Search Results - subject:"Central European stock markets"

Testing rational speculative bubbles in Central European stock markets

Deev, Oleg; Kajurova, Veronika; Stavarek, Daniel - Volkswirtschaftliche Fakultät, … - 2013

This study examines the existence of rational speculative bubbles in selected Central European stock markets. We …

Persistent link: https://www.econbiz.de/10011109269

Pension funds' performance in strongly regulated industries in Central Europe: Evidence from Poland and Hungary

Bohl, Martin T.; Lischewski, Judith; Voronkova, Svitlana - 2010

This paper presents an analysis of pension funds' performance in Poland and Hungary, two Central European countries characterized by strong regulation of their private pension fund industries. Thus, the paper extends the literature which has so far mostly focused on performance of pension fund...

Persistent link: https://www.econbiz.de/10010302584

Pension funds' performance in strongly regulated industries in Central Europe: Evidence from Poland and Hungary

Bohl, Martin T.; Lischewski, Judith; Voronkova, Svitlana - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2010

Persistent link: https://www.econbiz.de/10008694119

Wavelet analysis of Central European stock market behaviour during the crisis

Baruník, Jozef; Vácha, Lukáš - 2009

markets reacted differently to the current financial crisis. More important, Central European stock markets seem to have … European stock markets, namely the Czech, Polish and Hungarian ones, and compare them to the German and U.S. benchmark stock …In the paper we test for the different reactions of stock markets to the current financial crisis. We focus on Central …

Persistent link: https://www.econbiz.de/10010322184

Wavelet Analysis of Central European Stock Market Behaviour During the Crisis

Barunik, Jozef; Vacha, Lukas - Institut ekonomických studií, Univerzita Karlova v Praze - 2009

Persistent link: https://www.econbiz.de/10008531522

Weak-form efficiency test in the central european capital markets

Hájek, Jan - In: Politická ekonomie 2007 (2007) 6, pp. 773-791

This study thoroughly analyzes the stock market efficiency hypothesis - its weak form - in the Czech Republic, Poland and Hungary in 1995-2005. It aims to reveal whether trading on historical information about stock prices or indices may lead to economically significant abnormal profits and...

Persistent link: https://www.econbiz.de/10005036656

Size, value and liquidity : do they really matter on an emerging stock market?

Lischewski, Judith; Voronkova, Svitlana - In: Emerging markets review 13 (2012) 1, pp. 8-25

Persistent link: https://www.econbiz.de/10010219476

Price jumps in Visegrad-country stock markets : an empirical analysis

Hanousek, Jan; Novotný, Jan - In: Emerging markets review 13 (2012) 2, pp. 184-201

Persistent link: https://www.econbiz.de/10010219485

Size, value and liquidity. Do They Really Matter on an Emerging Stock Market?

Lischewski, Judith; Voronkova, Svitlana - In: Emerging Markets Review 13 (2012) 1, pp. 8-25

The paper extends the evidence on factors determining stock prices on emerging markets by focusing on the most advanced stock market in Central and Eastern Europe, the Polish market. Besides market, size and value factors, we investigate whether liquidity is a priced risk factor, addressing the...

Persistent link: https://www.econbiz.de/10010574591

Price jumps in Visegrad-country stock markets: An empirical analysis

Hanousek, Jan; Novotný, Jan - In: Emerging Markets Review 13 (2012) 2, pp. 184-201

We employ high frequency data to study extreme price changes (i.e., price jumps) in the Prague, Warsaw, Budapest, and Frankfurt stock market indexes from June 2003 to December 2010. We use the price jump index and normalized returns to analyze the distribution of extreme returns. The comparison...

Persistent link: https://www.econbiz.de/10011056982