Do extreme market value ratios mean that the market is informationally inefficient? A study of the Warsaw Stock Exchange
Aim/purpose – The aim of this paper is to verify whether extremely high values of market value ratios are the symptoms of informational inefficiency of the market in a weak form. The authors intend to examine whether these phenomena co-occur with each other.
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2021-05-01
|
| Series: | Journal of Economics and Management |
| Subjects: | |
| Online Access: | https://doi.org/10.22367/jem.2021.43.10 |