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1. AN EMPIRICAL ANALYSIS OF THE DIFFUSION OF INFORMATION ACROSS STOCK MARKETS OF CENTRAL AND EASTERN EUROPE.

Author

Stoica, Ovidiu, Perry, Mark J., and Mehdian, Seyed

Subjects
STOCK exchanges, EUROPEAN integration, EUROPEAN cooperation, ECONOMETRIC models, FINANCIAL markets
Abstract

The article presents a study on the efficiency of the transmission of information of information across the stock markets of Bulgaria, the Czech Republic, Hungary, Poland, Romania and Slovakia and the importance and influence of advanced equity markets of Germany and France on these markets. Topics include development of the Central and Eastern Europe (CEE) equity markets during pre- and post-accession to the European Union, econometric models used, and the empirical results of the study.

Published
2015
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