The Importance of Financial Ratios for Predicting Stock Price Trends: The Evidence from the Visegrad Group

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

The Importance of Financial Ratios for Predicting Stock Price Trends: The Evidence from the Visegrad Group

Popis výsledku v původním jazyce

This study examines the effect of the main microeconomic factors on the stock prices of select financial sector companies listed on the Central European Exchanges (Budapest Stock Exchange, Prague Stock Exchange, Bratislava Stock Exchange, or Warsaw Stock Exchange). The microeconomic factors are based on the financial situation in companies. For the analysis are used financial ratios, gained from the financial statements of the individual companies. In general, the paper confirmed that rentability and debt ratios are the most important business factors from the prospective of its impact on stock prices. The relationship between observed variables is explored using panel regression analysis. The ordinary least squares method is used for constructing a regression model. The sample period of our dataset is composed of annual data from 2002 to 2015.

Název v anglickém jazyce

The Importance of Financial Ratios for Predicting Stock Price Trends: The Evidence from the Visegrad Group

Popis výsledku anglicky

This study examines the effect of the main microeconomic factors on the stock prices of select financial sector companies listed on the Central European Exchanges (Budapest Stock Exchange, Prague Stock Exchange, Bratislava Stock Exchange, or Warsaw Stock Exchange). The microeconomic factors are based on the financial situation in companies. For the analysis are used financial ratios, gained from the financial statements of the individual companies. In general, the paper confirmed that rentability and debt ratios are the most important business factors from the prospective of its impact on stock prices. The relationship between observed variables is explored using panel regression analysis. The ordinary least squares method is used for constructing a regression model. The sample period of our dataset is composed of annual data from 2002 to 2015.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

50202 - Applied Economics, Econometrics

Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2017

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

20th International Scientific Conference "Enterprise and Competitive Environment",

ISBN

978-80-7509-499-5

ISSN

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e-ISSN

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Počet stran výsledku

10

Strana od-do

663-672

Název nakladatele

Mendel University in Brno

Místo vydání

Neuveden

Místo konání akce

Brno

Datum konání akce

9. 3. 2017

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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