(I)rationality of Investors on Croatian Stock Market – Explaining the Impact of American Indices on Croatian Stock Market

Other literature type, Preprint OPEN
Sajter, Domagoj; ćorić, Tomislav;
  • Publisher: Faculty of Economics and Business, University of Zagreb
  • Journal: EFZG working paper series,volume 12,issue 1 (issn: 1331-5609, eissn: 1849-6857)
  • Publisher copyright policies & self-archiving
  • Subject: ARIMA, GARCH, Crobex, Zagreb Stock Exchange, financial crisis, behavioural finance | ARIMA; GARCH; Crobex; Zagreb Stock Exchange; financial crisis; behavioural finance
    • jel: jel:G15 | jel:F37

This study aims to detect and explain co-movements and spill over effects between American and Croatian stock markets. Following the methodology and findings of Erjavec and Cota (2007), the dependency of the Crobex index to the main US indices (DJIA, S&P500, NASDA... View more
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