Search results
- 1.0428294 - NHU-C 2015 RIV NL eng J - Journal Article
Hanousek, Jan - Kočenda, Evžen - Novotný, Jan
Price jumps on European stock markets.
Borsa Istanbul Review. Roč. 14, č. 1 (2014), s. 10-22. ISSN 2214-8450. E-ISSN 2214-8469
R&D Projects: GA ČR(CZ) GAP403/11/0020; GA ČR(CZ) GBP402/12/G097
Grant - others:UK(CZ) UNCE 204005/2012
Institutional support: PRVOUK-P23
Keywords : stock markets * price jump indicators * non-parametric testing
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0233878 - 2.0428151 - NHU-C 2015 RIV NL eng J - Journal Article
Égert, B. - Kočenda, Evžen
The impact of macro news and central bank communication on emerging European forex markets.
Economic Systems. Roč. 38, č. 1 (2014), s. 73-88. ISSN 0939-3625. E-ISSN 1878-5433
R&D Projects: GA ČR(CZ) GAP403/11/0020
Institutional support: PRVOUK-P23
Keywords : exchange rate * macroeconomic news * central bank communication
Subject RIV: AH - Economics
Impact factor: 0.649, year: 2014
Permanent Link: http://hdl.handle.net/11104/0233635 - 3.0392174 - NHU-C 2014 RIV NL eng J - Journal Article
Hanousek, Jan - Kopřiva, František
Do broker/analyst conflicts matter? Detecting evidence from internet trading platforms.
International Review of Financial Analysis. Roč. 28, June (2013), s. 86-92. ISSN 1057-5219. E-ISSN 1873-8079
R&D Projects: GA ČR(CZ) GAP403/11/0020
Institutional support: PRVOUK-P23
Keywords : conflict of interest * dealers' market * emerging markets
Subject RIV: AH - Economics
Impact factor: 0.617, year: 2013
Permanent Link: http://hdl.handle.net/11104/0221125 - 4.0391312 - NHU-C 2014 RIV GB eng J - Journal Article
Kočenda, Evžen - Maurel, M. - Schnabl, G.
Short- and long-term growth effects of exchange rate adjustment.
Review of International Economics. Roč. 21, č. 1 (2013), s. 137-150. ISSN 0965-7576. E-ISSN 1467-9396
R&D Projects: GA ČR(CZ) GAP403/11/0020
Institutional support: PRVOUK-P23
Keywords : optimum currency areas * panel-data * volatility
Subject RIV: AH - Economics
Impact factor: 0.657, year: 2013
Permanent Link: http://hdl.handle.net/11104/0220404 - 5.0377193 - NHU-C 2013 RIV DE eng J - Journal Article
Hanousek, Jan - Kočenda, Evžen - Novotný, Jan
The identification of price jumps.
Monte Carlo Methods and Applications. Roč. 18, č. 1 (2012), s. 53-77. ISSN 0929-9629
R&D Projects: GA ČR(CZ) GAP403/11/0020; GA ČR(CZ) GBP402/12/G097
Institutional support: PRVOUK-P23
Keywords : price jumps * non-parametric testing * financial econometrics
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0209422 - 6.0364946 - NHU-C 2012 RIV GB eng J - Journal Article
Hanousek, Jan - Kočenda, E.
Foreign news and spillovers in emerging European stock markets.
Review of International Economics. Roč. 19, č. 1 (2011), s. 170-188. ISSN 0965-7576. E-ISSN 1467-9396
R&D Projects: GA ČR(CZ) GAP403/11/0020; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : emerging European stock markets * foreign news * intraday data
Subject RIV: AH - Economics
Impact factor: 0.631, year: 2011
Permanent Link: http://hdl.handle.net/11104/0200304 - 7.0364287 - NHU-C 2012 RIV CZ eng J - Journal Article
Hanousek, Jan - Kopřiva, František
Detecting information-driven trading in a dealers market.
Finance a úvěr-Czech Journal of Economics and Finance. Roč. 61, č. 3 (2011), s. 204-229. ISSN 0015-1920. E-ISSN 0015-1920
R&D Projects: GA ČR(CZ) GAP403/11/0020; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : dealers’ market * emerging markets * informed trading
Subject RIV: AH - Economics
Impact factor: 0.346, year: 2011
http://journal.fsv.cuni.cz/storage/1212_hanousek.pdf
Permanent Link: http://hdl.handle.net/11104/0199809 - 8.0364268 - NHU-C 2013 RIV NL eng J - Journal Article
Bubák, V. - Kočenda, Evžen - Žikeš, F.
Volatility transmission in emerging European foreign exchange markets.
Journal of Banking & Finance. Roč. 35, č. 11 (2011), s. 2829-2841. ISSN 0378-4266. E-ISSN 1872-6372
R&D Projects: GA ČR(CZ) GAP403/11/0020; GA MŠMT LC542
Institutional research plan: CEZ:MSM0021620846
Keywords : foreign exchange markets * volatility * spillovers
Subject RIV: AH - Economics
Impact factor: 2.600, year: 2011
Permanent Link: http://hdl.handle.net/11104/0199793