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

Boško Šego and Tihana Škrinjarić
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Boško Šego: Faculty of Economics & Business, University of Zagreb

Ekonomski pregled, 2018, vol. 69, issue 6, 655-743

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 (search for similar items in EconPapers)
JEL-codes: C1 C2 C5 E44 G1 G4 (search for similar items in EconPapers)
Date: 2018
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