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Testing The Random Walk Hypothesis On The Bucharest Stock Exchange Bet Index

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Author Info
Ionut Teodor Ionescu (Academy of Economic Studies, Bucharest)

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Abstract

The fundamental goal of this approach is the random walk hypothesis. This paper tests the random walk hypothesis for BET Index of the Bucharest Stock Exchange and the implications of this assumption. The random walk model of stock prices generates several important implications for practitioners.

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File URL: http://www.asociatiaeconomistilor.ro/documente/Conferinta_FABBV_engleza.pdf
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Publisher Info
Article provided by Asociatia Generala a Economistilor din Romania - AGER in its journal Theoretical and Applied Economics.

Volume (Year): 11(528)(supplement) (2008)
Issue (Month): 11(528)(supplement) (November)
Pages: 349-355
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Handle: RePEc:agr:journl:v:11(528)(supplement):y:2008:i:11(528)(supplement):p:349-355

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Related research
Keywords: financial markets; stock exchange index; random walk; efficiency of the financial assets; econometrics.;

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