Random walks and market efficiency tests : evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic
Rui Dias, Nuno Teixeira, Veronika Machova, Pedro Pardal, Jakub Horak, Marek Vochozka
| Year of publication: |
2020
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|---|---|
| Authors: | Dias, Rui ; Teixeira, Nuno Miguel ; Machova, Veronika ; Pardal, Pedro ; Horák, Jakub ; Vochozka, Marek |
| Published in: |
Oeconomia Copernicana. - Olsztyn, Poland : Institute of Economic Research, ISSN 2353-1827, ZDB-ID 2754520-9. - Vol. 11.2020, 4, p. 585-608
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| Subject: | COVID-19 | capital market | random walk hypothesis | efficient market hypothesis | arbitration | portfolio diversification | Effizienzmarkthypothese | Efficient market hypothesis | Coronavirus | Random Walk | Random walk | Finanzmarkt | Financial market | Welt | World | Börsenkurs | Share price | China | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.24136/oc.2020.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012436533