Do extreme market value ratios mean that the market is informationally inefficient? A study of the Warsaw Stock Exchange

Journal of Economics and Management

Jacek Karasiński¹  Patryk Zduńczak² 

[1] Department of the Financial Systems of the Economy Faculty of Management University of Warsaw, Poland;Faculty of Management University of Warsaw, Poland;

关键词: efficient market hypothesis;    weak-form efficiency;    market value ratios;    stock markets;    random walk;   

DOI  :  10.22367/jem.2021.43.10

来源: DOAJ

【 授权许可】

Unknown