Pregled bibliografske jedinice broj: 1036150
Research on stock returns in Central and South East European transitional economies
Research on stock returns in Central and South East European transitional economies // Proceedings of the 10 International Symposium on OPERATIONAL RESEARCH
Nova Gorica, 2009. str. 237-246 (ostalo, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
CROSBI ID: 1036150 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Research on stock returns in Central and South East European transitional economies
Autori
Vidović, Jelena ; Aljinović, Zdravka
Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni
Izvornik
Proceedings of the 10 International Symposium on OPERATIONAL RESEARCH
/ - Nova Gorica, 2009, 237-246
ISBN
978-961-6165-30-3
Skup
10th International Symposium on Operational Research SOR'09
Mjesto i datum
Nova Gorica, Slovenija, 23.09.2009. - 25.09.2009
Vrsta sudjelovanja
Ostalo
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
Nova Gorica, Slovenija
(stock returns, skewness, kurtosis, normality tests, transitional stock markets)
Sažetak
In this paper normality tests are performed using the data on daily stock returns from 11 Central and South Eastern European countries. The article focuses on the skewness and kurtosis of stock returns providing information about extreme returns that can be expected on these stock markets. Seen from the EU integration perspective results indicate that there is no difference between stock returns of countries that already accessed EU and others. Stock markets regardless their belonging to the EU integration show different stages of stock market development.
Izvorni jezik
Engleski
Znanstvena područja
Ekonomija
POVEZANOST RADA
Ustanove:
Sveučilište u Splitu Sveučilišni odjel za stručne studije
