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Die Analyse und Prüfung der schwachen Formeffizienz: des serbischen Marktes

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Price History & Forecast

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Last 48 days · 48 data points (no recent data)

Historical
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£69.00 £65.55 £66.93 £68.31 £69.69 £71.07 £72.45 25 July 2026 05 August 2026 17 August 2026 29 August 2026 10 September 2026
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Price Distribution

Price distribution over 48 days • 1 price levels

Days at Price
48 days 0 12 24 36 48 £69 Days at Price

Price Analysis

Most common price: £69 (48 days, 100.0%)

Price range: £69 - £69

Price levels: 1 different prices over 48 days

Description

Die Markteffizienz ist eines der zentralen Modelle zur Bestimmung der Möglichkeit, überdurchschnittliche Renditen zu erzielen (anormale / übermäßige Renditen). Um die Effizienz des serbischen Marktes zuverlässiger zu testen und mit anderen Märkten zu vergleichen, wurden in der Fachmonografie folgende Finanzmärkte analysiert und getestet: Serbien, Kroatien, Ungarn, Polen und die Vereinigten Staaten anhand ihrer wichtigsten Börsenindizes BELEX15, CROBEX, BUX, WIG20 bzw. DJIA. Um das Vorhandensein einer schwachen Form der Markteffizienz festzustellen, wurden die täglichen, wöchentlichen und monatlichen Daten des Index auf den genannten Finanzmärkten in der Zeit vom 4. Oktober 2005 bis zum 30. September 2015 verwendet. Um die schwache Form der Markteffizienz für die jeweiligen Märkte zu testen, wurden in dieser Studie außerdem vier statistische Segmente/Tests verwendet, die Normalitätstests (Koeffizient der Wölbung, Koeffizient der Schiefe und Jarque-Bera-Test), Runs-Tests, Einheitswurzeltests (Augmented Dickey-Fuller-Test, Phillips-Perron-Test), Kwiatkowski, Phillips Schmidt und Shin-Test) und einen Autokorrelationstest durch das Korrelogramm enthalten.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
30 March 2020
Listed Since
31 March 2020

Barcode

No barcode data available

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