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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