Articles liés à Behaviour of Stocks on the Prague Stock Exchange: During...
Behaviour of Stocks on the Prague Stock Exchange: During the Financial Crisis: Evidence from Empirical Research - Couverture souple
L'édition de cet ISBN n'est malheureusement plus disponible.
Afficher les exemplaires de cette édition ISBN
Présentation de l'éditeur :
This work studies the behaviour of the four most traded stocks on the Prague Stock Exchange from January 2007 to July 2010. Its main goal is to describe how the financial crisis influenced the Prague Stock Exchange. Employing standard statistical methods, ARMA, GARCH, and VAR models I examine on daily data the following phenomena: volatility, price jumps, the day of the week effect, validity of the efficient market hypothesis, and information flow between the stocks. The results imply that the financial crisis had stronger impact on the banking sector stocks than on other stocks. The crisis was mainly characterized by rapid growth in volatility and correlation between the stocks. It also influenced the information flow and the day of the week effect. However, the crisis did not trigger growth in the number of extreme price movements, and it did not cause the market to be less information efficient.
Biographie de l'auteur :
Koza, Oldrich. Behaviour of stocks on the Prague Stock Exchange During the FinancialCrisis: Evidence from Empirical Research, Prague, 2011. Bachelor’s thesis, Institute of Economic Studies, Faculty of Social Sciences,Charles University, Czech Republic. Supervisor:PhDr. Petr Teplý Ph.D.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurLAP Lambert Academic Publishing
- Date d'édition2011
- ISBN 10 3847313177
- ISBN 13 9783847313175
- ReliureBroché
- Nombre de pages60
Acheter neuf
En savoir plus sur cette édition
EUR 48,80
Frais de port :
EUR 3,73
Vers Etats-Unis
Meilleurs résultats de recherche sur AbeBooks
Image d'archives
Behaviour of Stocks on the Prague Stock Exchange: During the Financial Crisis: Evidence from Empirical Research
Edité par
LAP LAMBERT Academic Publishing
(2011)
ISBN 10 : 3847313177
ISBN 13 : 9783847313175
Neuf
Couverture souple
Quantité disponible : > 20
Vendeur :
Evaluation vendeur
Description du livre Etat : New. N° de réf. du vendeur ABLIING23Apr0316110134723
Acheter neuf
EUR 48,80
Autre devise
Image d'archives
Behaviour of Stocks on the Prague Stock Exchange
Edité par
LAP Lambert Academic Publishing
(2011)
ISBN 10 : 3847313177
ISBN 13 : 9783847313175
Neuf
Couverture souple
Quantité disponible : > 20
Vendeur :
Evaluation vendeur
Description du livre Etat : New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. N° de réf. du vendeur ria9783847313175_lsuk
Acheter neuf
EUR 52,95
Autre devise
Image d'archives
Behaviour of Stocks on the Prague Stock Exchange
Edité par
LAP Lambert Academic Publishing 2011-12
(2011)
ISBN 10 : 3847313177
ISBN 13 : 9783847313175
Neuf
PF
Quantité disponible : 10
Vendeur :
Evaluation vendeur
Description du livre PF. Etat : New. N° de réf. du vendeur 6666-IUK-9783847313175
Acheter neuf
EUR 48,83
Autre devise
Image fournie par le vendeur
Behaviour of Stocks on the Prague Stock Exchange
Edité par
LAP LAMBERT Academic Publishing Dez 2011
(2011)
ISBN 10 : 3847313177
ISBN 13 : 9783847313175
Neuf
Taschenbuch
Quantité disponible : 2
Vendeur :
Evaluation vendeur
Description du livre Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This work studies the behaviour of the four most traded stocks on the Prague Stock Exchange from January 2007 to July 2010. Its main goal is to describe how the financial crisis influenced the Prague Stock Exchange. Employing standard statistical methods, ARMA, GARCH, and VAR models I examine on daily data the following phenomena: volatility, price jumps, the day of the week effect, validity of the efficient market hypothesis, and information flow between the stocks. The results imply that the financial crisis had stronger impact on the banking sector stocks than on other stocks. The crisis was mainly characterized by rapid growth in volatility and correlation between the stocks. It also influenced the information flow and the day of the week effect. However, the crisis did not trigger growth in the number of extreme price movements, and it did not cause the market to be less information efficient. 60 pp. Englisch. N° de réf. du vendeur 9783847313175
Acheter neuf
EUR 49
Autre devise
Image d'archives
Behaviour of Stocks on the Prague Stock Exchange During the Financial Crisis Evidence from Empirical Research
Edité par
LAP LAMBERT Academic Publishing
(2011)
ISBN 10 : 3847313177
ISBN 13 : 9783847313175
Neuf
PAP
Quantité disponible : > 20
Vendeur :
Evaluation vendeur
Description du livre PAP. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L0-9783847313175
Acheter neuf
EUR 73,12
Autre devise
Image fournie par le vendeur
Behaviour of Stocks on the Prague Stock Exchange : During the Financial Crisis: Evidence from Empirical Research
Edité par
LAP LAMBERT Academic Publishing
(2011)
ISBN 10 : 3847313177
ISBN 13 : 9783847313175
Neuf
Taschenbuch
Quantité disponible : 1
Vendeur :
Evaluation vendeur
Description du livre Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This work studies the behaviour of the four most traded stocks on the Prague Stock Exchange from January 2007 to July 2010. Its main goal is to describe how the financial crisis influenced the Prague Stock Exchange. Employing standard statistical methods, ARMA, GARCH, and VAR models I examine on daily data the following phenomena: volatility, price jumps, the day of the week effect, validity of the efficient market hypothesis, and information flow between the stocks. The results imply that the financial crisis had stronger impact on the banking sector stocks than on other stocks. The crisis was mainly characterized by rapid growth in volatility and correlation between the stocks. It also influenced the information flow and the day of the week effect. However, the crisis did not trigger growth in the number of extreme price movements, and it did not cause the market to be less information efficient. N° de réf. du vendeur 9783847313175
Acheter neuf
EUR 49
Autre devise
Image d'archives
Behaviour of Stocks on the Prague Stock Exchange During the Financial Crisis Evidence from Empirical Research
Edité par
LAP LAMBERT Academic Publishing
(2011)
ISBN 10 : 3847313177
ISBN 13 : 9783847313175
Neuf
PAP
Quantité disponible : > 20
Vendeur :
Evaluation vendeur
Description du livre PAP. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L0-9783847313175
Acheter neuf
EUR 54,59
Autre devise
Image fournie par le vendeur
Behaviour of Stocks on the Prague Stock Exchange
Edité par
LAP LAMBERT Academic Publishing
(2011)
ISBN 10 : 3847313177
ISBN 13 : 9783847313175
Neuf
Couverture souple
Quantité disponible : > 20
Vendeur :
Evaluation vendeur
Description du livre Etat : New. N° de réf. du vendeur 5509352
Acheter neuf
EUR 41,05
Autre devise