Zoekopdracht:
faculteit: "FEB" en publicatiejaar: "2007"
| Auteur | S. Prokopova | | Titel | Predictability of equity returns in Old and New European Union Accession : case study of Poland, Czech Republic, Bulgaria and Romania. |
| Begeleider | I. Chaieb |
| Jaar | 2007 |
| Faculteit | Faculteit Economie en Bedrijfskunde |
| Samenvatting | This paper examines the predictability of the national equity market returns in transition
economies. I analyze the Polish, the Czech, the Bulgarian and the Romanian stock markets by
evaluating their stock returns characteristics. The analysis has shown that the global risk variables
are more important for Poland and Czech Republic than for Bulgaria and Romania. Contrary to
expectations, the stock returns were found not to follow a converging path to more stable and
moderate returns. Although the volatility of stock returns in transition economies is decreasing,
they are still more volatile than the stock returns in emerging economies. Moreover, stock returns
in transition economies are non-normally distributed and more exposed to economic shocks than
the world market portfolio.
Further, the predictability of stock returns in the four European Union countries is
investigated by using factor model regression. The degree of predictability is high and variant. The
global risk information variables have higher predictive power for Bulgaria and Romania, while local
information variables are more influential for Czech Republic and Poland. The world market factor
is significant only for Poland and the Czech Republic. This indicates the low liberalization and
integration with the world market for Bulgaria and Romania. The real G7 interest rate is the most
powerful factor in explaining the variation of the fluctuations of national stock returns.
However, the empirical base of this paper has its limitations and it is suggested to conduct
further research including a larger data set and more explanatory variables. The conditional assetpricing
model allowing for fluctuations in the betas might be employed instead of the factor model
regression. It is also advisable to conduct further research by including full sample of CEE
countries. What is more, countries from the same region, which are not members of the EU, might
be included, to asses the difference implied by the EU membership in the development of the stock
markets. |
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