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Investment strategy on the Zagreb stock exchange based on dynamic DEA

Škrinjarić, Tihana - In: Croatian economic survey 16 (2014) 1, pp. 129-160

Persistent link: https://www.econbiz.de/10015178791

Rolling regression CAPM on Zagreb stock exchange : can investors profit from it?

Škrinjarić, Tihana - In: Economic review : journal of economics & business 16 (2018) 2, pp. 7-22

This paper explores possibilities of using rolling regression CAPM on the Zagreb Stock Exchange in portfolio and risk management. Since original model has many flaws, one of them including the assumption of constant parameters in the model, extending the model with the assumption of changing...

Persistent link: https://www.econbiz.de/10012012610

Pre and post crisis performance measurement of Croatian stock market

Škrinjarić, Tihana; Besek, Bruno - In: Zagreb international review of economics & business 17 (2014) 2, pp. 97-116

Persistent link: https://www.econbiz.de/10010441815

Effects of football match results of Croatian national team on stock returns : evidence from Zagreb stock exchange

Škrinjarić, Tihana; Barišić, Patrik - In: Zagreb international review of economics & business 22 (2019) 1, pp. 13-45

Persistent link: https://www.econbiz.de/10012174134

Effects of economic and political events on stock returns : event study of the Agrokor case in Croatia

Škrinjarić, Tihana; Orlović, Zrinka - In: Croatian economic survey 21 (2019) 1, pp. 47-86

Persistent link: https://www.econbiz.de/10012157922

Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange

Škrinjarić, Tihana; Slišković, Marina - In: International journal of economics and business … 19 (2020) 3, pp. 266-289

Persistent link: https://www.econbiz.de/10012205614