Search results

  1. 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
    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. 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
    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. 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
    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. 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
    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. 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. 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
    R&D Projects: GA ČR(CZ) GAP403/11/0020; GA MŠk 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. 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
    R&D Projects: GA ČR(CZ) GAP403/11/0020; GA MŠk 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. 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
    R&D Projects: GA ČR(CZ) GAP403/11/0020; GA MŠk 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