| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 981784 | Procedia Economics and Finance | 2014 | 6 Pages |
An especially important aspect in the analysis of performance for financial instruments is the determination of the correlation existing between the evolution of its performance and the overall trend of the capital market. The determination of such econometric model ensures, for capital investors, a series of information necessary in order to establish their behaviour in the subsequent periods. Within the research, the regression econometric model was used with the aim to evaluate the relation between the performance of a portfolio of financial instruments and the evolution of the corresponding capital market. The portfolio is made of ten financial titles, quoted on the main market of the Bucharest Stock Exchange. The dataset which offers the source data for analysis includes details regarding the daily evolution in 2012 of the selected shares.
