Efficiency of the Moscow Stock Exchange before 2022

This paper investigates the degree of efficiency for the Moscow Stock Exchange. A market is called efficient if prices of its assets fully reflect all available information. We show that the degree of market efficiency is significantly low for most of the months from 2012 to 2021. We calculate the d...

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Detalles Bibliográficos
Autores principales: Shternshis, Andrey, Mazzarisi, Piero, Marmi, Stefano
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9497593/
https://www.ncbi.nlm.nih.gov/pubmed/36141070
http://dx.doi.org/10.3390/e24091184

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9497593/
https://www.ncbi.nlm.nih.gov/pubmed/36141070
http://dx.doi.org/10.3390/e24091184

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