Browsing by Author "Mountrakis, Emmanouil"

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  • Efficiency of stock exchanges: investigation of high frequency data.

    T.E.I. of Crete, School of Management and Economics (SDO), Department of Accounting and Finance
    Authors: Mitaki, Styliani; Mountrakis, Emmanouil
    Thesis advisor: Floros, Christos
    Publication Date: 2018-05-22
    In the following thesis we will have a look at the effectiveness of markets with a weak form of an efficient market. We’ve collected high-frequency data (closing prices per minute), during the period of January 30 2017 to ...