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Start Over Area of Honors Economics Degree B S Keyword Event Study

1. AN EMPIRICAL STUDY OF WEAK AND SEMI-STRONG MARKET EFFICIENCY IN LIGHT OF THE GREAT RECESSION

open_access
Open Access
Author:
Mckellar, Jonathan Unruh
Title:
AN EMPIRICAL STUDY OF WEAK AND SEMI-STRONG MARKET EFFICIENCY IN LIGHT OF THE GREAT RECESSION
Area of Honors:
Economics
Keywords:
Market Efficiency
Unit Root Test
Serial Correlation
Runs Test
Variance Ratio Test
Martingale Hypothesis
Event Study
File:
Download McKellar_Final.pdf
Thesis Supervisors:
Dr. Russell Paul Chuderewicz, Thesis Supervisor
Dr. Russell Paul Chuderewicz, Thesis Honors Advisor
James R. Tybout, Faculty Reader