National and University Library, Ljubljana (NUK)
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Hipoteza učinkovitega trga : delovanje mehanskih trgovalnih sistemov na primeru Stockholm stock exchange = Efficient market hypothesis : the functioning of mechanical trading systems in the case of the Stockholm stock exchangeJagrič, Timotej ; Markovič-Hribernik, Tanja ; Jagrič, VitaV prispevku je predstavljen preizkus hipoteze učinkovitega trga v njeni šibki obliki. Metodologija preizkušanja temelji na izbranih orodjih tehnične analize, križanju drsečih sredin in uporabi ... indeksa relativne moči (RSI). Zaradi konsistentnosti izpeljave raziskave smo izbrali simulacijo na podlagi mehanskih trgovalnih sistemov. Le-ti predstavljajo zelo priljubljeno obliko sledenja trgovalnim strategijam pri večjih investitorjih, na zelo razvitih trgih pa tudi pri manjših. V raziskavi smo uporabili podatke iz Stockholm Stock Exchange. Izidi naše raziskave za primer stockholmske borze ne podpirajo hipoteze učinkovitega trga.Source: Naše gospodarstvo : revija za aktualna gospodarska vprašanja = Our economy : review of current problems in economics. - ISSN 0547-3101 (Letn. 52, št. 1/2, 2006, str. 50-58)Type of material - article, component partPublish date - 2006Language - slovenianCOBISS.SI-ID - 8558108
Author
Jagrič, Timotej |
Markovič-Hribernik, Tanja |
Jagrič, Vita
Topics
trg |
trgovina |
sistemi |
konkurenčnost |
učinkovitost |
ekonomske analize
source: Naše gospodarstvo : revija za aktualna gospodarska vprašanja = Our economy : review of current problems in economics. - ISSN 0547-3101 (Letn. 52, št. 1/2, 2006, str. 50-58)
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DRS, in which the journal is indexed
Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Jagrič, Timotej | 19108 |
Markovič-Hribernik, Tanja | 08102 |
Jagrič, Vita | 28677 |
Source: Personal bibliographies
and: SICRIS
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