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  • This chapter investigates the possibility the newly emerged stock market in the Czech Republic exhibits a semi - strong form of efficiency similar to that which prevails in more developed countries. It means that there are no relationships between lagged values of changes in economic variables and changes in stock prices. We use data on one of the most developed financial markets in transition, the Czech Republic, to test equity market efficiency by testing the reaction to macroeconomics releases. The reaction of the stock market index is explored. Our results are surprising, Czech stock market appears to be efficient and lagged economics factors do not affect equity prices.
  • This chapter investigates the possibility the newly emerged stock market in the Czech Republic exhibits a semi - strong form of efficiency similar to that which prevails in more developed countries. It means that there are no relationships between lagged values of changes in economic variables and changes in stock prices. We use data on one of the most developed financial markets in transition, the Czech Republic, to test equity market efficiency by testing the reaction to macroeconomics releases. The reaction of the stock market index is explored. Our results are surprising, Czech stock market appears to be efficient and lagged economics factors do not affect equity prices. (en)
Title
  • Testing for Semi-strong Efficiency in the Czech Stock Market
  • Testing for Semi-strong Efficiency in the Czech Stock Market (en)
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  • Testing for Semi-strong Efficiency in the Czech Stock Market
  • Testing for Semi-strong Efficiency in the Czech Stock Market (en)
skos:notation
  • RIV/61989100:27510/06:86076340!RIV11-MSM-27510___
http://linked.open...avai/riv/aktivita
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  • V
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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  • 503551
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  • RIV/61989100:27510/06:86076340
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  • information efficiency, semi-strong form, Granger causality, cointegration analysis. (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [C03EBFD65324]
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  • Katowice
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  • neuveden
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  • Mathematical, Econometrical and Computational Methods in Finance and Insurance
http://linked.open...in/vavai/riv/obor
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http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Seďa, Petr
number of pages
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  • AE Katowice
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  • 83-7246-811-7
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  • 27510
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