This article examines the issue of information efficiency of the Chinese stock market. The weak form of the efficient market hypothesis is tested - and based on the various results obtained using various statistical tools, conclusions are drawn about its relevance for the study of this area. The series test and R/S analysis are used as the main analysis tools. The strengths and weaknesses of these methods are investigated.
Translated title of the contribution STUDY OF THE WEAK FORM OF INFORMATION EFFICIENCY OF THE STOCK MARKET OF THE PEOPLE'S REPUBLIC OF CHINA
Original languageRussian
Title of host publicationВ мире студенческой науки
Subtitle of host publicationсборник статей Международного научно-исследовательского конкурса
Place of PublicationПенза
PublisherМНЦС "Наука и просвещение"
Pages82-86
ISBN (Print)978-5-00159-850-3
StatePublished - 10 May 2021

    Research areas

  • information efficiency, Chinese stock market, R/S analysis, run-test, hurst parameter

ID: 84575154