prikaz prve stranice dokumenta Klaster analiza posttranzicijskih zemalja prema vrijednostima burzovnih indeksa
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master's thesis
Klaster analiza posttranzicijskih zemalja prema vrijednostima burzovnih indeksa
Zagreb: University of Zagreb, Faculty of Economics and Business, 2023. urn:nbn:hr:148:791645
Fučkan, Filip
University of Zagreb
Faculty of Economics and Business
Department of Managerial Economics

Institutional repository: REPEFZG

Cite this document

Fučkan, F. (2023). Klaster analiza posttranzicijskih zemalja prema vrijednostima burzovnih indeksa (Master's thesis). Zagreb: University of Zagreb, Faculty of Economics and Business. Retrieved from https://urn.nsk.hr/urn:nbn:hr:148:791645

Fučkan, Filip. "Klaster analiza posttranzicijskih zemalja prema vrijednostima burzovnih indeksa." Master's thesis, University of Zagreb, Faculty of Economics and Business, 2023. https://urn.nsk.hr/urn:nbn:hr:148:791645

Fučkan, Filip. "Klaster analiza posttranzicijskih zemalja prema vrijednostima burzovnih indeksa." Master's thesis, University of Zagreb, Faculty of Economics and Business, 2023. https://urn.nsk.hr/urn:nbn:hr:148:791645

Fučkan, F. (2023). 'Klaster analiza posttranzicijskih zemalja prema vrijednostima burzovnih indeksa', Master's thesis, University of Zagreb, Faculty of Economics and Business, accessed 20 December 2024, https://urn.nsk.hr/urn:nbn:hr:148:791645

Fučkan F. Klaster analiza posttranzicijskih zemalja prema vrijednostima burzovnih indeksa [Master's thesis]. Zagreb: University of Zagreb, Faculty of Economics and Business; 2023 [cited 2024 December 20] Available at: https://urn.nsk.hr/urn:nbn:hr:148:791645

F. Fučkan, "Klaster analiza posttranzicijskih zemalja prema vrijednostima burzovnih indeksa", Master's thesis, University of Zagreb, Faculty of Economics and Business, Zagreb, 2023. Available at: https://urn.nsk.hr/urn:nbn:hr:148:791645

Metadata
TitleKlaster analiza posttranzicijskih zemalja prema vrijednostima burzovnih indeksa
Title (english)Cluster analysis of post-transition countries according to stock market index values
AuthorFilip Fučkan
MentorNika Šimurina (mentor)
Committee memberNika Šimurina (predsjednik povjerenstva)
Committee memberNataša Kurnoga (član povjerenstva)
Committee memberDavor Labaš (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Economics and Business
(Department of Managerial Economics)
Zagreb
Defense date and country2023-06-21, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Abstract
Ovaj rad ima za cilj identificirati razlike između jedanaest europskih burzovnih indeksa posttranzicijskih zemalja. Iz političke perspektive, pojam "tranzicija" označava proces prijelaza iz jednostranačkog, nedemokratskog sustava u višestranački, demokratski sustav. U ekonomskoj sferi tranzicija označava prijelaz iz planske, centralno kontrolirane državnovlasničke ekonomije u tržišnu ekonomiju. Burzovni indeks je vrsta indeksa koja mjeri tržište kapitala ili podskup tržišta kapitala i koristi se od strane institucionalnih i malih ulagača kao mjerilo za performanse ulaganja. Indeksi su analizirani koristeći grafičku analizu, deskriptivnu analizu te hijerarhijsku i nehijerarhijsku klaster analizu. Za potrebe grafičke i deskriptivne analize korištene su dnevne vrijednosti indeksa. Varijable jednogodišnji povrat, trogodišnji povrat, petogodišnji povrat i desetogodišnji povrat korištene su u klaster analizi. Odabrano je rješenje s četiri klastera, pri čemu je varijabla desetogodišnji povrat imala najveći utjecaj na razdvajanje između klastera.
Abstract (english)
The objective of this study is to examine the distinctions among eleven European post-transition stock market indices. From a political standpoint, the term "transition" refers to the process of transitioning from a uniparty, undemocratic system to a multiparty, democratic framework. In the economic realm, it signifies the shift from a centrally planned, state-controlled economy to a market-oriented economy. A stock market index is a form of index that assesses the overall stock market or a specific subset of it, and is utilized by both institutional and retail investors as a benchmark for evaluating investment performance. The indices were evaluated using graphical analysis, descriptive analysis, as well as hierarchical and non-hierarchical cluster analysis. Daily index values were used for the purpose of conducting graphical and descriptive analysis. In the cluster analysis, variables such as one-year, three-year, five-year, and ten-year returns were utilized. A four-cluster solution was selected, with the ten-year return variable having the most significant impact on cluster differentiation.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:148:791645
Study programmeTitle: Business Economics
Study programme type: university
Study level: integrated undergraduate and graduate
Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
Type of resourceText
File originBorn digital
Access conditionsAccess restricted to students and staff of home institution
Terms of useLicence In copyright icon
Created on2023-06-22 20:38:37