Διερεύνηση της επίδρασης σημαντικών γεγονότων στην μεταβλητότητα των τιμών των μετοχών
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Subject
Δείκτες μετοχών ; Μετοχές -- Τιμές -- Ελλάδα ; Χρηματιστήριο Αξιών Αθηνών ; Stock price indexes ; Stocks -- Prices -- Greece ; Stock exchanges -- GreeceAbstract
Stock markets reflect the business prospects in relation to the macroeconomic environment. Therefore, whenever a significant event occurs which changes the equilibrium point in the broader economic environment, volatility in stock prices vary
accordingly. In recent years due to the global financial downturn, there have been many important events such as bank failures, inability of countries to meet their obligations, etc. In this paper we emphasize in the Greek stock market considering the volatility after significant events over the last five years in a group of stock that is α representative sample of the market.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
77Language
GreekCollections
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Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές