Publication detail

To Estimate the Sensitivity of the Individual Sectors in the Capital Markets

MANDELÍK, P., ŠKAPA, S.

Original Title

To Estimate the Sensitivity of the Individual Sectors in the Capital Markets

Type

conference paper

Language

English

Original Abstract

The topic of this article is about sensitivity of sectors on Standart & Poor´s 500-Stock Index. A beta factor is used for an estimation of sensitivity. The valuation of the stock development is made in the first part of this text. Second part deals with calculation of the beta factors for each sector. These calculations were worked out between 1995 to first quarter 2001. The period was divided into a ”bull” and ”bear” period. Finally sectors were divided into several groups according of the behaviour in the ”bull” and ”bear” period.

Key words in English

Sensitivity, Individual Sectors, Capital Markets

Authors

MANDELÍK, P., ŠKAPA, S.

Released

1. 1. 2001

Publisher

Printed at the University of Miskolc Hungary

Location

Miskolc

ISBN

936-661-480-6

Book

3rd International Conference of PhD. Students

Pages from

139

Pages to

283

Pages count

145

BibTex

@inproceedings{BUT4416,
  author="Petr {Mandelík} and Stanislav {Škapa}",
  title="To Estimate the Sensitivity of the Individual Sectors in the Capital Markets",
  booktitle="3rd International Conference of PhD. Students",
  year="2001",
  pages="145",
  publisher="Printed at the University of Miskolc Hungary",
  address="Miskolc",
  isbn="936-661-480-6"
}