Do market participants learn? The case of the Budapest Stock Exchange

Economic Change and Restructuring

Volumn 33, Issue 1-2, 2000, Pages 3-18

  Zalewska Mitura, Anna ^a,b   Hall, Stephen G ^b,c  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b LONDON BUSINESS SCHOOL   (United Kingdom)

^c IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

C22; G14; G15

Indexed keywords

EID: 52849133054     PISSN: 15739414     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (6)

1. Budapest Stock Exchange (1998), Annual Statistics 1997, Budapest, Akaprint.
2. Budapest Stock Exchange and Bank & Tozsde (1997), Company Fact Book 1997, Budapest.
3. Emerson, R., Hall, S.G. and Zalewska-Mitura, A. (1997), 'Evolving market efficiency with an application to some Bulgarian shares', Economics of Planning 30, 75-90.
4. Fama, E.F. (1991), 'Efficient capital markets: II', Journal of Finance 46, 1575-1618.
5. Zalewska-Mitura, A. (1998), 'Emerging markets from Central and Eastern Europe: problems of thin trading, price limits and evolving market efficiency', Ph.D. Thesis, London Business School.
6. Zalewska-Mitura, A. and Hall, S.G. (1999), 'Examining the first stages of market performance. A test for evolving market efficiency', Economics Letters 64, 1-12.