Have a personal or library account? Click to login
Do extreme market value ratios mean that the market is informationally inefficient? A study of the Warsaw Stock Exchange Cover

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

Journal of Economics and Management
Volume 43 (2021): Issue 1 (January 2021)
By: Jacek Karasiński and  Patryk Zduńczak  
Open Access
|Jul 2021

Authors

Jacek Karasiński

jkarasinski@wz.uw.edu.pl

Department of the Financial Systems of the Economy, Faculty of Management, University of Warsaw, Poland

Patryk Zduńczak

patryk.zdunczak@gmail.com

Faculty of Management, University of Warsaw, Poland
DOI: https://doi.org/10.22367/jem.2021.43.10 | Journal eISSN: 2719-9975 | Journal ISSN: 1732-1948
Journal RSS Feed
Language: English
Page range: 206 - 224
Submitted on: Oct 6, 2020
|
Accepted on: May 20, 2021
|
Published on: Jul 5, 2021
Published by: University of Economics in Katowice
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
efficient market hypothesis,
weak-form efficiency,
market value ratios,
stock markets,
random walk
Related subjects:
Business and economics,
Business management,
Management accounting, financial controlling, cost calculation, investment,
Management, organization, corporate governance,
Business informatics,
Business intelligence,
Mathematics and statistics for economists,
Statistics

© 2021 Jacek Karasiński, Patryk Zduńczak, published by University of Economics in Katowice
This work is licensed under the Creative Commons Attribution-NonCommercial 4.0 License.

Previous articleVolume 43 (2021): Issue 1 (January 2021)Next article