Capital Market`s Effectivity with Focus on Stock Exchange Prague
Author: | Mgr. Karel Diviš |
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Year: | 2003 - winter |
Leaders: | prof. Ing. Miloslav Vošvrda CSc. |
Consultants: | |
Work type: | Financial Markets Masters |
Language: | Czech |
Pages: | 77 |
Awards and prizes: | M.A. with distinction from the Dean of the Faculty of Social Sciences for an extraordinarily good masters diploma thesis |
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Abstract: | This diploma thesis summarizes the distribution based and distribution-free statistical tests for the efficient markets hypothesis. Some of these tests are applied to data from capital market in the Czech Republic and as well to data from capital markets in the U.S. or data from emerging capital markets in Hungary, Poland and Slovakia. |
Downloadable: | Diploma Thesis - Diviš |