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Shluková analýza skoků na kapitálových trzích

Hanousek, Jan; Kočenda, Evžen; Novotný, Jan - In: Politická ekonomie : teorie, modelování, aplikace 64 (2016) 2, pp. 127-144

Persistent link: https://www.econbiz.de/10011472994

Price jump indicators : stock market empirics during the crisis

Novotný, Jan; Hanousek, Jan; Koèenda, Evžen - 2013

Persistent link: https://www.econbiz.de/10010440891

Price jump behavior during financial distress : intuition, analysis, and a regulatory perspective

Novotný, Jan; Hanousek, Jan - In: Emerging markets and the global economy, (pp. 483-507). 2014

Persistent link: https://www.econbiz.de/10010434632

Price jumps on European stock markets

Hanousek, Jan; Kočenda, Evžen; Novotný, Jan - 2013

Persistent link: https://www.econbiz.de/10010235638

The identification of price jumps

Hanousek, Jan; Kočenda, Evžen; Novotný, Jan - 2011

Persistent link: https://www.econbiz.de/10009159418

Price jump indicators : stock market empirics during the crisis

Novotný, Jan; Hanousek, Jan; Kočenda, Evžen - 2013

Persistent link: https://www.econbiz.de/10009788480

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

Cenové skoky během finanční nejistoty : od intuice k regulační perspektivě

Hanousek, Jan; Novotný, Jan - In: Politická ekonomie : teorie, modelování, aplikace 62 (2014) 1, pp. 32-48

Persistent link: https://www.econbiz.de/10010414740

Price Jumps on European Stock Markets

Hanousek, Jan; Kočenda, Evžen; Novotný, Jan - William Davidson Institute, University of Michigan - 2013

We analyze the dynamics of price jumps and the impact of the European debt crisis using the high-frequency data reported by selected stock exchanges on the European continent during the period January 2008 to June 2012. We employ two methods to identify price jumps: Method 1 minimizes the...

Persistent link: https://www.econbiz.de/10011161366

Price Jump Indicators: Stock Market Empirics During the Crisis

Novotný, Jan; Hanousek, Jan; Kočenda, Evžen - William Davidson Institute, University of Michigan - 2013

We analyze the behavior and performance of multiple price jump indicators across markets and over time. By using high-frequency stock market data we identify clusters of price jump indicators that share similar properties in terms of their performance in that they minimize Type I and Type II...

Persistent link: https://www.econbiz.de/10011161388