Informace o projektu
Evolution of market efficiency
- Kód projektu
- MUNI/A/1303/2022
- Období řešení
- 1/2023 - 12/2023
- Investor / Programový rámec / typ projektu
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Masarykova univerzita
- Specifický výzkum - podpora studentských projektů
- Fakulta / Pracoviště MU
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Ekonomicko-správní fakulta
- Ing. Viktor Hřebačka
- doc. Ing. Martin Svoboda, Ph.D.
According to Adaptive Market Hypothesis the market efficiency is not static but rather evolves in time. The goal of the project is to study the evolution of market efficiency and the factors that might impact it. The project will consider impact of both microeconomic and macroeconomic variables, events and regulations. It follows the project from the previous year with likely focus on the impact of both taxes and passive investing.
Publikace
Počet publikací: 1
2024
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On the Testing of Adaptive Markets Hypothesis Using Rolling Windows
APPLIED ECONOMICS LETTERS, rok: 2024, DOI