Project information
Evolution of market efficiency
- Project Identification
- MUNI/A/1303/2022
- Project Period
- 1/2023 - 12/2023
- Investor / Pogramme / Project type
-
Masaryk University
- Specific research - support for student projects
- MU Faculty or unit
-
Faculty of Economics and Administration
- Ing. Viktor Hřebačka
- doc. Ing. Martin Svoboda, Ph.D.
According to Adaptive Market Hypothesis the market efficiency is not static but rather evolves in time. The goal of the project is to study the evolution of market efficiency and the factors that might impact it. The project will consider impact of both microeconomic and macroeconomic variables, events and regulations. It follows the project from the previous year with likely focus on the impact of both taxes and passive investing.