Size and value effects in the Visegrad countries

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985998%3A_____%2F11%3A00364283" target="_blank" >RIV/67985998:_____/11:00364283 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.2753/ree1540-496x470303" target="_blank" >http://dx.doi.org/10.2753/ree1540-496x470303</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.2753/ree1540-496x470303" target="_blank" >10.2753/ree1540-496x470303</a>

Result language
angličtina
Original language name
Size and value effects in the Visegrad countries
Original language description
This paper has two main objectives. The first is to test for the presence of size and book-to-market value effects in the Visegrad countries (the Czech Republic, Hungary, Poland, and Slovakia). The second objective is constructing a model for the cost ofcapital. The regional three-factor model outperforms country-specific versions of the model, and it can be estimated for a more current sample in Prague, Budapest, Warsaw, and Bratislava. Therefore, it is a plausible model for the cost of capital in this region, and it is used to calculate the cost of capital for the following industries: banks; capital goods; food, beverage, and tobacco; materials; and utilities.
Czech name
—
Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
—

Project
<a href="/en/project/LC542" target="_blank" >LC542: Center of Advanced Political Economy Research</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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