About: Efficient Market Hypothesis in Times of the Financial Crisis: Evidence

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Efficient market hypothesis (EMH) is an integral part of financial economics for decades. Efficient market fully and accurately reflects all relevant information. Stock market efficiency with respect to a set of reliable information leads to the fact that it is not possible to achieve consistently abnormal returns by trading. The efficiency in the concept of efficient market hypothesis means that the information are fully reflected in stock prices, therefore it is the information efficiency. First it will be discussed the theoretical background of an efficient stock market hypothesis. Then, using data obtained from the Czech and Polish stock market it will be tested the weak form of efficient market hypothesis by linear and nonlinear statistical methods. The aim of this paper is to analyse an impact of the global financial crisis in 2008-09 on the weak form of efficiency of the Czech and Polish stock markets. Efficient market hypothesis (EMH) is an integral part of financial economics for decades. Efficient market fully and accurately reflects all relevant information. Stock market efficiency with respect to a set of reliable information leads to the fact that it is not possible to achieve consistently abnormal returns by trading. The efficiency in the concept of efficient market hypothesis means that the information are fully reflected in stock prices, therefore it is the information efficiency. First it will be discussed the theoretical background of an efficient stock market hypothesis. Then, using data obtained from the Czech and Polish stock market it will be tested the weak form of efficient market hypothesis by linear and nonlinear statistical methods. The aim of this paper is to analyse an impact of the global financial crisis in 2008-09 on the weak form of efficiency of the Czech and Polish stock markets. (en)
Title	Efficient Market Hypothesis in Times of the Financial Crisis: Evidence Efficient Market Hypothesis in Times of the Financial Crisis: Evidence (en)
skos:prefLabel	Efficient Market Hypothesis in Times of the Financial Crisis: Evidence Efficient Market Hypothesis in Times of the Financial Crisis: Evidence (en)
skos:notation	RIV/61989100:27510/12:86080786!RIV15-MSM-27510___
http://linked.open...avai/riv/aktivita	V
http://linked.open...avai/riv/aktivity	V
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Seďa, Petr
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	133566
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/12:86080786
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	market efficiency, information, random walk, martingale, linear and nonlinear methods (en)
http://linked.open.../riv/klicoveSlovo	random walk information market efficiency linear and nonlinear methods martingale
http://linked.open...ontrolniKodProRIV	[B3F6FD640C28]
http://linked.open...v/mistoKonaniAkce	Cambridge
http://linked.open...i/riv/mistoVydani	Neuvedeno
http://linked.open...i/riv/nazevZdroje	Recent advances in business administration : proceedings of the 6th WSEAS International Conference on Business Administration (ICBA '12)
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...UplatneniVysledku	2012
http://linked.open...iv/tvurceVysledku	Seďa, Petr
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2012-01-25 (xsd:date)
issn	1792-7331
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	WSEAS Press
https://schema.org/isbn	978-1-61804-066-4
http://localhost/t...ganizacniJednotka	27510

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