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Review article

QUANTITATIVE RESEARCH OF ZAGREB STOCK EXCHANGE - LITERATURE OVERVIEW FOR THE PERIOD FROM ESTABLISHMENT UNTIL 2018

Boško Šego
Tihana Škrinjarić


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Abstract

The paper summarizes results from majority of previous quantitative research of Zagreb Stock Exchange since its establishment. Purpose of this research is to give a systematic overview of relevant analyses of the stock market for the first time in Croatia. The goal was to cover as much research as possible. Basic classification resulted with nine groups of papers. The criteria used in the classification consist of questions that were aimed to be answered in previous research, goals which were meant to be achieved and the methodology used in the research. It can be concluded that there is a growing interest for analyzing the Croatian capital market in the last decade. However, there are many research possibilities, stated at each group of papers, which we hope will be answered in the future research. Scientific contribution of this research consists of giving a systematic overview of previous research, as well as giving recommendations for future research regarding certain opened questions about Zagreb Stock Exchange.

Keywords

stock market; empirical research; volatility; portfolio theory; returns

Hrčak ID:

216010

URI

https://hrcak.srce.hr/216010

Publication date:

9.1.2019.

Article data in other languages: croatian

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