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Returns on Property, Stocks, and Bonds - Consumption Perspective (GAP403/12/1394)
historical property returns in addition to the widely used returns on stocks and bonds. For this purpose, we will construct the first quarterly series of property returns including of expected asset returns
AE - Řízení, správa a administrativa
- 2012 - 2016 •
- 2 294 tis. Kč •
- 2 294 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2012 - 24. 11. 2016
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Sentiment and its impact on stock markets (GA16-26353S)
), and stock market returns and volatility. We employ GARCH models, cross-sectional, panelThe project deals with the impact of the economic agent sentiment on the stock returns/volatility and related links with eco...
AH - Ekonomie
- 2016 - 2020 •
- 3 349 tis. Kč •
- 2 993 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2016 - 11. 12. 2020
Uznané náklady
Podpora ze státního rozpočtu (89%)
Poskytovatel: Grantová agentura České republiky
Meta-Analyses of Stock Return Determinants (GA18-02513S)
will synthesize empirical findings on the predictive power of stock return determinants, and to estimate the magnitude of the corresponding stock returns premiums. We also aimUnderstanding factors associated with ...
Economic Theory
- 2018 - 2020 •
- 3 944 tis. Kč •
- 3 944 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2018 - 31. 12. 2020
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Online attention and financial markets (GA20-16786S)
of online attention on stock returns differentiating between short-term and long-termThe project aims to explore links between changes in online attention (measured as Google searches) and financial market characteristics (retu...
Finance
- 2020 - 2022 •
- 2 734 tis. Kč •
- 2 734 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2020 - 31. 12. 2022
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Rate of Assets Returns Dynamics. Application for the Czech Republic (GA402/00/0439)
of PX 50 for prediction of common stock and corporate bond returns of selected returns and exchange rate. The CAPM and APT theory will be the starting point of construction of market and factor models. Models for predictio...
AH - Ekonomie
- 2000 - 2002 •
- 1 815 tis. Kč •
- 1 815 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2000 - 1. 1. 2002
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Stock market integration and the speed of information transmission Comparison between mature and emerging markets (GA402/04/0270)
I will test for Granger causality, cointegration, and other types of relationships among the time series of stock market price and return indices of the mature and emerging stock markets (e.g., New York, London, Frankfurt, ...
AH - Ekonomie
- 2004 - 2004 •
- 140 tis. Kč •
- 140 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2004 - 1. 1. 2004
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Analysis of high-frequency data at financial markets (GA402/05/0128)
Within the project suggested, high-frequency time-series of stock prices and exchange rates together with corresponding relative returns will be analysed characteristics and finding of optimal theoretical distributions for retur...
AH - Ekonomie
- 2005 - 2007 •
- 742 tis. Kč •
- 742 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2005 - 31. 12. 2007
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Privatization of the housing stock and changes in housing policy 1990-2006 in Czechoslovakia and the Czech Republic. (GA25-17757S)
The project will examine how the process of privatisation of the housing stock took place after 1990. The post-revolutionary period saw unprecedented transfers relations. The transformation also significantly affected the housing stock
History (history of science and technology to be 6.3, history of specific sciences to be under the respective headings)
- 2025 - 2027 •
- 6 913 tis. Kč •
- 6 913 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2025 - 31. 12. 2027
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Information, Spillovers, and Impact on Capital Markets Theory and Empirics of the Intra-day Data Approach (GA402/08/1376)
on stock returns and spillovers between markets along with shedding more light on classical research associated with market efficiency. We focus on the emerging EU stock frequencies and there is no literature investigating...
AH - Ekonomie
- 2008 - 2010 •
- 1 863 tis. Kč •
- 1 863 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2008 - 31. 12. 2010
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Returns to CZU (EH24_037/0013835)
The aim of the Returns to CULS project is to ensure pilot verification of the implementation of the return grant scheme in practice and the implementation of partial return grants for researchers returning after a ...
Other natural sciences
- 2025 - 2029 •
- 77 243 tis. Kč •
- 16 028 tis. Kč •
- MŠMT
Řešení projektu: 1. 10. 2025 - 30. 6. 2029
Uznané náklady
Podpora ze státního rozpočtu (21%)
Poskytovatel: Ministerstvo školství, mládeže a tělovýchovy
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