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Statements

Subject Item
n2:RIV%2F00216224%3A14560%2F14%3A00075843%21RIV15-MSM-14560___
rdf:type
n9:Vysledek skos:Concept
rdfs:seeAlso
http://www.tandfonline.com/doi/abs/10.2753/EEE0012-8775520403#.VRXIw0aJJAY
dcterms: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.
dcterms:title
Rational Speculative Bubbles in Central European Emerging Stock Markets Rational Speculative Bubbles in Central European Emerging Stock Markets
skos:prefLabel
Rational Speculative Bubbles in Central European Emerging Stock Markets Rational Speculative Bubbles in Central European Emerging Stock Markets
skos:notation
RIV/00216224:14560/14:00075843!RIV15-MSM-14560___
n3:aktivita
n16:S n16:P
n3:aktivity
P(GAP403/11/2073), S
n3:cisloPeriodika
4
n3:dodaniDat
n14:2015
n3:domaciTvurceVysledku
n8:3176681 n8:2854996
n3:druhVysledku
n17:J
n3:duvernostUdaju
n12:S
n3:entitaPredkladatele
n15:predkladatel
n3:idSjednocenehoVysledku
41395
n3:idVysledku
RIV/00216224:14560/14:00075843
n3:jazykVysledku
n18:eng
n3:klicovaSlova
rational speculative bubble; Central European stock markets; duration dependence test
n3:klicoveSlovo
n13:Central%20European%20stock%20markets n13:duration%20dependence%20test n13:rational%20speculative%20bubble
n3:kodStatuVydavatele
US - Spojené státy americké
n3:kontrolniKodProRIV
[2EE8AEC01086]
n3:nazevZdroje
Eastern European Economics
n3:obor
n20:AE
n3:pocetDomacichTvurcuVysledku
2
n3:pocetTvurcuVysledku
3
n3:projekt
n4:GAP403%2F11%2F2073
n3:rokUplatneniVysledku
n14:2014
n3:svazekPeriodika
52
n3:tvurceVysledku
Deev, Oleg Kajurová, Veronika Stavárek, Daniel
n3:wos
000348662500004
s:issn
0012-8775
s:numberOfPages
45
n7:doi
10.2753/EEE0012-8775520403
n10:organizacniJednotka
14560