References

Asiri, B., 2008. Testing weak-form efficiency in the Bahrain stock market. Int. J. Emerg. Markets, 3: 38-53.
CrossRef  |  

Bachielier, P., 1900. Theory of Speculation. Gauthier-Villars, Paris, France.

Cheong, C.W., 2008. A sectoral efficiency analysis of malaysian stock exchange under structural break. Am. J. Applied Sci., 5: 1291-1295.

Chnadra, P., 2008. Financial Management. Tata McGraw Hill Publishing Ltd., New Delhi, India, ISBN-13: 9780070656659, Pages: 1124.

Dyckman, T.R. and D. Morse, 1986. Efficient Capital Markets and Accounting: A Critical Analysis. 2nd Edn., Prentice Hall, USA., ISBN-13: 9780132469920, pp: 92-105.

Enninful, K. and M.M. Dowling, 2013. Robust weak-form efficiency tests in volatile European equity indices. Applied Econ. Lett., 20: 863-868.
CrossRef  |  Direct Link  |  

Fawson, C., T.F. Glover, W. Fang and T. Chang, 1996. The weak-form efficiency of the Taiwan share market. Applied Econ. Lett., 3: 663-667.
CrossRef  |  Direct Link  |  

Fernando, P.A.N.D., 2012. Testing the weak-form efficiency of emerging Colombo Stock Exchange (CSE) with statistical independence tests and technical trading strategies. ZENITH Int. J. Bus. Econ. Manage. Res., 2: 1-13.
Direct Link  |  

Gordon, E. and K. Natarajan, 2012. Financial Markets and Services. Himalaya Publishing House, Mumbai, India.

Gupta, R. and J. Yang, 2011. Weak-form efficiency in Indian stock markets. Int. Bus. Econ. Res. J., 6: 57-64.
Direct Link  |  

Hadi, M.M., 2006. Review of capital market efficiency: Some evidence from Jordanian market. Int. Res. J. Finance Econ., 3: 13-27.
Direct Link  |  

Harper, A. and Z. Jin, 2012. Examining market efficiency in India: An empirical analysis of the random walk hypothesis. J. Finance Accountancy, 10: 68-73.
Direct Link  |  

Jana, S. and K.C. Meher, 2012. On the validity of the weak form of efficient market hypothesis applied to National Stock Exchange (NSE) of India and Bombay Stock Exchange (BSE) of India. Int. J. Bus. Manage. Tomorrow, 2: 1-6.

Jarrett, J.E. and E. Kyper, 2005. Daily variation, capital market efficiency and predicting stock market returns. Manage. Res. News, 28: 34-47.
CrossRef  |  

Malkiel, B.G. and E.F. Fama, 1970. Efficient capital markets: A review of theory and empirical work. J. Fin., 25: 383-417.
CrossRef  |  Direct Link  |  

Mehla, S. and S.K. Goyal, 2012. Empirical evidence on weak form of efficiency in Indian stock market. Asia Pac. J. Manage. Res. Innov., 8: 59-68.
CrossRef  |  

Poshakwale, S., 1996. Evidence on weak form efficiency and day of the week effect in the Indian stock market. Finance India, 10: 605-616.
Direct Link  |  

Rahman, S. and M.F. Hossain, 2006. Weak-form efficiency: Testimony of Dhaka stock exchange. J. Bus. Res., 8: 1-12.

Ramkumar, R.R., M. Selvam, S. Vanitha, J. Gayathri and V. Karpagam, 2012. An analysis of market efficiency in sectoral indices: A study with a special reference to Bombay stock exchange in India. Eur. J. Scient. Res., 69: 290-297.
Direct Link  |  

Sapate, U. and V. Ansari, 2011. Testing weak form stock market efficiency on Bombay stock exchange of India. Proceedings of the 10th International Conference on Operations and Quantitative Management, June 28-30, 2011, Nashik, Maharashtra, India, pp: 229-233.

Selvam, M., G. Indhumathi and R.R. Ramkumar, 2010. Analysis of market efficiency of BSE-PSU index. SNS J. Finance, 1: 1-10.

Sharma, A.K. and N. Seth, 2011. Recent financial crisis and market efficiency: An empirical analysis of Indian stock market. Indore Manage. J., 2: 27-39.
Direct Link  |  

Siddiqui, S. and P.K. Gupta, 2010. Weak form of market efficiency: Evidences from selected NSE indices. Centre for Management Studies, Jamia Millia Islamia University, New Delhi, India. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1355103.

Squalli, J., 2006. A non-parametric assessment of weak-form efficiency in the UAE financial markets. Applied Financial Econ., 16: 1365-1373.
CrossRef  |  Direct Link  |  

Tahir, A., 2011. Capital market efficiency: Evidence from Pakistan. Interdisciplinary J. Contemp. Res. Bus., 3: 947-953.
Direct Link  |