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Testování efektivnosti kapitálového trhu v evropských ekonomikách / Testing the efficiency of capital markets in European economies

This master´s thesis deals with testing the efficiency of capital markets. The subject to verification of the stock markets of Austria, Hungary, Germany, Great Britain, Czech Republic and Poland during the 2006-2016Q1. The aim of this work is to test the weak formo f efficiency in these markets. The hypothesis was tested using the ACF test ADF and KPSS tests, variance ratio test, run test and test of January effect.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:205612
Date January 2016
CreatorsBurianec, Dominik
ContributorsPošta, Vít, Gawthorpe, Kateřina
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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