Return on securities of the listed banks, using BET and BET-C indices of the Bucharest Stock Exchange
Victoria Firescu,
Jenica Popescu and
Bogdan Popa
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Victoria Firescu: University of Pitești
Jenica Popescu: University of Craiova
Bogdan Popa: University of Craiova
Finante - provocarile viitorului (Finance - Challenges of the Future), 2017, vol. 1, issue 19, 41-52
Abstract:
The present work has great importance for the economic and financial area due to the fact that targets the relevance of the financial indicators in anticipation of the stock variation. The aim is to measure the correlation, the type and intensity, between the variation of stock market profitability and the profitability of the securities traded by banks in Romania, listed on the BSE. The research is approached transversely (banks in Romania listed on the stock market) as well as longitudinally (from the date of listing on the Stock Exchange of each bank until 31.12.2016). Using the econometric model Eviews we tested the correlation between the profitability of BRD, BT, BCC bank`s securities and the profitability of Bucharest Stock Exchange, by BET and BET-C. The results show that the research hypothesis isn’t validated for any of those banks.
Keywords: stock market indices; stock market rates; securities; profitability; correlation. (search for similar items in EconPapers)
JEL-codes: D81 E44 G21 (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:aio:fpvfcf:v:1:y:2017:i:19:p:41-52
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