Statistical Control Charts: Performances of Short Term Stock Trading in Croatia

1. Almenberg, J., Dreber, A. (2012), “Gender, Stock Market Participation and Financial Literacy”, SSE/EFI Working Paper Series in Economics and Finance, No. 737, available at http://swopec.hhs.se/hastef/papers/hastef0737.pdf (29 September 2014).Search in Google Scholar

2. Benić V., Franić, I. (2008), “Stock Market Liquidity: Comparative Analysis of Croatian and Regional Markets”, Financial Theory and Practice, Vol. 32 No. 4, pp. 477-498.Search in Google Scholar

3. Bogan, V. (2008), “Stock Market Participation and the Internet”, Journal of Financial and Quantitative Analysis, Vol. 43 No. 1, pp. 191-212.10.1017/S0022109000002799Search in Google Scholar

4. Box, G. E. P., Luceno, A., Paniagua-Quinones, M. D. C., (2009), “Statistical Control by Monitoring and Adjustment”, 2nd ed., New Jersey, John Wiley & Sons.10.1002/9781118164532Search in Google Scholar

5. Caporale, G. M., Howells, P. G. A, Soliman, A. M. (2004), “Stock market development and economic growth: The causal linkage”, Journal of Economic Development, Vol. 29 No. 1, pp. 33-50.Search in Google Scholar

6. Chen, T. (2010), “On reducing false alarms in multivariate statistical process control”, Chemical Engineering Research and Design, Vol. 88 No. 4, pp. 430-436.10.1016/j.cherd.2009.09.003Search in Google Scholar

7. del Castillo, E. (2002), “Statistical Process Adjustment for Quality Control”, New York, John Wiley & Sons.Search in Google Scholar

8. Dumičić, K., Žmuk, B. (2011a), “Metode statističke kontrole kvalitete” (“Statistical Quality Control Methods”), in Dumičić, K., Bahovec, V. (Eds.), Poslovna statistika (Business Statistics), Zagreb, Element, pp. 459-539.Search in Google Scholar

9. Dumičić, K., Žmuk, B. (2011b), “Monitoring delivery time with control charts”, in Katalinić. B. (Ed.), Annals of DAAAM for 2011 & Proceedings of the 22nd DAAAM International World Symposium, Vienna, Austria, November 24-26, 2011, Vienna, DAAAM International Vienna, pp. 1199-1200.10.2507/22nd.daaam.proceedings.584Search in Google Scholar

10. Gandy, A. (2012), “Performance monitoring of credit portfolios using survival analysis”, International Journal of Forecasting, Vol. 28 No. 1, pp. 139-144.10.1016/j.ijforecast.2010.08.006Search in Google Scholar

11. Guiso, L., Sapienza, P., Zingales, L., (2008), “Trusting the Stock Market”, The Journal of Finance, Vol. 63 No. 6, pp. 2557-2600.10.1111/j.1540-6261.2008.01408.xSearch in Google Scholar

12. Hong, H., Kubik, J. D., Stein, J. C. (2004), “Social Interaction and Stock-Market Participation”, The Journal of Finance, Vol. 59 No. 1, pp. 137-163.10.1111/j.1540-6261.2004.00629.xSearch in Google Scholar

13. Hunter, J. S. (1986), “The Exponentially Weighted Moving Average”, Journal of Quality Technology, Vol. 18 No. 4, pp. 203-210.10.1080/00224065.1986.11979014Search in Google Scholar

14. Liu, C. S., Tien, F. C. (2011), “An Evaluation of Single-Featured EWMA-X (SFEWMAX) Control Chart with Process Mean Shifts and Standard Deviation Changes”, International Journal of Applied Science and Engineering, Vol. 9 No. 2, pp. 111-121.Search in Google Scholar

15. Manas, A. T. (2005), “The increasing relevance of the stock market in the world: A new scenario”, available at http://www2.uah.es/iaes/publicaciones/DT_01_05.pdf (29 September 2014).Search in Google Scholar

