Приказ основних података о документу
Sunčeve pege i berzanska tržišta - empirijski dokazi međuzavisnosti u zemljama u tranziciji
Sunspots and stock markets: Some empirical evidence of their interdependence in transition countries
dc.creator | Dimitrijević, Bojan S. | |
dc.creator | Đaković, Vladimir | |
dc.creator | Anđelić, Goran | |
dc.creator | Glišović, Nataša S. | |
dc.date.accessioned | 2023-04-07T14:08:49Z | |
dc.date.available | 2023-04-07T14:08:49Z | |
dc.date.issued | 2016 | |
dc.identifier.issn | 1820-6859 | |
dc.identifier.uri | https://redun.educons.edu.rs/handle/123456789/271 | |
dc.description.abstract | Ekonofizika je nova i narastajuća naučna disciplina koja nastoji da poveže i utvrdi međuzavisnost između fizičkih pojava i ekonomske aktivnosti ljudi. Sve je veći broj radova koji nastoje da dokažu empirijsku povezanost i uzročno-posledičnu međuzavisnost između sunčevih pega i ponašanja berzanskih indeksa. Teorijski osnov ove veze zasniva se na činjenici da sunčeve pege uzrokuju pojačanu geomagnetnu aktivnost Zemlje, a ova uzrokuje promene u psihologiji i ponašanju ljudi, dovodeći do talasa optimizma i pesimizma, što utiče na intenzitet investiranja na berzanskim tržištima, cene akcija i veličinu prinosa. Stoga, U radu se istražuje empirijska međuzavisnost između aktivnosti sunčevih pega i ponašanja berzanskih indeksa na četiri narastajuća tržišta doskorašnjih zemalja u tranziciji (Mađarska, Slovenija, Hrvatska i Srbija). Analiziran je period od sedam godina (2005-2012.), jer koincidira sa vremenom izbijanja globalne ekonomske krize (kraj 2008. godine). Rezultati istraživanja upućuju na zaključak da empirijska međuzavisnost i uzročnost postoji, u skladu sa teorijskim očekivanjima. | sr |
dc.description.abstract | Econophysics is a new and growing discipline that strives to connect and establish the interdependence between natural phenomena and human economic activities. A growing number of studies attempts to prove empirical correlation and cause-effect interdependence between sunspots and the behaviour of stock market indices. This relationship is theoretically based on the fact that sunspots cause enhanced geomagnetic activity of the Earth, and it changes human psychology and behaviour, inducing waves of optimism and pessimism, which affect investment intensity in stock markets, stock prices and return size. Therefore, the article explores the empirical correlation between sunspot activity and behaviour of stock indices in four growing stock markets in former transition countries (Hungary, Slovenia, Croatia and Serbia). The period of seven years (2005 to 2012) is analyzed since it coincides with the outbreak of the global economic crisis (late 2008). The research results indicate that there exist empirical correlation and causality, in accordance with theoretical expectations. | en |
dc.publisher | Univerzitet Edukons - Fakultet poslovne ekonomije, Sremska Kamenica | |
dc.relation | info:eu-repo/grantAgreement/MESTD/Integrated and Interdisciplinary Research (IIR or III)/47028/RS// | |
dc.relation | info:eu-repo/grantAgreement/MESTD/Integrated and Interdisciplinary Research (IIR or III)/44006/RS// | |
dc.rights | openAccess | |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | |
dc.source | Poslovna ekonomija | |
dc.subject | zemlje u tranziciji | sr |
dc.subject | Sunčeve pege | sr |
dc.subject | korelacija | sr |
dc.subject | kointegracija | sr |
dc.subject | berzanska tržišta | sr |
dc.subject | Transition countries | en |
dc.subject | Sunspots | en |
dc.subject | Stock markets | en |
dc.subject | Correlation | en |
dc.subject | Cointegration | en |
dc.title | Sunčeve pege i berzanska tržišta - empirijski dokazi međuzavisnosti u zemljama u tranziciji | sr |
dc.title | Sunspots and stock markets: Some empirical evidence of their interdependence in transition countries | en |
dc.type | article | |
dc.rights.license | BY | |
dc.citation.epage | 24 | |
dc.citation.issue | 1 | |
dc.citation.other | 10(1): 1-24 | |
dc.citation.rank | M51 | |
dc.citation.spage | 1 | |
dc.citation.volume | 10 | |
dc.identifier.doi | 10.5937/PosEko1601001D | |
dc.identifier.fulltext | http://redun.educons.edu.rs/bitstream/id/88/268.pdf | |
dc.identifier.rcub | conv_576 | |
dc.type.version | publishedVersion |