Detail publikace

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

MANDELÍK, P., ŠKAPA, S.

Originální název

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

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova v angličtině

Sensitivity, Individual Sectors, Capital Markets

Autoři

MANDELÍK, P., ŠKAPA, S.

Vydáno

1. 1. 2001

Nakladatel

Printed at the University of Miskolc Hungary

Místo

Miskolc

ISBN

936-661-480-6

Kniha

3rd International Conference of PhD. Students

Strany od

139

Strany do

283

Strany počet

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"
}