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The Analisis Of The Bet-Fi Index’S Static Properties

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Author Info
Dima, Bogdan
Barna, Flavia
Pirtea, Marilen
Nachescu, Miruna

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Abstract

The 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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File URL: http://mpra.ub.uni-muenchen.de/5871/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 5871.

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Date of creation: 2007
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Handle: RePEc:pra:mprapa:5871

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Related research
Keywords: 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 - - - Pension Funds; Other Private Financial Institutions

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This page was last updated on 2008-11-17.

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