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Influence of Different Ownership Forms on Efficiency of Czech and Slovak Banks: Stochastic Frontier Approach

Baruník, Jozef; Soták, Branislav - In: Politická ekonomie 2010 (2010) 2, pp. 207-224

The paper presents empirical analysis of influence of different ownership forms on efficiency of Czech and Slovak banks … using the Stochastic Frontier Analysis. The paper brings new results as it uses set of data which has not been used …

Persistent link: https://www.econbiz.de/10008577445

The Czech Equity Market - Its Effectiveness and Macroeconomic Consequences

Horská, Helena - In: Czech Journal of Economics and Finance (Finance a uver) 55 (2005) 5-6, pp. 283-301

macroeconomic consequences of stock-price development. The analysis of the stock market’s behavior supports a cautionary stance on …

Persistent link: https://www.econbiz.de/10005808639

Defection of Traditional Standard Deviation Scaling of Capital Asset Returns

Gazda, Vladimír; Koøený, Karel; Výrost, Tomáš - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 7-8, pp. 325-334

In this paper, we investigate the adequacy of scaling, a method frequently used in estimation of standard deviation of stock returns. Scaling is based on the assumption that standard deviation is proportional to the square root of the length of the time interval of the sample (for example daily,...

Persistent link: https://www.econbiz.de/10008549843