Table II

Summary statistics for CEE daily stock returns

CountriesHungaryPolandCzechRomaniaCroatia
Mean0.02780.0218−0.01590.0163−0.0309
Median0.04650.05540.02330.0504−0.0047
Maximum22.0168.463912.36410.56414.778
Minimum−14.985−8.2888−19.901−14.754−14.587
SD1.70851.29031.58441.61081.2508
Skewness0.3525−0.3405−1.2358−1.0197−0.6072
Kurtosis23.3919.502927.58017.18727.580
Jarque–Bera36,825*3,781.7*53,986*18,174*75,053*
PP test−45.349*−42.929*−44.718*−44.696*−43.424*
ADF test−45.340*−33.826*−35.777*−44.713*−25.497*
ARCH test92.763*90.151*360.76*300.03*300.45*

Notes: All returns are expressed in percentages. ADF and PP test represent the Augmented Dickey and Fuller test and Phillips–Perron test of stationarity, respectively. ARCH test is employed to test the presence of ARCH effect in the data sets. *,**,***Significance at the 1, 5 and 10 percent levels, respectively

Source: Authors’ estimates; calculations of the authors

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