Documents

The article deals with the current state of research in the Russian scientific community on the topic of studying of the information efficiency of the Russian financial market. An overview of the most frequently used methods of testing the information efficiency hypothesis is given; the author's view on the limitations of the methodology used is given and approaches to overcoming these limitations are proposed
Translated title of the contributionINFORMATION EFFICIENCY OF THE RUSSIAN FINANCIAL MARKET: PROBLEMS AND PROSPECTS OF STUDYING
Original languageRussian
Title of host publicationНАУЧНЫЕ ИССЛЕДОВАНИЯ МОЛОДЫХ УЧЕНЫХ
Subtitle of host publicationСборник статей VIII Международной научно-практической конференции. В 2-х частях Том. Часть 2
Place of PublicationПенза
PublisherМНЦС "Наука и просвещение"
Pages65-67
ISBN (Print)978-5-00159-665-3
StatePublished - 17 Dec 2020
EventНАУЧНЫЕ ИССЛЕДОВАНИЯ МОЛОДЫХ УЧЕНЫХ: VIII Международная научно-практическая конференция - Пенза, Russian Federation
Duration: 17 Dec 2020 → …

Conference

ConferenceНАУЧНЫЕ ИССЛЕДОВАНИЯ МОЛОДЫХ УЧЕНЫХ
Country/TerritoryRussian Federation
CityПенза
Period17/12/20 → …

    Research areas

  • Information Efficiency, financial market, autoregressive analysis, fractal market theory, Brownian motion

ID: 84574245