Testing Weak Form of Stock Market Efficiency

11 Pages Posted: 27 Aug 2012

See all articles by Brian Phiri Kampanje

Brian Phiri Kampanje

Blantyre International University - Accounting and Finance Department; Mergers, Acquisitions and Disposals Journal

Date Written: August 27, 2012

Abstract

Understanding the market efficiency of a particular stock market is very important to assist existing and prospective investors to make well informed decisions. In a capital market where few players dominate the market, insider dealings are more likely to take place which has significant impact of waning stock market confidence since the market will depict weak form of market efficiency. Regulators must always strive to evaluate any possibility of insider dealing and remedial actions.

Keywords: Weak, Market, Malawi, Efficiency, Shares

JEL Classification: O16, G00, G15, G10

Suggested Citation

Kampanje, Brian Phiri, Testing Weak Form of Stock Market Efficiency (August 27, 2012). Available at SSRN: https://ssrn.com/abstract=2099833 or http://dx.doi.org/10.2139/ssrn.2099833

Brian Phiri Kampanje (Contact Author)

Blantyre International University - Accounting and Finance Department ( email )

Private Bag 98
New Naperi
Blantyre, 265
Malawi

Mergers, Acquisitions and Disposals Journal ( email )

P.O. Box 2567, Blantyre
Blantyre, Blantyre 265
Malawi
265998247369 (Phone)

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