Search results
- 1.0378639 - NHU-C 2013 RIV US eng J - Journal Article
Hanousek, Jan - Novotný, Jan
Price jumps in Visegrad-country stock markets: an empirical analysis.
Emerging Markets Review. Roč. 13, č. 2 (2012), s. 184-201. ISSN 1566-0141. E-ISSN 1873-6173
R&D Projects: GA ČR(CZ) GA402/08/1376
Grant - others:UK(CZ) GAUK 271111
Institutional support: PRVOUK-P23
Keywords : Central European stock markets * financial markets * price jumps
Subject RIV: AH - Economics
Impact factor: 1.167, year: 2012
Permanent Link: http://hdl.handle.net/11104/0210060 - 2.0359855 - NHU-C 2012 RIV DE eng J - Journal Article
Égert, B. - Kočenda, Evžen
Time-varying synchronization of European stock markets.
Empirical Economics. Roč. 40, č. 2 (2011), s. 394-407. ISSN 0377-7332. E-ISSN 1435-8921
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : stock markets * intraday data * comovements
Subject RIV: AH - Economics
Impact factor: 0.597, year: 2011
Permanent Link: http://hdl.handle.net/11104/0197556 - 3.0359252 - NHU-C 2012 US eng J - Journal Article
Kočenda, Evžen - Hanousek, Jan - Engelmann, D.
Erratum to “Currencies, competition, and clans” [J. Policy Model. 30 (2008) 1115–1132].
Journal of Policy Modeling. Roč. 32, č. 3 (2010), s. 432-432. ISSN 0161-8938. E-ISSN 1873-8060
R&D Projects: GA ČR(CZ) GA402/08/1376
Institutional research plan: CEZ:MSM0021620846
Keywords : currencies
Subject RIV: AH - Economics
Impact factor: 0.911, year: 2010
Permanent Link: http://hdl.handle.net/11104/0197070 - 4.0351638 - NHU-C 2011 RIV CZ cze J - Journal Article
Hanousek, Jan - Kočenda, Evžen
Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU.
[Effect of intraday information flow on the emerging European stock markets.]
Politická ekonomie. Roč. 58, č. 4 (2010), s. 435-457. ISSN 0032-3233. E-ISSN 0032-3233
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : stock markets * intraday data * macroeconomic news * European Union
Subject RIV: AH - Economics
Impact factor: 0.650, year: 2010
http://www.vse.cz/polek/abstrakt.php3?IDcl=740
Permanent Link: http://hdl.handle.net/11104/0191348 - 5.0351500 - NHU-C 2011 RIV CZ eng J - Journal Article
Novotný, Jan
Price jumps in Visegrad country stock markets: an empirical analysis.
CERGE-EI Working Paper Series. -, č. 412 (2010), s. 1-33. ISSN 1211-3298
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT LC542
Grant - others:MŠk(CZ) SVV-2010-261801
Institutional research plan: CEZ:MSM0021620846
Keywords : financial markets * Visegrad region * price jumps
Subject RIV: AH - Economics
http://www.cerge-ei.cz/pdf/wp/Wp412.pdf
Permanent Link: http://hdl.handle.net/11104/0191239File Download Size Commentary Version Access Wp412.pdf 0 1.1 MB Publisher’s postprint open-access - 6.0351488 - NHU-C 2011 RIV CZ eng J - Journal Article
Novotný, Jan
Were stocks during the financial crisis more jumpy: a comparative study.
CERGE-EI Working Paper Series. -, č. 416 (2010), s. 1-57. ISSN 1211-3298
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT LC542
Grant - others:MŠk(CZ) SVV-2010-261801
Institutional research plan: CEZ:MSM0021620846
Keywords : financial markets * price jumps * extreme price movements
Subject RIV: AH - Economics
http://www.cerge-ei.cz/pdf/wp/Wp416.pdf
Permanent Link: http://hdl.handle.net/11104/0191228File Download Size Commentary Version Access Wp416.pdf 0 1.8 MB Publisher’s postprint open-access - 7.0342813 - NHU-C 2011 RIV CZ eng J - Journal Article
Kočenda, Evžen - Poghosyan, T.
Exchange rate risk in Central European countries.
Finance a úvěr-Czech Journal of Economics and Finance. Roč. 60, č. 1 (2010), s. 22-39. ISSN 0015-1920. E-ISSN 0015-1920
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : foreign exchange risk * time-varying risk premium * stochastic discount factor
Subject RIV: AH - Economics
Impact factor: 0.278, year: 2010
http://journal.fsv.cuni.cz/storage/1178_str_22_39_-_ko%C4%8Denda.pdf
Permanent Link: http://hdl.handle.net/11104/0185440 - 8.0330828 - NHU-C 2010 RIV NL eng J - Journal Article
Kočenda, Evžen - Poghosyan, T.
Macroeconomic sources of foreign exchange risk in new EU members.
Journal of Banking & Finance. Roč. 33, č. 11 (2009), s. 2164-2173. ISSN 0378-4266. E-ISSN 1872-6372
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : foreign exchange risk * time-varying risk premium * Stochastic discount factor * new EU member countries
Subject RIV: AH - Economics
Impact factor: 1.908, year: 2009
Permanent Link: http://hdl.handle.net/11104/0176522 - 9.0326264 - NHU-C 2010 RIV CZ eng J - Journal Article
Hanousek, Jan - Kočenda, Evžen
Intraday price discovery in emerging European stock markets.
CERGE-EI Working Paper Series. -, č. 382 (2009), s. 1-35. ISSN 1211-3298
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : price discovery * stock markets * intra-day data * European Union * macroeconomic news
Subject RIV: AH - Economics
http://www.cerge-ei.cz/pdf/wp/Wp382.pdf
Permanent Link: http://hdl.handle.net/11104/0173417File Download Size Commentary Version Access Wp382.pdf 0 462 KB Publisher’s postprint open-access - 10.0323948 - NHU-C 2009 RIV CZ eng J - Journal Article
Kopřiva, František
Source of information-driven trading on the Prague Stock Exchange.
[Zdroj obchodování řízeného informacemi na Burze cenných papírů Praha.]
CERGE-EI Working Paper Series. -, č. 365 (2008), s. 1-39. ISSN 1211-3298
R&D Projects: GA ČR(CZ) GA402/08/1376; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : trading systems * informed trading * emerging markets
Subject RIV: AH - Economics
http://www.cerge-ei.cz/pdf/wp/Wp365.pdf
Permanent Link: http://hdl.handle.net/11104/0171775