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.

Downloads

Published

31.12.2022

How to Cite

Taghiyev, M. R. (2022). 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

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

In case an article is accepted for publication it is allowed to combine the article with other research, to conduct new research on the article, or to make different arrangements on condition that the same license is used including commercial purposes.

As an author of an article published in the Caucasus Journal of Social Sciences, you retain the copyright of your article and you are free to reproduce and disseminate your work.