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Year of publication
Subject
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efficient capital market 2 normal distribution 2 random walk 2 stationarity tests 1 stationary tests 1
Online availability
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Free 2
Type of publication
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Article 2
Language
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English 1 Undetermined 1
Author
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Adrian, TARAN-MOROSAN 1 Bratian, Vasile Radu 1 Opreana, Claudiu Ilie 1 Radu, BRATIAN Vasile 1
Published in...
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Revista Economica 1 Studies in Business and Economics 1
Source
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RePEc 2
Showing 1 - 2 of 2
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TESTING THE HYPOTHESIS OF AN EFFICIENT MARKET IN TERMS OF INFORMATION – THE CASE OF THE CAPITAL MARKET IN ROMANIA DURING RECESSION
Bratian, Vasile Radu; Opreana, Claudiu Ilie - In: Studies in Business and Economics 5 (2010) 3, pp. 79-106
This paper is trying to test the hypothesis of efficient market (EMH Efficient Market Hypothesis), the case of capital market in Romania during the economic financial crisis. According to the purpose in view our research is aiming at testing the hypothesis of random walk of stock exchange...
Persistent link: https://www.econbiz.de/10008799680
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Cover Image
TESTING THE EFFICIENT MARKET HYPOTHESIS FROM THE INFORMATIONAL POINT OF VIEW - THE CASE OF THE ROMANIAN CAPITAL MARKET
Radu, BRATIAN Vasile; Adrian, TARAN-MOROSAN - In: Revista Economica 53.1 (2010) 6, pp. 80-85
In this paper we aim to test the efficient market hypothesis (EMH), the case of the Romanian capital market. According to this purpose, our research aims to test the hypothesis of the random walk of the BET and BET-C stock indicators of the Bucharest Stock Exchange and to this end we apply...
Persistent link: https://www.econbiz.de/10010683762
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