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Price jump indicators : stock market empirics during the crisis

Novotný, Jan; Hanousek, Jan; Kočenda, Evžen - 2013

Persistent link: https://www.econbiz.de/10009788480

Testing for co-jumps in financial markets

Novotný, Jan; Urga, Giovanni - In: Journal of financial econometrics : official journal of … 16 (2018) 1, pp. 118-128

Persistent link: https://www.econbiz.de/10011987688

The dynamics for value comovement across global equity markets

Gupta, Mayank; Novotný, Jan - 2016

Persistent link: https://www.econbiz.de/10011580220

Price jump indicators : stock market empirics during the crisis

Novotný, Jan; Hanousek, Jan; Koèenda, Evžen - 2013

Persistent link: https://www.econbiz.de/10010440891

Empirical analysis of price jumps on the PSE and Visegrad indexes

Novotný, Jan - 2009

Persistent link: https://www.econbiz.de/10003914706

3 The Dynamics of Value Comovement across Global Equity Markets

Novotný, Jan; Gupta, Mayank - In: Risk management in emerging markets : issues, …, (pp. 79-120). 2016

The ratio between share price and current earnings per share, the Price Earning (PE) ratio, is widely considered to be an effective gauge of under/overvaluation of a corporation’s stock. Arguably, a more reliable indicator, the Cyclically Adjusted Price Earning ratio or CAPE, can be obtained...

Persistent link: https://www.econbiz.de/10015366198