The analysis and testing weak form efficiency of Serbian market: Capital market weak form of market efficiency statistical testing - Softcover
Synopsis
Market efficiency is one of the central models used to determine the possibility of achieving above-average returns (abnormal / excessive returns). In order to test more reliably and compare the efficiency of the Serbian market with other markets, the following financial markets were analyzed and tested in the subject Monograph: Serbia, Croatia, Hungary, Poland and the United States through their main stock exchange indices BELEX15, CROBEX, BUX, WIG20 and DJIA respectively. In order to determine the presence of a weak form of market efficiency, the daily, weekly and monthly data of the index on the aforementioned financial markets were used in the period from October 4, 2005 to September 30, 2015. Also, in order to test the weak form of market efficiency for the respective markets, in this study, four statistical segments/tests containing Normality tests (coefficient of kurtosis, coefficient of skewness and Jarque-Bera test), Runs tests, Unit root tests (Augmented Dickey-Fuller test, Phillips-Perron test), Kwiatkowski, Phillips Schmidt and Shin test) and Autocorrelation test through the correlogram were used in this research and study.
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The analysis and testing weak form efficiency of Serbian market
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LAP LAMBERT Academic Publishing Jul 2019, 2019
ISBN 10: 6200235767
ISBN 13: 9786200235763
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Market efficiency is one of the central models used to determine the possibility of achieving above-average returns (abnormal / excessive returns). In order to test more reliably and compare the efficiency of the Serbian market with other markets, the following financial markets were analyzed and tested in the subject Monograph: Serbia, Croatia, Hungary, Poland and the United States through their main stock exchange indices BELEX15, CROBEX, BUX, WIG20 and DJIA respectively. In order to determine the presence of a weak form of market efficiency, the daily, weekly and monthly data of the index on the aforementioned financial markets were used in the period from October 4, 2005 to September 30, 2015. Also, in order to test the weak form of market efficiency for the respective markets, in this study, four statistical segments/tests containing Normality tests (coefficient of kurtosis, coefficient of skewness and Jarque-Bera test), Runs tests, Unit root tests (Augmented Dickey-Fuller test, Phillips-Perron test), Kwiatkowski, Phillips Schmidt and Shin test) and Autocorrelation test through the correlogram were used in this research and study. 224 pp. Englisch. Seller Inventory # 9786200235763
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The analysis and testing weak form efficiency of Serbian market
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The analysis and testing weak form efficiency of Serbian market | Capital market weak form of market efficiency statistical testing
Published by
LAP LAMBERT Academic Publishing, 2019
ISBN 10: 6200235767
ISBN 13: 9786200235763
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Taschenbuch. Condition: Neu. The analysis and testing weak form efficiency of Serbian market | Capital market weak form of market efficiency statistical testing | Jovana Krżikapa-Rażajski (u. a.) | Taschenbuch | 224 S. | Englisch | 2019 | LAP LAMBERT Academic Publishing | EAN 9786200235763 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. Seller Inventory # 116925571
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The analysis and testing weak form efficiency of Serbian market
Published by
LAP LAMBERT Academic Publishing Jul 2019, 2019
ISBN 10: 6200235767
ISBN 13: 9786200235763
New
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Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Market efficiency is one of the central models used to determine the possibility of achieving above-average returns (abnormal / excessive returns). In order to test more reliably and compare the efficiency of the Serbian market with other markets, the following financial markets were analyzed and tested in the subject Monograph: Serbia, Croatia, Hungary, Poland and the United States through their main stock exchange indices BELEX15, CROBEX, BUX, WIG20 and DJIA respectively. In order to determine the presence of a weak form of market efficiency, the daily, weekly and monthly data of the index on the aforementioned financial markets were used in the period from October 4, 2005 to September 30, 2015. Also, in order to test the weak form of market efficiency for the respective markets, in this study, four statistical segments/tests containing Normality tests (coefficient of kurtosis, coefficient of skewness and Jarque-Bera test), Runs tests, Unit root tests (Augmented Dickey-Fuller test, Phillips-Perron test), Kwiatkowski, Phillips Schmidt and Shin test) and Autocorrelation test through the correlogram were used in this research and study.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 224 pp. Englisch. Seller Inventory # 9786200235763
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The analysis and testing weak form efficiency of Serbian market : Capital market weak form of market efficiency statistical testing
Published by
LAP LAMBERT Academic Publishing, 2019
ISBN 10: 6200235767
ISBN 13: 9786200235763
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Market efficiency is one of the central models used to determine the possibility of achieving above-average returns (abnormal / excessive returns). In order to test more reliably and compare the efficiency of the Serbian market with other markets, the following financial markets were analyzed and tested in the subject Monograph: Serbia, Croatia, Hungary, Poland and the United States through their main stock exchange indices BELEX15, CROBEX, BUX, WIG20 and DJIA respectively. In order to determine the presence of a weak form of market efficiency, the daily, weekly and monthly data of the index on the aforementioned financial markets were used in the period from October 4, 2005 to September 30, 2015. Also, in order to test the weak form of market efficiency for the respective markets, in this study, four statistical segments/tests containing Normality tests (coefficient of kurtosis, coefficient of skewness and Jarque-Bera test), Runs tests, Unit root tests (Augmented Dickey-Fuller test, Phillips-Perron test), Kwiatkowski, Phillips Schmidt and Shin test) and Autocorrelation test through the correlogram were used in this research and study. Seller Inventory # 9786200235763
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The analysis and testing weak form efficiency of Serbian market: Capital market weak form of market efficiency statistical testing
Published by
LAP LAMBERT Academic Publishing, 2019
ISBN 10: 6200235767
ISBN 13: 9786200235763
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