Czech PX-TR - Derivation of Historical Data for the Performance Index and Analysis of two Trading Strategies

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F17%3A00113829" target="_blank" >RIV/00216224:14560/17:00113829 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Czech PX-TR - Derivation of Historical Data for the Performance Index and Analysis of two Trading Strategies
Original language description
The Czech PX Index is available as a price index since 1993-09-07, the total return index PX-TR is only available since 2006-03-20. This article uses the methodology published from the Czech stock exchange and derives the PX-TR from 1994-04-05 to 2006-03-17. It is the first time this dataset is published. In addition, two trading strategies are tested. We show that these strategies are more efficient than a simple buy and hold strategy.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS: 11TH INTERNATIONAL SCIENTIFIC CONFERENCE, PTS I-III
ISBN
9788024841380
ISSN
2336-162X
e-ISSN
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Number of pages
9
Pages from-to
723-731
Publisher name
VSB-TECH UNIV OSTRAVA
Place of publication
OSTRAVA
Event location
Ostrava, CZECH REPUBLIC
Event date
Sep 6, 2017
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000508278200089

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