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Common Stock Index Analysis

Author

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  • Mitica Pepi

    (“Ovidius†University of Constanta)

Abstract

The finance and economics literature on the non-linearity and chaos increases in quantity as well in quality in recent years. Studies try to find out the non-existence of the chaos in financial time series. The importance of comon stoks markets index, efficient market hypothesis, independent identically distributed. ROTX is a joint index of the Bucharest Stock Exchange and the Vienna Stock Exchange, which reflects in real time the price changes for the most representative companies traded on the Bucharest Stock Exchange. This research topic comes from the fact that chaos and efficient market hypothesis are mutually exclusive paradigms. This study is motivated from this fact. Nonlinearity and chaos theories were employed to examine the behavior of the Vienna stocks markets all share equity indices.

Suggested Citation

  • Mitica Pepi, 2020. "Common Stock Index Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1048-1054, December.
    • Handle: RePEc:ovi:oviste:v:xx:y:2020:i:2:p:1048-1054
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    More about this item

    Keywords

    capital market; risk; bank regulation; regulatory acconting;
    All these keywords.

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
    • M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting

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