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  1. 1 Optimum. Studia Ekonomiczne

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  1. 1 2009

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  1. 1 Zebrowska-Suchodolska D.

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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)

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Zebrowska-Suchodolska D.
Optimum. Studia Ekonomiczne
|
2009
|
issue 1(41)
55-68
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.
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