Article | Open Access | Published: 7 December 2015

Role of Hurst Exponent in Prediction of Market Efficiency in Kse-100 Index

  • Syeda Tayyaba Ijaz Department of Business Administration, International Islamic University Islamabad
  • Rabia Komal Pakistan Institute of Development Economics (PIDE), Islamabad.
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Abstract:  

Keywords:   Efficient Market hypothesis, Random Walk, KSE-100 index, Hurst Exponent Analysis, De-trended Functional Analysis

Publisher:   ILMA UNIVERSITY

Published:   7 December 2015

Issue:   Issue 2 (2015-12-07) : Volume 11

E-ISSN:   2409-6520

P-ISSN:   2414-8393

DOI:   http://doi.org/10.46745/ilma.jbs.2015.11.02.04


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