Market efficiency of the post communist East European stock markets

DOI10.1007/S10100-013-0315-6zbMATH Open1339.91128OpenAlexW2090585617MaRDI QIDQ301211FDOQ301211

Authors: 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

Recommendations

• Dynamic efficiency in the east European emerging markets
• Emergent capital markets' efficiency: the case of Romania.
• Has Chinese Stock Market Become Efficient? Evidence from a New Approach
• Ranking efficiency for emerging equity markets. II
• Ranking efficiency for emerging markets

zbMATH Keywords

emerging marketscapital marketsefficient markets hypothesis (EMH)financial crisispost communist Eastern European countriesweak form EMH

Mathematics Subject Classification ID

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

Cites Work

• Generalized spectral tests for the martingale difference hypothesis
• 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
• Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules

Cited In (7)

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

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q301211)