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National Repository of Grey Literature

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Testing the efficiency of capital markets in European economies Burianec, Dominik ; Pošta, Vít (advisor) ; Gawthorpe, Kateřina (referee) This master´s thesis deals with testing the efficiency of capital markets. The subject to verification of the stock markets of Austria, Hungary, Germany, Great Britain, Czech Republic and Poland during the 2006-2016Q1. The aim of this work is to test the weak formo f efficiency in these markets. The hypothesis was tested using the ACF test ADF and KPSS tests, variance ratio test, run test and test of January effect. Detailed record

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