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Kse 100 Stocks

Kse 100 Stocks

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From CrowdSavings in Saratoga Springs

EFFICIENT MARKET HYPOTHESES: EVIDENCE FROM KARACHI STOCK EXCHANGE(KSE): Implication of EMH in case of KSE on daily 100 index prices


EFFICIENT MARKET HYPOTHESES: EVIDENCE FROM KARACHI STOCK EXCHANGE(KSE): Implication of EMH in case of KSE on daily 100 index prices


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This study is focused on KSE in context of EMH & seeks evidence of Weak & Semi strong form of efficiency of KSE 100 index from Dec 31st 2003-4th March, 2010. WFEMH tested with the RWM. Chi- Square,Kolmogrov ?Smirnov,Run test & Autocorrelation test were used. For semi strong form, the relevant conceptual testing was conducted to check Weekday effect, Weekend effect, January effect & religiou…