16. McNeese, W., Wilson, W. (2002), “Using time series charts to analyse financial data”, available at http://www.spcforexcel.com/files/timeseriesfinancial.pdf (30 September 2014).Search in Google Scholar

17. Montgomery, D. C, Friedman, D. J. (1989), “Statistical process control in computer integrated manufacturing environment”, in Keats, J. B., Hubele, N. F. (Eds.), Statistical Process Control in Automated Manufacturing, New York, Marcel Dekker, pp. 67-88.Search in Google Scholar

18. Montgomery, D. C. (2013), “Statistical Quality Control: A Modern Introduction”, 7th ed., Singapore, John Wiley & Sons.Search in Google Scholar

19. Montgomery, D. C., Jennings, C. L., Pfund, M. E. (2011a), “Managing, Controlling, and Improving Quality”, New Jersey, John Wiley & Sons.Search in Google Scholar

20. Montgomery, D. C., Runger, G. C. (2011b), “Applied Statistics and Probability for Engineers”, New Jersey, John Wiley & Sons.Search in Google Scholar

21. Page, E. S. (1954), “Continuous Inspection Scheme”, Biometrika, Vol. 41 No. 1-2, pp. 100-115. Search in Google Scholar

22. Rebisz, B. (2014), “Appliance of Quality Control Charts for Sovereign Risk Modelling”, available at http://iriaf.univ-poitiers.fr/images/medias/fichier/v-s3-4-rebisz_1402061581460-pdf (30 September 2014).Search in Google Scholar

23. Riaz, M., Abbas, N., Does, R. J. M. M. (2011), “Improving the Performance of CUSUM Charts”, Quality and Reliability Engineering International, Vol. 27 No. 4, pp. 415-424.10.1002/qre.1124Search in Google Scholar

24. Roberts, S. W. (1959), “Control Chart Tests based on Geometric Moving Averages”, Technometrics, Vol. 1 No. 3, pp. 239-250.10.1080/00401706.1959.10489860Search in Google Scholar

25. Ryu, J. H., Wan, H., Kim, S. (2010), “Optimal Design of a CUSUM Chart for a Mean Shift of Unknown Size”, Journal of Quality Technology, Vol. 42 No. 3, pp. 311-326.10.1080/00224065.2010.11917826Search in Google Scholar

26. SAS Institute (2014), “Statistical Details for CUSUM Control Charts”, available at http://www.jmp.com/support/help/Statistical_Details_for_CUSUM_Control_Charts. shtml (3 October 2014).Search in Google Scholar

27. Tachiwou, A. M. (2010), “Stock Market Development and Economic Growth: The Case of West African Monetary Union”, International Journal of Economics and Finance, Vol. 2 No. 3, pp. 97-103.10.5539/ijef.v2n3p97Search in Google Scholar

28. van Rooij, M., Lusardi, A., Alessie, R. (2011), “Financial literacy and stock market participation”, Journal of Financial Economics, Vol. 101 No. 2, pp. 449-472.10.1016/j.jfineco.2011.03.006Search in Google Scholar

29. Wild, C. J., Seber, G. A. F. (1999), “Chance Encounters: A First Course in Data Analysis and Inference”, New York, John Wiley & Sons.Search in Google Scholar

30. Zagreb Stock Exchange (2014a), “2013 Trading Summary”, available at http://zse.hr/UserDocsImages/reports/ZSE-2013-eng.pdf (1 October 2014).Search in Google Scholar

31. Zagreb Stock Exchange (2014b), “Historical Overview”, available at http://zse.hr/default.aspx?id=32877 (1 October 2014).Search in Google Scholar

32. Zagreb Stock Exchange (2014c), “Index CROBEX10”, available at http://zse.hr/default.aspx?id=44102&index=CROBEX10 (1 October 2014).Search in Google Scholar

33. Zagreb Stock Exchange (2014d), “Indices”, available at http://zse.hr/default.aspx?id=43539 (1 October 2014). Search in Google Scholar