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Article

Анализ и оценка временных эффектов российского рынка ценных бумаг

Финансовый бизнес. 2015. № 6. С. 17-22.
Ватрушкин С. В.

Time effectsis a testament to the low efficiency of the market. Moreover the existence of time effects allows market participants to extract additional return without increasing the risk of their portfolio. The purpose of the article in the definition of time effects on the Russian stock market and an analysis of their sustainability. Based on these results it will be possible to draw a conclusion about the effectiveness of the Russian stock market and identify investment opportunities.