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@inproceedings{1650256,
author = {Reuse, S. and Svoboda, Martin},
address = {OSTRAVA},
booktitle = {FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS: 11TH INTERNATIONAL SCIENTIFIC CONFERENCE, PTS I-III},
editor = {Culik, M},
keywords = {Price Index; Performance Index; Risk; Return; MACD; Trading Strategy},
howpublished = {elektronická verze "online"},
language = {eng},
location = {OSTRAVA},
isbn = {978-80-248-4138-0},
pages = {723-731},
publisher = {VSB-TECH UNIV OSTRAVA},
title = {Czech PX-TR - Derivation of Historical Data for the Performance Index and Analysis of two Trading Strategies},
year = {2017}
}
TY - JOUR
ID - 1650256
AU - Reuse, S. - Svoboda, Martin
PY - 2017
TI - Czech PX-TR - Derivation of Historical Data for the Performance Index and Analysis of two Trading Strategies
PB - VSB-TECH UNIV OSTRAVA
CY - OSTRAVA
SN - 9788024841380
KW - Price Index
KW - Performance Index
KW - Risk
KW - Return
KW - MACD
KW - Trading Strategy
N2 - The Czech PX Index is available as a price index since 1993-09-07, the total return index PX-TR is only available since 2006-03-20. This article uses the methodology published from the Czech stock exchange and derives the PX-TR from 1994-04-05 to 2006-03-17. It is the first time this dataset is published. In addition, two trading strategies are tested. We show that these strategies are more efficient than a simple buy and hold strategy.
ER -
REUSE, S. a Martin SVOBODA. Czech PX-TR - Derivation of Historical Data for the Performance Index and Analysis of two Trading Strategies. Online. In Culik, M. \textit{FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS: 11TH INTERNATIONAL SCIENTIFIC CONFERENCE, PTS I-III}. OSTRAVA: VSB-TECH UNIV OSTRAVA, 2017, s.~723-731. ISBN~978-80-248-4138-0.
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