المؤلف
الملخص
This paper aims to determine the efficiency of the Iraq market stock for the period
2004-2013 by using the daily data for market returns and adopted several statistical and
econometrics methods like Serial Correlation, Runs test and Variance Ratio test in
addition of Stationary tests to ensure the efficiency of the market at weak level, and the
results for all statistical methods showed that the Iraq stock market during the period
1/11/2004-30/9/2013 efficient at the weak leve
الكلمات الرئيسة
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