STRUCTURAL ANALYSIS ON THE ROMANIAN CAPITAL MARKET HAVING AS SUPPORT THE BUCHAREST STOCK EXCHANGE

被引：0

作者：

Stancu, Stelian ^{[1
]}

Constantin, Alexandra Maria ^{[1
]}

Predescu , Oana Madalina ^{[1
]}

机构：

[1] Bucharest Univ Econ Studies, Bucharest, Romania

来源：

INTERNATIONAL CONFERENCE ON INFORMATICS IN ECONOMY | 2013年

关键词：

Capital Market; Cointegration Relations; ARMA(p; q); VECM; Efficient Market Hypothesis;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Shocks on the financial market, a component with a more and more uncertain macroeconomic evolution, affect beyond redress the long term dynamic. The present paper has several specific objectives: to verify the weak form of the efficient market hypothesis on the Romanian capital market; to estimate the adequate model in order to describe the evolutionary behaviour of the Romanian capital market; to study the impact of the capital market development on five of the ten most important stocks quoted on the BSE by modelling a VECM and cointegration relations, and last but not least, to expose the conclusions of the study.

引用

页码：484 / 488

页数：5

共 50 条

[31] The impact of the European neutrality rule on Romanian directors' duties in hostile takeovers - a case study of Romanian companies present on the Bucharest Stock Exchange
Sumandea-Simionescu, Ioan
EMERGING MARKETS QUERIES IN FINANCE AND BUSINESS 2014, EMQFB 2014, 2015, 32 : 383 - 393
[32] Application of the principal components analysis on Romanian capital market
Armeanu, Stefan Daniel
Joldes, Camelia Catalina
PROCEEDINGS OF THE 13TH INTERNATIONAL CONFERENCE ACCOUNTING AND MANAGEMENT INFORMATION SYSTEMS (AMIS 2018), 2018, : 698 - 706
[33] Impact of MiFID II on Romanian Stock Market Liquidity-Comparative Analysis with a Developed Stock Market
Milos, Marius Cristian
Milos, Laura Raisa
Barna, Flavia
Botoc, Claudiu
INTERNATIONAL JOURNAL OF FINANCIAL STUDIES, 2021, 9 (04):
[34] Investment Strategy in the Islamic Capital Market: Study on the Indonesia Stock Exchange
Arifin, Zaenal
PERTANIKA JOURNAL OF SOCIAL SCIENCE AND HUMANITIES, 2018, 26 : 15 - 26
[35] Stock Market Behavior: A Fractal Analysis of Saudi Stock Exchange
Al Abdulhadi, Dhari
Shetty, Shekar
Alshamali, Mansour
INTERNATIONAL JOURNAL OF BUSINESS, 2015, 20 (01): : 64 - 78
[36] CAPITAL MARKET RESEARCH IN ACCOUNTING: EVIDENCE FROM THE TEHRAN STOCK EXCHANGE
Namazi, Mohammad
Nazemi, Amin
ASIAN ACADEMY OF MANAGEMENT JOURNAL OF ACCOUNTING AND FINANCE, 2009, 5 (02): : 1 - 32
[37] Intellectual capital performance of quoted banks on the Istanbul stock exchange market
Yalama, Abdullah
Coskun, Metin
JOURNAL OF INTELLECTUAL CAPITAL, 2007, 8 (02) : 256 - +
[38] The Impact of Capital Structure on Risk and Firm Performance: Empirical Evidence for the Bucharest Stock Exchange Listed Companies
Nenu, Elena Alexandra
Vintila, Georgeta
Gherghina, Stefan Cristian
INTERNATIONAL JOURNAL OF FINANCIAL STUDIES, 2018, 6 (02):
[39] ANALYSIS OF NON-FINANCIAL INFORMATION OF THE COMPANIES LISTED ON BUCHAREST STOCK EXCHANGE
Marinescu, Alexandra-Oana
IFRS: GLOBAL RULES & LOCAL USE, 2018, : 235 - 246
[40] THE CLUSTER ANALYSIS FOR THE DEVELOPMENT OF A RATING SYSTEM FOR COMPANIES LISTED AT THE BUCHAREST STOCK EXCHANGE
Miclaus, Paul Gabriel
Lupu, Radu
Ungureanu, Stefan
ECONOMIC WORLD DESTINY: CRISIS AND GLOBALIZATION?, SECTION IV: BANKING, ACCOUNTING AND FINANCIAL SYSTEMS FROM THE 21ST CENTURY PERSPECTIVE, 2010, : 440 - 446

← 1 2 3 4 5 →