voprecotestВопросы экономикиVoprosy Ekonomiki0042-8736Voprosy Ekonomiki, NP10.32609/0042-8736-2009-11-82-89voprecotest-949Research ArticleЭКОНОФИЗИКА И ЭКОНОМИЧЕСКАЯ ТЕОРИЯECONOPHYSICS AND ECONOMIC THEORYПуть к экономическому равновесию и эффективность финансовых рынков: взгляд физикаPhysicist’s Point of View on the Way to Equilibrium and Efficiency of Stock MarketЛеонидовА.LeonidovA.

доктор физико-математических наук, ведущий научный сотрудник

Физический институт им. П. Н. Лебедева РАНРоссияP. N. Lebedev Physical Institute of the Russian Academy of SciencesRussian Federation2009201120090118289Copyright © Voprosy Ekonomiki, NP, 20092009Voprosy Ekonomiki, NPVoprosy Ekonomiki, NPhttps://www.vopreco.ru/jour/about/submissions#copyrightNoticehttps://www.vopreco.ru/jour/article/view/949

В статье представлен обзор эконофизики как науки, обсуждаются история ее возникновения и возможные пути дальнейшего развития. Подробно описан предмет эконофизики, задачи и методология, место данной науки среди других и ее связь с экономикой и физикой. Оценивается вклад эконофизики в решение основных задач экономической науки и перспективы развития междисциплинарных исследований с участием физиков и экономистов.

The article provides a new method for testing the efficient market hypothesis in its weak form. A special model of stock market is built to estimate correlation functions. The main result is that the dynamics of share prices is close to the random walk but could be better described by a more sophisticated law of distribution. The market processes new information with a certain lag but its reaction is fast enough. Share prices reflect exogenous shocks much quicker than endogenous ones.

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The authors declare that there are no conflicts of interest present.