Please use this identifier to cite or link to this item:https://hdl.handle.net/20.500.12259/90544
Type of publication: Straipsnis nerecenzuojamoje Lietuvos konferencijos medžiagoje / Article in non-peer-reviewed Lithuanian conference proceedings (P2c)
Field of Science: Ekonomika / Economics (S004)
Author(s): Kviedaraitienė, Lauryna
Title: Vidutinio stiprumo formos rinkos efektyvumo testavimo metodika Baltijos šalių akcijų rinkoje
Other Title: Methodology of Semi-Strong Form Efficiency Testing in Baltic Countries’ Stock Exchange Market
Is part of: Jaunasis mokslininkas 2017 [elektroninis išteklius] : socialiniai mokslai : studentų mokslinės konferencijos straipsnių rinkinys. Akademija, 2017
Extent: p. 72-77
Date: 2017
Abstract: Efficient market is described as incapable in real life to exist, where all information should be publicly available, the prices reflect the historical information and there is impossible to earn abnormal returns. The level of stock markets’ efficiency in whole world is different. Usually large stock markets are more efficient than small. Baltic countries’ stock markets also could be described as small, that is why the weak form market efficiency hypothesis was mainly tested in them. For this reason, testing semi-strong form market efficiency in those markets remains relevant scientific and practical problem. Researchers who have explored the Baltic stock markets efficiency in semi-strong form, chosen a relatively short study period. Recently, the economy and stock markets in these countries “experienced” two very sharp economic cycles. For this reason, the methodology for exploring the efficiency of semi-strong form in the Baltic countries in the context of mentioned two economic cycles was developed. It was chosen the even studies and three methods (significance tests): Patell’s standardized abnormal returns, Cross-sectional model and Cumulative abnormal returns
Internet: https://hdl.handle.net/20.500.12259/90544
http://dspace.lzuu.lt/handle/1/5593
Affiliation(s): Vytauto Didžiojo universitetas
Žemės ūkio akademija
Appears in Collections:Universiteto mokslo publikacijos / University Research Publications

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