| dc.contributor.author | Gupta, Jyoti P. | |
| dc.contributor.author | Pandey, I. M. | |
| dc.contributor.author | Chao-Fu, Chen | |
| dc.date.accessioned | 2018-03-07T04:09:56Z | |
| dc.date.available | 2018-03-07T04:09:56Z | |
| dc.date.issued | 1998-12-01 | |
| dc.identifier.uri | http://hdl.handle.net/11718/20481 | |
| dc.description.abstract | The main objective of the Taiwan Government in reforming the Taiwan Stock Exchange (TSE) has been to establish Taiwan as an Asia-Pacific financial centre. The liberalisation and internationalisation of TSE is expected to make it informationally efficient. Theoretically, the technical analysis should lose its effectiveness if a market is efficient. This study, using the serial correlation test, the run test and the normality test and simulation on mechanical rules that adopted stochastic and moving average convergence and divergence, examines the efficiency of the TSE in the period after financial deregulation and liberalisation. | en_US |
| dc.language.iso | en_US | en_US |
| dc.publisher | Indian Institute of Management Ahmedabad | en_US |
| dc.relation.ispartofseries | WP;1489 | |
| dc.subject | Taiwan - economic conditions | en_US |
| dc.title | Is the Taiwan stock market efficient | en_US |
| dc.type | Working Paper | en_US |
