Testing The Weak-Form Efficiency Of The Romanian Capital Market By Assessing The Random Walk-Like Behaviour Of Stock Prices
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References listed on IDEAS
- Bogdan Dima & Laura Raisa Milos, 2009. "Testing The Efficiency Market Hypothesis For The Romanian Stock Market," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(11), pages 1-41.
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- Andrei STĂNCULESCU & Eugen MITRICĂ, 2012. "Testing weak form informational efficiency on the Romanian capital market," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(9(574)), pages 29-36, September.
More about this item
KeywordsFinancial Markets; Random Walk; Stationarity; Unit Root Test; Variance Ratio Test;
StatisticsAccess and download statistics
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