Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Interrelation transparency and volatility shares of the russian companies
Available online: 17 September 2009 Subject Heading: Securities market JEL Classification:
We analyze changes of volatility shares provided increase Standard and Poor’s index of transparency in terms of the Efficiency Market Hypothesis. It is proved statistically significantly, that volatility shares will be higher at substantial value of an information transparency of the company and at its’ value much lower than average. Explaining ability of interdependence model essentially raises at the account of "a name of the emitter». Keywords: transparency, volatility, Efficient Market Hypothesis, statistical analysis, bubble |
ISSN 2311-8709 (Online)
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