Do extreme market value ratios mean that the market is informationally inefficient? : a study of the Warsaw Stock Exchange
Year of publication: |
2021
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Authors: | Karasiński, Jacek ; Zduńczak, Patryk |
Published in: |
Journal of economics & management. - Warsaw, Poland : De Gruyter Poland, ISSN 2719-9975, ZDB-ID 2479554-9. - Vol. 43.2021, 1, p. 206-224
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Subject: | efficient market hypothesis | weak-form efficiency | market value ratios | stockmarkets | random walk | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Random Walk | Random walk | Theorie | Theory | Aktienmarkt | Stock market | Börse | Bourse | Marktwert | Market value | Polen | Poland |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.22367/jem.2021.43.10 [DOI] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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