About: Rational Speculative Bubbles in Central European Emerging Stock Markets

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://www.tandfonline.com/doi/abs/10.2753/EEE0012-8775520403#.VRXIw0aJJAY
Description	This study examines the existence of rational speculative bubbles in three Central European stock markets. The possibility of stock bubbles arises from historical stock market inefficiency as well as the most recent stock market boom and crash resulting from the US sub-prime mortgage crisis. In this study, we employ the duration dependence test for bubble detection, which provides reliable results for the specific properties of the studied markets. In addition to the stock market indices, the prices of individual blue chip stocks are investigated in order to identify the source of the bubble. We determined that there was an asset bubble in the Polish stock market in the period from 2004-2007 and narrow it down to chemical and energy company stocks. Speculative bubbles are also found in Hungarian renewable energy technology company stocks. This study examines the existence of rational speculative bubbles in three Central European stock markets. The possibility of stock bubbles arises from historical stock market inefficiency as well as the most recent stock market boom and crash resulting from the US sub-prime mortgage crisis. In this study, we employ the duration dependence test for bubble detection, which provides reliable results for the specific properties of the studied markets. In addition to the stock market indices, the prices of individual blue chip stocks are investigated in order to identify the source of the bubble. We determined that there was an asset bubble in the Polish stock market in the period from 2004-2007 and narrow it down to chemical and energy company stocks. Speculative bubbles are also found in Hungarian renewable energy technology company stocks. (en)
Title	Rational Speculative Bubbles in Central European Emerging Stock Markets Rational Speculative Bubbles in Central European Emerging Stock Markets (en)
skos:prefLabel	Rational Speculative Bubbles in Central European Emerging Stock Markets Rational Speculative Bubbles in Central European Emerging Stock Markets (en)
skos:notation	RIV/00216224:14560/14:00075843!RIV15-MSM-14560___
http://linked.open...avai/riv/aktivita	P S
http://linked.open...avai/riv/aktivity	P(GAP403/11/2073), S
http://linked.open...iv/cisloPeriodika	4
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Deev, Oleg Kajurová, Veronika
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Masarykova univerzita / Ekonomicko-správní fakulta
http://linked.open...dnocenehoVysledku	41395
http://linked.open...ai/riv/idVysledku	RIV/00216224:14560/14:00075843
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	rational speculative bubble; Central European stock markets; duration dependence test (en)
http://linked.open.../riv/klicoveSlovo	Central European stock markets duration dependence test rational speculative bubble
http://linked.open...odStatuVydavatele	US - Spojené státy americké
http://linked.open...ontrolniKodProRIV	[2EE8AEC01086]
http://linked.open...i/riv/nazevZdroje	Eastern European Economics
http://linked.open...in/vavai/riv/obor	AE
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	Procyclicality of financial markets, asset price bubbles and macroprudential regulation
http://linked.open...UplatneniVysledku	2014
http://linked.open...v/svazekPeriodika	52
http://linked.open...iv/tvurceVysledku	Stavárek, Daniel Deev, Oleg Kajurová, Veronika
http://linked.open...ain/vavai/riv/wos	000348662500004
issn	0012-8775
number of pages	45 (xsd:int)
http://bibframe.org/vocab/doi	10.2753/EEE0012-8775520403
http://localhost/t...ganizacniJednotka	14560

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