Economic Intelligence and Financial Market Efficiency: Modeling Trial
Keywords:
Information efficiency, economic intelligence, stock market, modelization
Abstract
The empirical study on the modeling of the MASI time series, during the period 2015-2019, reveals the rejection of any form of efficiency in the Casablanca stock market. This observation is mainly explained by the absence of an economic intelligence allowing to collect, process and integrate effectively all the information disseminated.
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Published
2020-09-15
How to Cite
Maa, F., & Loummou, B. (2020). Economic Intelligence and Financial Market Efficiency: Modeling Trial. International Journal of Accounting, Finance, Auditing, Management and Economics, 1(2), 72-85. https://doi.org/10.5281/zenodo.4020475
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Copyright (c) 2020 Fettouma Maa, Brahim Loummou
This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.