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Search: person:"Panait, Iulian"
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stock returns
10
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Panait, Iulian
24
PANAIT, Iulian
5
Slavescu, Ecaterina Oana
4
Barangă, Paul
2
Barangă, laurențiu Paul
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Lupu, Iulia
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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11
Comparative study of the evolution of stock returns for listed Romanian companies which received non-repayable structural and cohesion European funds
Panait, Iulian
;
Stoian, George-Daniel
- In:
Romanian Economic Journal
16
(
2013
)
47
,
pp. 29-58
Our paper investigates the particularities of the evolution of stock returns for the Romanian listed companies that were beneficiaries of non-repayable structural and cohesion European funds during Jan.2010 – Mar.2012. We use data mining techniques to analyze daily prices for 18 such companies...
Persistent link: https://www.econbiz.de/10010934762
Saved in:
12
STYLIZED FACTS OF THE DAILY, WEEKLY AND MONTHLY RETURNS ON BUCHAREST STOCK EXCHANGE DURING 2007-2012
Ene, Corina Maria
;
Uzlau, Carmen Marilena
;
Panait, Iulian
- In:
Annales Universitatis Apulensis Series Oeconomica
1
(
2013
)
15
,
pp. 15-15
Our paper documents a set of statistical properties of the monthly, weekly and dailyreturns for the most liquid 30 stocks traded on Bucharest Stock Exchange during 2007 - 2012 andalso for 3 important Romanian stock market indices. Our results confirm the presence of most thestylized facts...
Persistent link: https://www.econbiz.de/10010838713
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13
Using Garch-in-Mean Model to Investigate Volatility and Persistence at Different Frequencies for Bucharest Stock Exchange during 1997-2012
PANAIT, Iulian
;
SLĂVESCU, Ecaterina Oana
- In:
Theoretical and Applied Economics
XVIII(2012)
(
2012
)
5(570)
,
pp. 55-76
In our paper we use data mining to compare the volatility structure of high (daily) and low (weekly, monthly) frequencies for seven Romanian companies traded on Bucharest Stock Exchange and three market indices, during 1997-2012. For each of the 10 time series and three frequencies we fit a...
Persistent link: https://www.econbiz.de/10011004896
Saved in:
14
Improving Customer Churn Models as one of Customer Relationship Management Business Solutions for the Telecommunication Industry
Oana, Slãvescu Ecaterina
;
Iulian, Panait
- In:
Ovidius University Annals, Economic Sciences Series
XII
(
2012
)
1
,
pp. 1156-1160
Nowadays, when companies are dealing with severe global competition, they are making serious investments in Customer Relationship Management (CRM) strategies. One of the cornerstones in CRM is customer churn prediction, the practice of determining a mathematical relation between customer...
Persistent link: https://www.econbiz.de/10010926039
Saved in:
15
Particularități ale aplicării teoriei moderne a portofoliului in cazul acțiunilor listate la Bursa de Valori București
Panait, Iulian
;
Diaconescu, Tiberiu
-
Volkswirtschaftliche Fakultät, …
-
2012
This paper studies the particularities of portfolio selection on the Romanian stock market using the risk-return maximization criteria introduced by Harry Markowitz (1952). We used daily prices for the 36 most liquid companies traded on Bucharest Stock Exchange during January 2010 – March 2012...
Persistent link: https://www.econbiz.de/10011258756
Saved in:
16
Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011
Panait, Iulian
;
Slavescu, Ecaterina Oana
-
Volkswirtschaftliche Fakultät, …
-
2012
Our paper investigates the symmetry in stock returns of the 30 most liquid companies traded on Bucharest Stock Exchange during 2000 – 2011 and also the most representative 5 market indices. Our daily data shows that skewness estimates are slightly negative for most indices and individual...
Persistent link: https://www.econbiz.de/10011259722
Saved in:
17
Improving customer churn models as one of customer relationship management business solutions for the telecommunication industry
Slavescu, Ecaterina
;
Panait, Iulian
-
Volkswirtschaftliche Fakultät, …
-
2012
Nowadays, when companies are dealing with severe global competition, they are making serious investments in Customer Relationship Management (CRM) strategies. One of the cornerstones in CRM is customer churn prediction, the practice of determining a mathematical relation between customer...
Persistent link: https://www.econbiz.de/10011107251
Saved in:
18
Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012
Panait, Iulian
;
Constantinescu, Alexandru
-
Volkswirtschaftliche Fakultät, …
-
2012
Our paper presents a set of stylized empirical facts resulted from the statistical investigation of the daily and monthly price variations of European stock market indices during the period April 2007 - March 2012. We study 21 regional and global stock market indices calculated by MSCI Barra,...
Persistent link: https://www.econbiz.de/10011112480
Saved in:
19
Stock market diagnosis
Panait, Iulian
-
Volkswirtschaftliche Fakultät, …
-
2011
This paper represents a review of the book „Stock market diagnosis” by Anca Gheorghiu, Victor Publishing House, Bucharest, 2011
Persistent link: https://www.econbiz.de/10011259847
Saved in:
20
Study of the Correlation between the Romanian Stock Market and S&P500 Index during 2007-2009
Panait, Iulian
- In:
Romanian Economic Journal
14
(
2011
)
39
,
pp. 233-255
This article aims to study the evolution of the Bucharest Stock Exchange (BSE) and the particularities of its correlation with international stock markets during Jan 2007 - Dec 2009. The linear regression and correlation analysis on weekly and monthly data shows a good degree of synchronization...
Persistent link: https://www.econbiz.de/10009002713
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