ASPECTS OF THE CALCULATION OF CORRELATIONS ON THE BUCHAREST STOCK EXCHANGE

Teodor Hada () and Dana Halga (Corpodean)

Annales Universitatis Apulensis Series Oeconomica, 2011, vol. 2, issue 13, 26

Abstract: In the present study we aimed to determine correlations between the profit of the firms and the value of their shares for 2010, and between the Down Jones index and the share prices on the stock market. The study is structured in two parts: in the first part, we establish correlations between the share price and profit, and between Down Jones indicator, and the course of the share prices based on econometric models. In the second part of the present study, we used the SPSS program, and we calculate the same correlations with this program. We made use of the following types of research: descriptive research, explanatory research, and applied research. The novelty of the study is determined by the fact that we employed econometric methods and the SPSS (Statistical Package for the Social Sciences) program to establish correlations between different variables.

Keywords: correlations; stock market; statistical observation (search for similar items in EconPapers)
JEL-codes: G24 (search for similar items in EconPapers)
Date: 2011
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://oeconomica.uab.ro/upload/lucrari/1320112/26.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:alu:journl:v:2:y:2011:i:13:p:26

Access Statistics for this article

More articles in Annales Universitatis Apulensis Series Oeconomica from Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia
Bibliographic data for series maintained by Dan-Constantin Danuletiu ().