Market efficiency of the post communist East European stock markets

DOI10.1007/s10100-013-0315-6zbMath1339.91128OpenAlexW2090585617MaRDI QIDQ301211

Victor Dragotă, Elena Valentina Ţilică

Publication date: 30 June 2016

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-013-0315-6

zbMATH Keywords

emerging marketsfinancial crisiscapital marketsefficient markets hypothesis (EMH)post communist Eastern European countriesweak form EMH

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Microeconomic theory (price theory and economic markets) (91B24) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Corporate finance (dividends, real options, etc.) (91G50) Portfolio theory (91G10)

Related Items (5)

The state of financial modelling in 2012, as shaped by the GFC ⋮ Challenges for ATM management in times of market variability caused by the COVID-19 pandemic crisi ⋮ Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange ⋮ Modelling and measuring the irrational behaviour of agents in financial markets: discovering the psychological soliton ⋮ Multi-feature evaluation of financial contagion

Cites Work

• Generalized spectral tests for the martingale difference hypothesis
• Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules
• The informational content of insider trading disclosures: empirical results for the Polish stock market
• Emergent capital markets' efficiency: the case of Romania.
• On the origins of OR and its institutions
• Examining the first stages of market performance: A test for evolving market efficiency

This page was built for publication: Market efficiency of the post communist East European stock markets