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@article{56761, author = {Dias, Rui and Teixeira, Nuno and Machová, Veronika and Pardal, Pedro and Horák, Jakub and Vochozka, Marek}, article_location = {Olsztyn, Polsko}, article_number = {4}, doi = {http://dx.doi.org/10.24136/oc.2020.024}, keywords = {COVID-19; capital market; random walk hypothesis; efficient market hypothesis; arbitration; portfolio diversification}, language = {eng}, issn = {2083-1277}, journal = {Oeconomia Copernicana}, title = {Random walks and market efficiency tests: Evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic}, url = {http://economic-research.pl/Journals/index.php/oc/article/view/1845}, volume = {11}, year = {2020} }
TY - JOUR ID - 56761 AU - Dias, Rui - Teixeira, Nuno - Machová, Veronika - Pardal, Pedro - Horák, Jakub - Vochozka, Marek PY - 2020 TI - Random walks and market efficiency tests: Evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic JF - Oeconomia Copernicana VL - 11 IS - 4 SP - 585-608 EP - 585-608 PB - INST BADAN GOSPODARCZYCH SN - 20831277 KW - COVID-19 KW - capital market KW - random walk hypothesis KW - efficient market hypothesis KW - arbitration KW - portfolio diversification UR - http://economic-research.pl/Journals/index.php/oc/article/view/1845 L2 - http://economic-research.pl/Journals/index.php/oc/article/view/1845 N2 - 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. ER -
DIAS, Rui, Nuno TEIXEIRA, Veronika MACHOVÁ, Pedro PARDAL, Jakub HORÁK a 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. \textit{Oeconomia Copernicana}. Olsztyn, Polsko: INST BADAN GOSPODARCZYCH, roč.~11, č.~4, s.~585-608. ISSN~2083-1277. doi:10.24136/oc.2020.024. 2020.
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