PL EN


2009 | 1(41) | 55-68
Article title

VERIFICATION OF THE WEAK FORM EFFICIENCY BY MEANS OF STATISTICAL TEST ON THE STOCK EXCHANGE IN WARSAW (Weryfikacja slabej formy efektywnosci za pomoca testów statystycznych na GPW w Warszawie)

Selected contents from this journal
Title variants
Languages of publication
PL
Abstracts
EN
The aim of the research is to verify the hypothesis of the weak form of efficiency of the Polish capital market. The research is conducted for the WIG20 index and subindexes constructed for sectors on the basis of quotations of companies that are included in the WIG20 index. In the paper, the Quenouille's test for autocorrelation coefficients, runs test and unit root test have been used. The research covers the period from 3.01.2000 to 29.12.2006.
Year
Issue
Pages
55-68
Physical description
Document type
ARTICLE
Contributors
  • Dorota Zebrowska-Suchodolska, Wyzsza Szkola Finansów i Zarzadzania w Bialymstoku, ul. Ciepla 40, 15-472 Bialystok, Poland
References
Document Type
Publication order reference
Identifiers
CEJSH db identifier
09PLAAAA066219
YADDA identifier
bwmeta1.element.5df21d00-4af9-389a-80d6-b623ac047db4
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