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The relationship between the U.S. S&P 500, the Japanese nikkei 225 and the Czech PX index during the last two decades

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dc.title The relationship between the U.S. S&P 500, the Japanese nikkei 225 and the Czech PX index during the last two decades en
dc.contributor.author Vychytilová, Jana
dc.relation.ispartof Innovation and Sustainable Competitive Advantage: From Regional Development to World Economies, Vols 1-5
dc.identifier.isbn 978-0-9821489-7-6
dc.date.issued 2012
dc.citation.spage 2923
dc.citation.epage 2931
dc.event.title 18th International-Business-Information-Management-Association Conference
dc.event.location Istanbul
utb.event.state-en Turkey
utb.event.state-cs Turecko
dc.event.sdate 2012-05-09
dc.event.edate 2012-05-10
dc.type conferenceObject
dc.language.iso en
dc.publisher International Business Information Management Association (IBIMA) en
dc.subject Performance measurement en
dc.subject financial markets en
dc.subject returns en
dc.description.abstract The aim of this paper is to explore the daily price movements of three national equity indices - the U.S. S&P 500, the Japanese Nikkei 225, and the Czech PX Index. The intermarket model is tested across the period from 7 August 1993 to 4 January 2012 using the daily closing prices. The focus of the research is to investigate how the daily changes in the S&P 500 and the Nikkei 225 are correlated with the subsequent changes in the PX Index. The author uses statistical multivariate methods including correlation and regression analysis. The empirical results emphasize the significant non-zero positive correlation between the U.S. S&P500 and the Czech PX Index daily returns during the Phase3. en
utb.faculty Faculty of Management and Economics
dc.identifier.uri http://hdl.handle.net/10563/1003287
utb.identifier.rivid RIV/70883521:28120/12:43867890!RIV13-MSM-28120___
utb.identifier.obdid 43867981
utb.identifier.scopus 2-s2.0-84896091988
utb.identifier.wok 000317549801165
utb.source d-wok
dc.date.accessioned 2013-07-27T14:54:43Z
dc.date.available 2013-07-27T14:54:43Z
utb.contributor.internalauthor Vychytilová, Jana
utb.fulltext.affiliation JANA VYCHYTILOVÁ Faculty of Management and Economics, Tomas Bata University in Zlin, Czech Republic, janka.vychytilova@gmail.com
utb.fulltext.dates -
utb.fulltext.sponsorship -
utb.fulltext.projects -
utb.fulltext.faculty Faculty of Management and Economics
utb.fulltext.ou -
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