Economic Bulletin of the National Mining University

 

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Article

Issue:2015 №1 (49)
Section:
UDK:330.131.5
Article language:Ukrainian
Pages:157-166
Title:Determination of the financial market information efficiency
Author:Rekunenko I. I.
Annotation:Ukrainian financial market efficiency is investigated, based on the efficient market hypothesis, which assumes that the price of a financial instrument fully reflects all information relating to the asset. Testing of market efficiency relies on the review of hypothesis using real statistic. Three statistical methods are used in the study. The initial data includes value of stock index, exchange rate and the interbank market interest rate. 
Keywords:Efficiency, Information, Financial market, Forms of efficiency, Hypothesis, Exchange rate, Stock index, Interest rate
File of the article:EV20151_157-166.pdf
Abstract:EV20151_157-166en.pdf 
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