DIAS, Rui, Nuno TEIXEIRA, Veronika MACHOVÁ, Pedro PARDAL, Jakub HORÁK and Marek VOCHOZKA. Random walks and market efficiency tests: Evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic. Oeconomia Copernicana. Olsztyn, Polsko: INST BADAN GOSPODARCZYCH, 2020, vol. 11, No 4, p. 585-608. ISSN 2083-1277. Available from: https://dx.doi.org/10.24136/oc.2020.024.
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Basic information
Original name Random walks and market efficiency tests: Evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic
Name in Czech Náhodné exkurzy a testy efektivity trhu: Důkazy o amerických, čínských a evropských kapitálových trzích v kontextu globální pandemie Covid-19
Authors DIAS, Rui (620 Portugal, guarantor), Nuno TEIXEIRA (620 Portugal), Veronika MACHOVÁ (203 Czech Republic, belonging to the institution), Pedro PARDAL (620 Portugal), Jakub HORÁK (203 Czech Republic, belonging to the institution) and Marek VOCHOZKA (203 Czech Republic, belonging to the institution).
Edition Oeconomia Copernicana, Olsztyn, Polsko, INST BADAN GOSPODARCZYCH, 2020, 2083-1277.
Other information
Original language English
Type of outcome Article in a journal
Field of Study 50200 5.2 Economics and Business
Country of publisher Poland
Confidentiality degree is not subject to a state or trade secret
WWW URL
RIV identification code RIV/75081431:_____/20:00001954
Organization unit Institute of Technology and Business in České Budějovice
Doi http://dx.doi.org/10.24136/oc.2020.024
UT WoS 000608491800001
Keywords (in Czech) COVID-19; kapitálový trh; hypotéza náhodného procházení; hypotéza tržní efektivnosti; arbitráž; diverzifikace portfolia
Keywords in English COVID-19; capital market; random walk hypothesis; efficient market hypothesis; arbitration; portfolio diversification
Tags FKT, RIV20, WOS
Changed by Changed by: Mgr. Milada Šanderová, učo 25742. Changed: 18/2/2021 13:47.
Abstract
The aim is to analyze capital market efficiency, in its weak form, through the stock market indices of Belgium (index BEL 20), France (index CAC 40), Germany (index DAX 30), USA (index DOW JONES), Greece (index FTSE Athex 20), Spain (index IBEX 35), Ireland (index ISEQ), Portugal (index PSI 20) and China (index SSE) for the period from December 2019 to May 2020.
Abstract (in Czech)
Cílem je analyzovat účinnost kapitálového trhu v jeho slabé formě, a to konkrétně přes akciové indexy Belgie (index BEL 20), Francie (index CAC 40), Německa (index DAX 30), USA (index DOW JONES), Řecka (index FTSE Athex 20), Španělska (index IBEX 35), Irsko (index ISEQ), Portugalska (index PSI 20) a Číny (index SSE) pro období od prosince 2019 až do května 2020.
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