Common Stock Index Analysis

Mitica Pepi ()
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Mitica Pepi: “Ovidius†University of Constanta

Ovidius University Annals, Economic Sciences Series, 2020, vol. XX, issue 2, 1048-1054

Abstract: The finance and economics literature on the non-linearity and chaos increases in quantity as well in quality in recent years. Studies try to find out the non-existence of the chaos in financial time series. The importance of comon stoks markets index, efficient market hypothesis, independent identically distributed. ROTX is a joint index of the Bucharest Stock Exchange and the Vienna Stock Exchange, which reflects in real time the price changes for the most representative companies traded on the Bucharest Stock Exchange. This research topic comes from the fact that chaos and efficient market hypothesis are mutually exclusive paradigms. This study is motivated from this fact. Nonlinearity and chaos theories were employed to examine the behavior of the Vienna stocks markets all share equity indices.

Keywords: capital market; risk; bank regulation; regulatory acconting (search for similar items in EconPapers)
JEL-codes: G10 G32 M41 (search for similar items in EconPapers)
Date: 2020
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