Work detail

Influence of economical crises on weak efficiency of capital markets

Author: Bc. Štěpán Minařík
Year: 2007 - summer
Leaders: prof. PhDr. Petr Teplý Ph.D.
Consultants: prof. Ing. Miloslav Vošvrda CSc.
Work type: Bachelors
Language: Czech
Pages: 51
Awards and prizes:
Link:
Abstract: In first part of my research a describe different ways of measuring weak efficiency of capital markets. In second part I explore economical crises in five various countries (Argentina, Malaysia, Mexico and Czech Republic) and I enounce hypothesis of effect of economical crises on weak capital market efficiency. In the end by using some tests (variance ratio test, run test, break event test) and discussion of results according to hypothesis I verify an availability of statement if crises has any influence on capital market weak efficiency.

Partners

Deloitte
Česká Spořitelna

Sponsors

CRIF
McKinsey
Patria Finance
EY