Returns and Volatility on the Stock Markets in V4-Countries

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F15%3A86095247" target="_blank" >RIV/61989100:27510/15:86095247 - isvavai.cz</a>
Alternative codes found
RIV/47813059:19520/16:00010444
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Returns and Volatility on the Stock Markets in V4-Countries
Original language description
This paper focuses on the development of the Visegrad Countries' stock markets (V4) in period from June 2002 to June 2015. We compare stock market capitalisation, total value of stocks traded, and turnover ratio of domestic shares on the V4 stock markets. We paid our attention to development of the daily MSCI stock indices returns in the V4-Countries (the Czech Republic, Hungary, Poland, and Slovakia) and in two developed European markets (Germany, the United Kingdom). Subsequently, a comparison of thestock market returns volatility will be made both on the daily basis as well on 200days rolling windows basis.
Czech name
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Czech description
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Publication year
2015
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 : 10th international scientific conference : 7th - 8th September 2015, Ostrava, Czech Republic : proceedings. [Part I - IV]
ISBN
978-80-248-3865-6
ISSN
2336-162X
e-ISSN
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Number of pages
11
Pages from-to
357-367
Publisher name
VŠB - Technical University of Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 7, 2015
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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