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Imapct of the Black Swans on the Croatian Stock Market (CROSBI ID 54592)

Prilog u knjizi | izvorni znanstveni rad

Radman Peša, Anita ; Bosna, Jurica ; Peša, Tena Imapct of the Black Swans on the Croatian Stock Market // Economic Integration, Competition and Cooperation / Kandžija, Vinko ; Kumar, Andrej (ur.). Nica: CEMAFI International, 2016. str. 591-604

Podaci o odgovornosti

Radman Peša, Anita ; Bosna, Jurica ; Peša, Tena

engleski

Imapct of the Black Swans on the Croatian Stock Market

Authors investigate the impact of the news on Croatian stock exchange market in the past decade. News-based measures analyse the impact that common factors have on the return process of an asset. They are designed to distinguish the information effects from other frictions and barriers. In a financially integrated area, one would expect news of a regional character to have little impact on prices and that global news should be relatively more significant. Authors tried to check the hypothesis regarding the impact of black swans on cyclical movement of Crobex stock index. Black Swans Theory is based on events (political, economics etc.) that come surprisingly and we cannot predict them, but, after they arise, we use the method of rationalization. The Black Swan theory is the part of behavioral finance that will be presented through the following important terms: prospect theory, theory of regrets, overconfidence etc. The paper answers the questions regarding the black swans in Croatia in last decade. Authors investigate black swans to detect globally or regionally significations ; are they connected to entry admittance of Croatia to European Union ; did they have the impact on macro economy of Croatia ; how did they manage volatility of Croatian Stock market etc. In the conclusion, authors will provide some guidelines about the future movements of the stock exchange market in Croatia.

financial integration, stock exchange, news-based measures, Black Swan Theory, Crobex.

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Podaci o prilogu

591-604.

objavljeno

Podaci o knjizi

Economic Integration, Competition and Cooperation

Kandžija, Vinko ; Kumar, Andrej

Nica: CEMAFI International

2016.

9782954450896

Povezanost rada

Ekonomija