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2010•RePEc: Research Papers in EconomicsRequires access

TESTING THE HYPOTHESIS OF AN EFFICIENT MARKET IN TERMS OF INFORMATION – THE CASE OF THE CAPITAL MARKET IN ROMANIA DURING RECESSION

Vasile Brătian, Claudiu Ilie Opreana

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Abstract

This paper is trying to test the hypothesis of efficient market (EMH Efficient Market Hypothesis), the case of capital market in Romania during the economic financial crisis. According to the purpose in view our research is aiming at testing the hypothesis of random walk of stock exchange indexes BET, BET-C, BET_FI of Bucharest Stock Exchange. In this respect we will enforce statistic tests to see if the capital market in Romania is efficient in a weak form during this period.

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What this paper is about

This paper is trying to test the hypothesis of efficient market (EMH Efficient Market Hypothesis), the case of capital market in Romania during the economic financial crisis. According to the purpose in view our research is aiming at testing the hypothesis of random walk of stock exchange indexes BET, BET-C, BET_FI of Bucharest Stock Exchange. In this respect we will enforce statistic tests to see if the capital market in Romania is efficient in a weak form during this period.

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OpenAlex reports 2 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

This paper is trying to test the hypothesis of efficient market (EMH Efficient Market Hypothesis), the case of capital market in Romania during the economic financial crisis. According to the purpose in view our research is aiming at testing the hypothesis of random walk of stock exchange indexes BET, BET-C, BET_FI of Bucharest Stock Exchange. In this respect we will enforce statistic tests to see if the capital market in Romania is efficient in a weak form during this period.

Key concepts: Efficient-market hypothesis, Statistic, Stock exchange, Stock market, Economics, Capital market, Random walk hypothesis, Recession

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TESTING THE HYPOTHESIS OF AN EFFICIENT MARKET IN TERMS OF INFORMATION – THE CASE OF THE CAPITAL MARKET IN ROMANIA DURING RECESSION — Research Paper | ScholarLens