Comparative Analysis of the Financial Market Performance Theories

Authors

  • Murad R. Taghiyev Baku State University

DOI:

https://doi.org/10.62343/cjss.2022.222

Keywords:

stock market, financial instruments, martingale.

Abstract

This study compares two theories of financial market efficiency. In this regard, we have proposed parameters for assessing the state of the market, depending on the speed of absorption of this information received. Further, we have determined the specific boundaries of application of the presented theories. It is proposed to determine the degree of stability of a particular financial market using the maximal Lyapunov exponent.

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Published

01.11.2023

How to Cite

Taghiyev, M. R. (2023). Comparative Analysis of the Financial Market Performance Theories. Caucasus Journal of Social Sciences, 15(1), 176–181. https://doi.org/10.62343/cjss.2022.222

Issue

Vol. 15 No. 1 (2022)

Section

Research papers

License

Copyright (c) 2023 Murad R. Taghiyev

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