms the presence of a January effect. However, the evidence with regard to a possible Tuesday effect is not significant in the period after 1991." @default.
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- W4293154147 date "2000-12-31" @default.
- W4293154147 modified "2023-10-12" @default.
- W4293154147 title "The Efficiency of the ISEQ Index: Empirical Tests Using Daily Data" @default.
- W4293154147 doi "https://doi.org/10.52399/001c.35354" @default.
- W4293154147 hasPublicationYear "2000" @default.
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