69th International Atlantic Economic Conference

March 24 - 27, 2010 | Prague, Czech Republic

Comparison of Central and Eastern European Stock Markets: A Preliminary Investigation

Friday, 26 March 2010: 09:20
Mariola Chrzanowska, Master, of, Econ , Dept. of Econometrics & Statistics,, Warsaw University of Life Sciences,, Warszawa, Poland
Dorota Witkowska, Ph.D. , Dept. of Econometrics & Statistics, Warsaw University of Life Sciences, Warszawa, Poland
The aim of the paper is to present a comparative analysis of the stock markets in Central and Eastern Europe. The data base concerning stock exchanges in different countries contain information about different aspects mainly: market capitalization, turnover, and their dynamics, etc. The investigation will cover years 2000 - 2008. Research will be conducted in several parts. In the first part, classical statistical measures will be calculated. The second part of the research will include standardization and building selected taxonomic synthetic measures. Due to the value of constructed measures stock markets will be classified into groups that contain homogenous stock exchanges.
Information that will be used in research comes from FESE.