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Determination of the effectiveness of the Russian stock market at the present

Determination of the effectiveness of the Russian stock market at the present

Journal of Economic Regulation, , Vol. 1 (no. 2),
p. 5-15

The article deals with three forms of informative effi ciency of fi nancial markets. Darbin-Wotson statistics was calculated based on daily quotations RTS index. The hypothesis of weak effi ciency of Russian stock exchange market was tested.


Keywords: financial market; investors, information; forms of efficiency; insiders
 
Publisher: Ltd. "Humanitarian perspectives"
Founder: Ltd. "Humanitarian perspectives"
ISSN: 2078-5429