Price jumps in Visegrad-country stock markets: An empirical analysis

► Empirical analysis of price jumps for Visegrad-country stock markets and Germany. ► Robust analysis with respect to used frequency. ► Disagreement with intuitive asymmetry favoring price jumps down. ► No change in the rate of price jumps during the period of financial crisis. ► Behavior of the Prague stock index deviates from the rest - the “PX Puzzle”.