Quang, Tran Van - In: Acta Oeconomica Pragensia 2007 (2007) 4, pp. 17-31
Based on cointegration analysis of daily data of the most liquid Czech stock from September 1, 1997 to February 28, 2007, a long run equilibrium relationship was revealed to exist between prices of stocks of Komerční banka (KB), České energetické závody (CEZ) and Unipetrol (UNPE). Prices...