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Information about:
Vit Bubak

Personal Details | Affiliation | Works
This is information that was supplied by Vit Bubak in registering through RePEc. If you are Vit Bubak , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Vit
Middle Name:
Last Name: Bubak
Suffix:

RePEc Short-ID: pbu105

Email: [This author has chosen not to make the email address public]
Homepage: http://myweb.uiowa.edu/vbubak
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Vít Bubák, 2008. "Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models," Working Papers IES 2008/18, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008. [Downloadable!]

  2. Vít Bubák & Filip Žikeš, 2006. "The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange," Working Papers IES 2006/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2006. [Downloadable!]

  3. Vít Bubák & Filip Žikeš, 2005. "Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model," Working Papers IES 80, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.

Articles

  1. Filip Žikeš & Vít Bubák, 2006. "Seasonality and Non-Trading Effect on Central European Stock Markets (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(1-2), pages 69-79, January. [Downloadable!]

  2. Filip Žikeš & Vít Bubák, 2006. "Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(5-6), pages 223-245, May. [Downloadable!]

  3. Patrik Bauer & Vít Bubák, 2003. "Informative Value Of Firm Capital Structure," Prague Economic Papers, University of Economics, Prague, vol. 2003(3). [Downloadable!] (restricted)

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-EEC: European Economics (1) 2008-09-20 Author is listed
  2. NEP-FMK: Financial Markets (1) 2008-09-20 Author is listed
  3. NEP-MST: Market Microstructure (1) 2006-12-09 Author is listed
  4. NEP-RMG: Risk Management (1) 2008-09-20 Author is listed
  5. NEP-TRA: Transition Economics (1) 2008-09-20 Author is listed
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This page was last updated on 2009-10-30.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.