All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”

WEAK FORM MARKET EFFICIENCY HYPOTHESIS TESTING - AUTOCORRELATION ANALYSIS AND UNIT ROOT TEST

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F26482789%3A_____%2F21%3A10152201" target="_blank" >RIV/26482789:_____/21:10152201 - isvavai.cz</a>

  • Result on the web

    <a href="https://www.mup.cz/data/files/IFRS2021-sbornik.pdf" target="_blank" >https://www.mup.cz/data/files/IFRS2021-sbornik.pdf</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    WEAK FORM MARKET EFFICIENCY HYPOTHESIS TESTING - AUTOCORRELATION ANALYSIS AND UNIT ROOT TEST

  • Original language description

    The Efficient Market Hypothesis (EMH) assumes that stock prices take a random walk and that it is impossible to achieve above-average returns in such markets. The evidence to date on market efficiency is mixed. This paper deals with testing the weak form of the efficient market hypothesis (EMH) using daily data on the development of indices representing selected stock markets for the period 2001-2021, which was further divided into shorter periods. Autocorrelation analysis and unit root tests are used as statistical tools. The Czech, German, British, American, Japanese and Chinese stock markets were chosen for the study. The autocorrelation analysis results suggest that for the period 2001-2021 only the Japanese market shows effective behaviour. In the period 2001-2007, the Czech, American, Japanese and Chinese markets also behaved in accordance with the weak form of efficiency. In the post-crisis period 2009-2019, the German and British markets also showed weakly effective behaviour. In the COVID-19 period 2020-2021, the Japanese and Chinese markets showed signs of the weak form of efficiency. Unit root tests did not confirm the weakly effective behaviour in all markets in all tested periods. It can be concluded that the market efficiency is not stable over time in the individual markets examined.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

  • OECD FORD branch

    50202 - Applied Economics, Econometrics

Result continuities

  • Project

  • Continuities

    N - Vyzkumna aktivita podporovana z neverejnych zdroju

Others

  • Publication year

    2021

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Conference Proceedings 9th International Scientific Conference IFRS: GLOBAL RULES &amp; LOCAL USE- BEYOND THE NUMBERS

  • ISBN

    978-80-7638-027-1

  • ISSN

  • e-ISSN

  • Number of pages

    10

  • Pages from-to

    199-208

  • Publisher name

    Metropolitan University Prague Press &amp; Anglo-American University

  • Place of publication

    Praha

  • Event location

    Praha

  • Event date

    Oct 7, 2021

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article