Call Us 080-41656200 (Mon-Sat: 10AM-8PM)
Free Shipping above Rs. 1499
Cash On Delivery*

Behaviour of Stocks on the Prague Stock Exchange

 

Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days

 

Check Your Delivery Options

 
Rs. 3,651

Availability: In stock

 
  • Product Description
 

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.

Product Specifications
SKU :COC70080
AuthorOld?ich Koza
LanguageEnglish
BindingPaperback
Number of Pages60
Publishing Year2011-12-27T00:00:00.000
ISBN978-3847313175
Edition1 st
Book TypeEconomics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-08 00:00:00
0 Review(s)