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Intraday price discovery in emerging European stock markets

Hanousek, Jan; Kočenda, Evžen - 2009

Persistent link: https://www.econbiz.de/10003850151

The reaction of asset prices to macroeconomic announcements in new EU markets : evidence from intraday data

Hanousek, Jan; Kočenda, Evžen; Kutan, Ali Mustafa - In: Journal of financial stability 5 (2009) 2, pp. 199-219

Persistent link: https://www.econbiz.de/10003852908

Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových státu° EU

Hanousek, Jan; Kočenda, Evžen - In: Politická ekonomie : teorie, modelování, aplikace 58 (2010) 4, pp. 435-457

Persistent link: https://www.econbiz.de/10008825670

The identification of price jumps

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

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

Price jumps on European stock markets

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

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

Price jump indicators : stock market empirics during the crisis

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

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

The reaction of asset prices to macroeconomic announcements in new EU markets: evidence from intraday data

Hanousek, Jan; Kočenda, Evžen; Kutan, Ali Mustafa - 2007

Persistent link: https://www.econbiz.de/10003724888

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

Price jump indicators : stock market empirics during the crisis

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

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

Price Jumps on European Stock Markets

Hanousek, Jan - 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/10013071459