Testing the Weak Form of Efficient Market Hypothesis in Stock Markets

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dc.contributor.advisorSeďa, Petr
dc.contributor.authorPan, Danyang
dc.contributor.refereeTichý, Tomáš
dc.date.accepted2016-05-24
dc.date.accessioned2016-11-01T13:24:13Z
dc.date.available2016-11-01T13:24:13Z
dc.date.issued2016
dc.descriptionImport 02/11/2016cs
dc.description.abstractThis thesis is focused on testing the weak form efficiency in different stock markets using linear and nonlinear methods of testing. For the purpose of this thesis we utilized daily time series of Chinese, Japanese and British stock markets in the period from 2003 to 2015. Chinese stock market was approximated by Shanghai and Hong Kong stock markets. In this thesis, we evaluated the weak form of efficiency in three different sub periods including the period of the global financial crisis of 2007-2009 years.en
dc.description.abstractThis thesis is focused on testing the weak form efficiency in different stock markets using linear and nonlinear methods of testing. For the purpose of this thesis we utilized daily time series of Chinese, Japanese and British stock markets in the period from 2003 to 2015. Chinese stock market was approximated by Shanghai and Hong Kong stock markets. In this thesis, we evaluated the weak form of efficiency in three different sub periods including the period of the global financial crisis of 2007-2009 years.cs
dc.description.department154 - Katedra financí
dc.description.resultvýborněcs
dc.format.extent4235182 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.otherOSD002cs
dc.identifier.senderS2751cs
dc.identifier.thesisPAN0070_EKF_N6202_6202T010_2016
dc.identifier.urihttp://hdl.handle.net/10084/113608
dc.language.isoen
dc.publisherVysoká škola báňská - Technická univerzita Ostravacs
dc.rights.accessopenAccess
dc.subjectEfficient market hypothesis, emerging stock markets, linear methods, martingale, nonlinear methods, random walk, weak form of efficiency.en
dc.subjectEfficient market hypothesis, emerging stock markets, linear methods, martingale, nonlinear methods, random walk, weak form of efficiency.cs
dc.thesis.degree-branchFinancecs
dc.thesis.degree-grantorVysoká škola báňská - Technická univerzita Ostrava. Ekonomická fakultacs
dc.thesis.degree-levelMagisterský studijní programcs
dc.thesis.degree-nameIng.
dc.thesis.degree-programHospodářská politika a správacs
dc.titleTesting the Weak Form of Efficient Market Hypothesis in Stock Marketsen
dc.title.alternativeTestování slabé formy efektivního trhu na akciových trzíchcs
dc.typeDiplomová prácecs

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Vysokoškolské kvalifikační práce Ekonomické fakulty / Theses and dissertations of Faculty of Economics (EKF)