Comparative Analysis of the Efficiency of the Stock Markets

Economic data analysis is the process of handling economic data to revise beliefs about economic problems, especially, questions about prediction and forecasting. These problems have a common structure: Data given on the past behaviours and decisions or actions should be taken for predicting future results. Equity markets is a place where it facilitates investors to invest excess funds in a profitable and for companies to rice their capital requirements through shares, debentures and any other type of securities. High volatile fluctuations with instability patterns are common phenomenon in the stock returns. The main goal of this study is to investigate the directions and movements of market prices and trade volume rates in Colombo Stock Exchange (CSE) and Shanghai Stock Exchanges (SSE).

Autorentext

R. M. Kapila Tharanga Rathnayaka (Ph.D.) is Currently working as a Senior Lecturer in Statistics, Faculty of Applied Sciences, Sabaragamuwa University of Sri Lanka. His research interests include in the fields of Financial Mathematics, Time series, and Econometrics.