Stock market development beyond the GFC: The case of V4 countries

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F18%3A63521102" target="_blank" >RIV/70883521:28120/18:63521102 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.7441/joc.2018.02.10" target="_blank" >http://dx.doi.org/10.7441/joc.2018.02.10</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.7441/joc.2018.02.10" target="_blank" >10.7441/joc.2018.02.10</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Stock market development beyond the GFC: The case of V4 countries

Popis výsledku v původním jazyce

The stock exchanges are widely considered to be pivotal institutions providing the capital for companies and helping them to gain competitive advantage through economies of scale. This paper examines and sheds additional insight into the stock market behaviour of countries of Visegrad Group, namely the Czech Republic, Slovak Republic, Poland and Hungary, beyond the global financial crisis. The study uses data about official stock market indices of the four official stock exchanges in the Visegrad region, between the years 2010-2016. It applies the correlation analysis in attempt to find out whether the indices, namely the BUX Index, PX Index, SAX Index and WIG 20 Index, have similarities in their behaviour, beyond the crisis. The results indicate the V4 stock markets of geographically connected economics exhibit significant similarities in their behaviour, in the post-crisis period. The paper, inter alia, stresses the importance of the stock markets and provides a coherent overview on official V4 stock markets and their official stock market indices.

Název v anglickém jazyce

Stock market development beyond the GFC: The case of V4 countries

Popis výsledku anglicky

The stock exchanges are widely considered to be pivotal institutions providing the capital for companies and helping them to gain competitive advantage through economies of scale. This paper examines and sheds additional insight into the stock market behaviour of countries of Visegrad Group, namely the Czech Republic, Slovak Republic, Poland and Hungary, beyond the global financial crisis. The study uses data about official stock market indices of the four official stock exchanges in the Visegrad region, between the years 2010-2016. It applies the correlation analysis in attempt to find out whether the indices, namely the BUX Index, PX Index, SAX Index and WIG 20 Index, have similarities in their behaviour, beyond the crisis. The results indicate the V4 stock markets of geographically connected economics exhibit significant similarities in their behaviour, in the post-crisis period. The paper, inter alia, stresses the importance of the stock markets and provides a coherent overview on official V4 stock markets and their official stock market indices.

Druh

J_ost - Ostatní články v recenzovaných periodicích

CEP obor

—

OECD FORD obor

50206 - Finance

Projekt

—

Návaznosti

V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Rok uplatnění

2018

Kód důvěrnosti údajů

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

Název periodika

Journal of Competitiveness

ISSN

1804-171X

e-ISSN

—

Svazek periodika

10

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

14

Strana od-do

149-163

Kód UT WoS článku

000437712800010

EID výsledku v databázi Scopus

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