The Analisis Of The Bet-Fi Index’S Static Properties
AbstractThe financial sector of the Bucharest Stock Exchange, reflected in the BET-FI index, has gone through important changes during the last few years, becoming very attractive for the individual and institutional investors. This paper’s aim is to offer an analysis of the static proprieties of the BET-FI index and of the way the financial sector positioned in respect to the other sectors, as well as to the whole financial Romanian market. This will be done by a co-integration between the BET-FI index and the others indexes of the market (namely BET and BET-C).
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 5871.
Date of creation: 2007
Date of revision:
BET-FI index; distribution; informational efficiency;
Find related papers by JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
This paper has been announced in the following NEP Reports:
- NEP-ALL-2007-11-24 (All new papers)
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