Influence of various information on price movements at the Zagreb stock exchange (CROSBI ID 561228)
Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Bilić, Ivana ; Arnerić, Josip
engleski
Influence of various information on price movements at the Zagreb stock exchange
For any investor on the stock market it is very important to predict price movements, i.e. expected reaction of new information arrival to return of specific stock. When stock markets are not efficient speculation possibilities are present. The aim of this paper is to provide the evidence of electronic press clipping in the electronic media, especially information which can affect investor’s strategies. Herein is important to emphasize that Internet, as a modern media can provide important information about a business. All important Croatian daily newspapers, business magazines, companies’ website, television and Internet portals provide online, by theirs website, 24 hours per day relevant information about business and economy at all. Management can decide to be more disclosed transparent on company’s website to preserve share value. Empirical research will be provided through the sample of ten mostly traded companies, listed on the Zagreb Stock Exchange. We expect that the results of our research will reveal which types of information have positive or negative influences on the stock prices, as well as measuring volatility and the intensity of market reaction to new information arrival. Therefore, different types of volatility models with asymmetric information influence will be estimated.
management; corporate communications; investor strategy; volatility; electronic communication
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Podaci o prilogu
83-83.
2010.
objavljeno
Podaci o matičnoj publikaciji
Galetić, L. ; Spremić, M. ; Ivanov, M.
Zagreb: Ekonomski fakultet Sveučilišta u Zagrebu
953-6025-33-7
Podaci o skupu
International Conference An Enterprise Odyssey : From Crisis to Prosperity – Challenges for Government and Business (5 ; 2010)
predavanje
26.05.2010-29.05.2010
Zagreb, Hrvatska; Opatija, Hrvatska